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CAVA Group, Inc. CAVA

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-21T17:48:50.860Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:48:47.059635318Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:49.922603+00:00

Share price$55.07
1D-4.0%
$54.71$55.58$56.45$57.32$58.195:30 AM6:30 AM9:00 AM1:00 PMCAVA
Sold putSold call

CAVA Group, Inc. options

Live interpolated CAVA call and put midpoint premiums by absolute delta.CAVA Group, Inc.$0.19$1.00$1.81$2.62$3.43$51.27$53.26$55.24$57.23$59.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAVA spot · $55.07CAVA PRICE$0.63$0.37$0.48$0.59$0.72$0.87$1.01$1.19$1.38$1.58$2.22$3.19$2.65$0.28$0.38$0.47$0.59$0.72$0.85$1.00$1.18$1.36$1.56$1.83$2.10$2.61
PutsCheap0.82×
CallsExpensive1.86×
SkewBullish-17.86 pp
Implied moveBalanced±$2.02
TiltBullish6.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.46191.6%20.0%53.1059.8%4.1%
25Δ56.9062.5%4.0%53.4959.5%3.6%
30Δ56.5262.6%3.5%53.8759.1%3.0%
35Δ56.1562.7%3.0%54.2159.1%2.6%
40Δ55.8063.0%2.6%54.5259.2%2.3%
45Δ55.4763.2%2.3%54.8359.3%2.0%
50Δ55.1463.5%2.0%55.1459.4%1.7%
55Δ54.8163.7%1.7%55.4559.4%1.5%
60Δ54.4863.8%1.4%55.7659.3%1.2%
65Δ54.1463.9%1.2%56.0859.4%1.0%
70Δ53.4476.5%1.1%56.4559.5%0.8%
75Δ52.4897.9%1.1%56.8259.7%0.6%
80Δ52.7872.1%0.6%57.4162.1%0.5%

20Δ

Calls
Pseudo strike
65.46
IV
191.6%
B/E move
20.0%
Puts
Pseudo strike
53.10
IV
59.8%
B/E move
4.1%

25Δ

Calls
Pseudo strike
56.90
IV
62.5%
B/E move
4.0%
Puts
Pseudo strike
53.49
IV
59.5%
B/E move
3.6%

30Δ

Calls
Pseudo strike
56.52
IV
62.6%
B/E move
3.5%
Puts
Pseudo strike
53.87
IV
59.1%
B/E move
3.0%

35Δ

Calls
Pseudo strike
56.15
IV
62.7%
B/E move
3.0%
Puts
Pseudo strike
54.21
IV
59.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
55.80
IV
63.0%
B/E move
2.6%
Puts
Pseudo strike
54.52
IV
59.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
55.47
IV
63.2%
B/E move
2.3%
Puts
Pseudo strike
54.83
IV
59.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
55.14
IV
63.5%
B/E move
2.0%
Puts
Pseudo strike
55.14
IV
59.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
54.81
IV
63.7%
B/E move
1.7%
Puts
Pseudo strike
55.45
IV
59.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
54.48
IV
63.8%
B/E move
1.4%
Puts
Pseudo strike
55.76
IV
59.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
54.14
IV
63.9%
B/E move
1.2%
Puts
Pseudo strike
56.08
IV
59.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
53.44
IV
76.5%
B/E move
1.1%
Puts
Pseudo strike
56.45
IV
59.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
52.48
IV
97.9%
B/E move
1.1%
Puts
Pseudo strike
56.82
IV
59.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
52.78
IV
72.1%
B/E move
0.6%
Puts
Pseudo strike
57.41
IV
62.1%
B/E move
0.5%

Options history

CAVA69.5970.2970.992026-10-19: 70.89%2026-10-20: 69.68%Oct 19Oct 20
Table
DateIV
70.89%
69.68%