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First Watch Restaurant Group, Inc. Common Stock FWRG

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Market datapartial · fetched 2026-10-22T21:08:31.346Z

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 · 2026-10-22T20:00:08.924087679Z

FundamentalsAlpha Vantage · unavailable

Share price$11.56
1D+2.4%
AH$11.16$11.27$11.38$11.49$11.595:30 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$0.21$1.63$3.05$4.47$5.89$7.96$9.60$11.24$12.89$14.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FWRG spot · $11.56FWRG PRICE$0.36$0.40$0.46$0.51$0.58$0.71$0.83$0.96$1.08$1.21$1.33$1.46$1.58$0.39$0.48$0.65$0.83$1.00$1.17$1.35$1.52$1.85$2.44$3.03$3.61$5.48
PutsExpensive1.33×
CallsFair1.03×
SkewBearish+19.39 pp
Implied moveBearish±$2.18
TiltBearish35.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.31117.1%44.2%9.39102.2%22.2%
25Δ14.6196.3%29.9%10.1683.0%16.2%
30Δ13.8486.4%23.7%10.5283.0%14.7%
35Δ13.0776.5%17.5%10.8783.0%13.1%
40Δ12.4368.7%12.6%11.2283.0%11.6%
45Δ12.1667.0%11.4%11.5883.0%10.0%
50Δ11.9065.2%10.1%11.9383.0%8.4%
55Δ11.6363.5%8.9%12.2882.9%6.9%
60Δ11.3761.7%7.7%12.7685.2%5.6%
65Δ11.1060.0%6.5%13.4391.0%4.9%
70Δ10.8458.2%5.3%14.1196.9%4.1%
75Δ10.5756.5%4.0%14.79102.8%3.4%
80Δ10.3154.8%2.8%16.71124.8%2.8%

20Δ

Calls
Pseudo strike
16.31
IV
117.1%
B/E move
44.2%
Puts
Pseudo strike
9.39
IV
102.2%
B/E move
22.2%

25Δ

Calls
Pseudo strike
14.61
IV
96.3%
B/E move
29.9%
Puts
Pseudo strike
10.16
IV
83.0%
B/E move
16.2%

30Δ

Calls
Pseudo strike
13.84
IV
86.4%
B/E move
23.7%
Puts
Pseudo strike
10.52
IV
83.0%
B/E move
14.7%

35Δ

Calls
Pseudo strike
13.07
IV
76.5%
B/E move
17.5%
Puts
Pseudo strike
10.87
IV
83.0%
B/E move
13.1%

40Δ

Calls
Pseudo strike
12.43
IV
68.7%
B/E move
12.6%
Puts
Pseudo strike
11.22
IV
83.0%
B/E move
11.6%

45Δ

Calls
Pseudo strike
12.16
IV
67.0%
B/E move
11.4%
Puts
Pseudo strike
11.58
IV
83.0%
B/E move
10.0%

50Δ

Calls
Pseudo strike
11.90
IV
65.2%
B/E move
10.1%
Puts
Pseudo strike
11.93
IV
83.0%
B/E move
8.4%

55Δ

Calls
Pseudo strike
11.63
IV
63.5%
B/E move
8.9%
Puts
Pseudo strike
12.28
IV
82.9%
B/E move
6.9%

60Δ

Calls
Pseudo strike
11.37
IV
61.7%
B/E move
7.7%
Puts
Pseudo strike
12.76
IV
85.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
11.10
IV
60.0%
B/E move
6.5%
Puts
Pseudo strike
13.43
IV
91.0%
B/E move
4.9%

70Δ

Calls
Pseudo strike
10.84
IV
58.2%
B/E move
5.3%
Puts
Pseudo strike
14.11
IV
96.9%
B/E move
4.1%

75Δ

Calls
Pseudo strike
10.57
IV
56.5%
B/E move
4.0%
Puts
Pseudo strike
14.79
IV
102.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
10.31
IV
54.8%
B/E move
2.8%
Puts
Pseudo strike
16.71
IV
124.8%
B/E move
2.8%

Options history

No recorded observations