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CAVA Group, Inc. CAVA

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-10T22:27:10.211Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:41:30.970793536Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:27:09.652160+00:00

Share price$60.39
1D-1.2%
AH$59.92$60.61$61.31$62.00$62.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAVA
Sold putSold callAH

CAVA Group, Inc. options

Live interpolated CAVA call and put midpoint premiums by absolute delta.CAVA Group, Inc.$0.27$1.39$2.51$3.64$4.76$55.79$58.12$60.46$62.80$65.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAVA spot · $60.39CAVA PRICE$0.39$0.50$0.67$0.85$1.10$1.36$1.56$1.74$2.00$2.26$2.61$2.98$4.43$0.53$0.54$0.67$0.83$1.02$1.23$1.48$1.74$1.94$2.14$2.42$2.80$4.22
PutsCheap0.95×
CallsExpensive1.13×
SkewBullish-6.25 pp
Implied moveBullish±$3.04
TiltBullish2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6665.8%6.1%56.9281.5%6.6%
25Δ62.8862.8%5.0%58.1863.7%4.6%
30Δ62.4265.1%4.5%58.7361.9%3.9%
35Δ61.9667.5%4.0%59.2261.5%3.3%
40Δ61.5271.7%3.7%59.6462.5%2.9%
45Δ61.0775.8%3.4%60.0863.6%2.6%
50Δ60.5774.1%2.9%60.5264.6%2.2%
55Δ60.0571.3%2.3%60.9765.6%1.9%
60Δ59.5670.2%1.9%61.3863.0%1.6%
65Δ59.0869.2%1.6%61.7860.2%1.2%
70Δ58.5569.2%1.3%62.2358.8%1.0%
75Δ58.0169.4%1.0%62.7459.1%0.8%
80Δ56.5690.5%1.0%64.1875.6%0.7%

20Δ

Calls
Pseudo strike
63.66
IV
65.8%
B/E move
6.1%
Puts
Pseudo strike
56.92
IV
81.5%
B/E move
6.6%

25Δ

Calls
Pseudo strike
62.88
IV
62.8%
B/E move
5.0%
Puts
Pseudo strike
58.18
IV
63.7%
B/E move
4.6%

30Δ

Calls
Pseudo strike
62.42
IV
65.1%
B/E move
4.5%
Puts
Pseudo strike
58.73
IV
61.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
61.96
IV
67.5%
B/E move
4.0%
Puts
Pseudo strike
59.22
IV
61.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
61.52
IV
71.7%
B/E move
3.7%
Puts
Pseudo strike
59.64
IV
62.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
61.07
IV
75.8%
B/E move
3.4%
Puts
Pseudo strike
60.08
IV
63.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
60.57
IV
74.1%
B/E move
2.9%
Puts
Pseudo strike
60.52
IV
64.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
60.05
IV
71.3%
B/E move
2.3%
Puts
Pseudo strike
60.97
IV
65.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
59.56
IV
70.2%
B/E move
1.9%
Puts
Pseudo strike
61.38
IV
63.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
59.08
IV
69.2%
B/E move
1.6%
Puts
Pseudo strike
61.78
IV
60.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
58.55
IV
69.2%
B/E move
1.3%
Puts
Pseudo strike
62.23
IV
58.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
58.01
IV
69.4%
B/E move
1.0%
Puts
Pseudo strike
62.74
IV
59.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
56.56
IV
90.5%
B/E move
1.0%
Puts
Pseudo strike
64.18
IV
75.6%
B/E move
0.7%

Options history

IV · four-Friday blend87.87%
Daily close
CAVA41.9%68.7%95.5%2026-08-12: 59.04%2026-08-13: 58.40%2026-08-14: 49.14%2026-08-17: 51.83%2026-08-18: 52.95%2026-08-19: 55.37%2026-08-20: 57.92%2026-08-21: 49.17%2026-08-24: 53.73%2026-08-25: 53.66%2026-08-26: 50.91%2026-08-27: 48.59%2026-08-28: 45.59%2026-08-31: 47.28%2026-09-01: 52.00%2026-09-02: 49.42%2026-09-03: 49.76%2026-09-04: 45.56%2026-09-08: 50.74%2026-09-09: 54.21%2026-09-10: 56.96%2026-09-11: 51.23%2026-09-14: 53.68%2026-09-15: 58.80%2026-09-16: 61.02%2026-09-17: 57.30%2026-09-18: 53.49%2026-09-21: 58.46%2026-09-22: 55.36%2026-09-23: 55.81%2026-09-24: 55.27%2026-09-25: 51.22%2026-09-28: 57.63%2026-09-29: 56.70%2026-09-30: 56.84%2026-10-01: 54.85%2026-10-02: 49.99%2026-10-05: 53.18%2026-10-06: 52.63%2026-10-07: 52.49%2026-10-08: 54.96%2026-10-09: 52.35%2026-10-12: 55.93%2026-10-13: 57.00%2026-10-14: 57.33%2026-10-15: 63.38%2026-10-16: 66.94%2026-10-19: 70.86%2026-10-20: 69.38%2026-10-21: 69.74%2026-10-22: 75.49%2026-10-23: 78.54%2026-10-26: 84.50%2026-10-27: 86.32%2026-10-28: 91.77%2026-10-29: 85.88%2026-10-30: 87.87%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
59.04%
58.40%
49.14%
51.83%
52.95%
55.37%
57.92%
49.17%
53.73%
53.66%
50.91%
48.59%
45.59%
47.28%
52.00%
49.42%
49.76%
45.56%
50.74%
54.21%
56.96%
51.23%
53.68%
58.80%
61.02%
57.30%
53.49%
58.46%
55.36%
55.81%
55.27%
51.22%
57.63%
56.70%
56.84%
54.85%
49.99%
53.18%
52.63%
52.49%
54.96%
52.35%
55.93%
57.00%
57.33%
63.38%
66.94%
70.86%
69.38%
69.74%
75.49%
78.54%
84.50%
86.32%
91.77%
85.88%
87.87%