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First Watch Restaurant Group, Inc. Common Stock FWRG

i

Market dataready · fetched 2026-11-11T13:56:54.168Z

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: 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 · 2026-11-10T23:45:59.005081495Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-11T13:48:08.177292+00:00

Share price$13.52
1D-1.3%
AH$13.35$13.45$13.56$13.66$13.775:30 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$0.12$0.49$0.86$1.23$1.60$10.70$12.09$13.48$14.87$16.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FWRG spot · $13.52FWRG PRICE$0.16$0.24$0.31$0.39$0.46$0.54$0.61$0.69$0.76$0.83$0.91$0.98$1.06$0.27$0.38$0.49$0.60$0.71$0.82$0.93$1.05$1.16$1.27$1.38$1.49
Puts——
CallsCheap0.61×
Skew——
Implied moveBearish±$1.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.9770.3%11.9%
25Δ14.7868.9%11.0%12.6766.3%8.3%
30Δ14.5867.5%10.2%12.8666.1%7.7%
35Δ14.3966.0%9.3%13.0665.8%7.0%
40Δ14.2064.6%8.5%13.2665.5%6.4%
45Δ14.0163.2%7.6%13.4665.3%5.7%
50Δ13.8261.8%6.7%13.6665.0%5.1%
55Δ13.6360.4%5.9%13.8664.7%4.4%
60Δ13.4458.9%5.0%14.0564.4%3.8%
65Δ13.2457.5%4.1%14.2564.2%3.1%
70Δ13.0556.1%3.3%14.4563.9%2.5%
75Δ12.8654.7%2.4%14.6563.6%1.8%
80Δ12.6753.3%1.5%14.8563.4%1.2%

20Δ

Calls
Pseudo strike
14.97
IV
70.3%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.78
IV
68.9%
B/E move
11.0%
Puts
Pseudo strike
12.67
IV
66.3%
B/E move
8.3%

30Δ

Calls
Pseudo strike
14.58
IV
67.5%
B/E move
10.2%
Puts
Pseudo strike
12.86
IV
66.1%
B/E move
7.7%

35Δ

Calls
Pseudo strike
14.39
IV
66.0%
B/E move
9.3%
Puts
Pseudo strike
13.06
IV
65.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
14.20
IV
64.6%
B/E move
8.5%
Puts
Pseudo strike
13.26
IV
65.5%
B/E move
6.4%

45Δ

Calls
Pseudo strike
14.01
IV
63.2%
B/E move
7.6%
Puts
Pseudo strike
13.46
IV
65.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
13.82
IV
61.8%
B/E move
6.7%
Puts
Pseudo strike
13.66
IV
65.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
13.63
IV
60.4%
B/E move
5.9%
Puts
Pseudo strike
13.86
IV
64.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
13.44
IV
58.9%
B/E move
5.0%
Puts
Pseudo strike
14.05
IV
64.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
13.24
IV
57.5%
B/E move
4.1%
Puts
Pseudo strike
14.25
IV
64.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
13.05
IV
56.1%
B/E move
3.3%
Puts
Pseudo strike
14.45
IV
63.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
12.86
IV
54.7%
B/E move
2.4%
Puts
Pseudo strike
14.65
IV
63.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
12.67
IV
53.3%
B/E move
1.5%
Puts
Pseudo strike
14.85
IV
63.4%
B/E move
1.2%

Options history

IV · four-Friday blend61.61%
Daily close
FWRG53.8%75.4%97.0%2026-08-20: 94.00%2026-08-21: 70.80%2026-08-24: 69.05%2026-08-26: 63.89%2026-08-27: 57.79%2026-08-28: 69.41%2026-08-31: 67.50%2026-09-01: 65.39%2026-09-08: 62.35%2026-09-18: 59.09%2026-09-21: 73.02%2026-09-22: 65.07%2026-09-23: 66.77%2026-09-24: 66.23%2026-09-28: 68.06%2026-09-29: 69.33%2026-10-16: 56.77%2026-10-19: 61.70%2026-10-20: 61.01%2026-10-21: 64.53%2026-10-22: 64.63%2026-10-26: 67.62%2026-10-27: 66.77%2026-10-28: 65.72%2026-10-29: 68.40%2026-10-30: 61.61%Aug 20Sep 23Oct 30
26 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
94.00%
70.80%
69.05%
63.89%
57.79%
69.41%
67.50%
65.39%
62.35%
59.09%
73.02%
65.07%
66.77%
66.23%
68.06%
69.33%
56.77%
61.70%
61.01%
64.53%
64.63%
67.62%
66.77%
65.72%
68.40%
61.61%