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First Watch Restaurant Group, Inc. Common Stock FWRG

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Market datapartial · fetched 2026-10-22T12:32:19.386Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-21T23:08:39.889018344Z

FundamentalsAlpha Vantage · unavailable

Share price$11.11
1D-4.9%
AH$10.96$11.18$11.40$11.61$11.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFWRG
Sold putSold callAH

First Watch Restaurant Group, Inc. Common Stock options

Live interpolated FWRG call and put midpoint premiums by absolute delta.First Watch Restaurant Group, Inc. Common Stock$0.29$1.09$1.89$2.69$3.49$8.15$9.87$11.58$13.29$15.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FWRG spot · $11.11FWRG PRICE$0.38$0.43$0.48$0.53$0.72$0.91$1.10$1.29$1.47$1.66$1.86$2.56$3.26$0.40$0.42$0.51$0.65$0.78$0.92$1.05$1.19$1.32$1.46$1.59
PutsFair1.04×
CallsExpensive1.48×
SkewBullish-29.72 pp
Implied moveBullish±$2.15
TiltBullish23.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.77131.5%54.3%8.79112.0%24.5%
25Δ15.33114.4%41.8%9.6984.1%16.6%
30Δ13.8997.3%29.3%10.1873.5%13.0%
35Δ12.4980.9%17.2%10.4571.9%11.7%
40Δ12.1383.8%15.7%10.7370.4%10.5%
45Δ11.7886.7%14.2%11.0068.9%9.2%
50Δ11.4289.6%12.7%11.2867.3%7.9%
55Δ11.0692.5%11.2%11.5565.8%6.7%
60Δ10.7195.4%9.7%11.8364.2%5.4%
65Δ10.3598.3%8.1%12.1062.7%4.2%
70Δ9.99101.4%6.7%12.3861.1%2.9%
75Δ9.21121.2%6.0%
80Δ8.44141.0%5.3%

20Δ

Calls
Pseudo strike
16.77
IV
131.5%
B/E move
54.3%
Puts
Pseudo strike
8.79
IV
112.0%
B/E move
24.5%

25Δ

Calls
Pseudo strike
15.33
IV
114.4%
B/E move
41.8%
Puts
Pseudo strike
9.69
IV
84.1%
B/E move
16.6%

30Δ

Calls
Pseudo strike
13.89
IV
97.3%
B/E move
29.3%
Puts
Pseudo strike
10.18
IV
73.5%
B/E move
13.0%

35Δ

Calls
Pseudo strike
12.49
IV
80.9%
B/E move
17.2%
Puts
Pseudo strike
10.45
IV
71.9%
B/E move
11.7%

40Δ

Calls
Pseudo strike
12.13
IV
83.8%
B/E move
15.7%
Puts
Pseudo strike
10.73
IV
70.4%
B/E move
10.5%

45Δ

Calls
Pseudo strike
11.78
IV
86.7%
B/E move
14.2%
Puts
Pseudo strike
11.00
IV
68.9%
B/E move
9.2%

50Δ

Calls
Pseudo strike
11.42
IV
89.6%
B/E move
12.7%
Puts
Pseudo strike
11.28
IV
67.3%
B/E move
7.9%

55Δ

Calls
Pseudo strike
11.06
IV
92.5%
B/E move
11.2%
Puts
Pseudo strike
11.55
IV
65.8%
B/E move
6.7%

60Δ

Calls
Pseudo strike
10.71
IV
95.4%
B/E move
9.7%
Puts
Pseudo strike
11.83
IV
64.2%
B/E move
5.4%

65Δ

Calls
Pseudo strike
10.35
IV
98.3%
B/E move
8.1%
Puts
Pseudo strike
12.10
IV
62.7%
B/E move
4.2%

70Δ

Calls
Pseudo strike
9.99
IV
101.4%
B/E move
6.7%
Puts
Pseudo strike
12.38
IV
61.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
9.21
IV
121.2%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.44
IV
141.0%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations