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Sprouts Farmers Market, Inc. Common Stock SFM

CONSUMER DEFENSIVE · GROCERY STORES
i

Market dataready · fetched 2026-11-06T13:58:08.879Z

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 · 2026-11-06T13:31:50.744683343Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T13:55:40.133069+00:00

Share price$51.00
1D+0.0%
$50.97$50.99$51.00$51.01$51.035:30 AM6:30 AM9:00 AM1:00 PMSFM
Sold putSold call

Sprouts Farmers Market, Inc. Common Stock options

Live interpolated SFM call and put midpoint premiums by absolute delta.Sprouts Farmers Market, Inc. Common Stock$0.43$2.05$3.68$5.30$6.92$34.41$44.04$53.68$63.31$72.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFM spot · $51.00SFM PRICE$0.60$0.77$1.05$1.36$1.67$1.98$2.28$2.59$2.94$3.82$4.70$5.58$6.46$0.61$0.79$0.96$1.14$1.35$1.66$1.96$2.26$2.57$2.87$3.17$3.48$3.78
PutsCheap0.33×
CallsCheap0.85×
SkewBullish-18.09 pp
Implied moveBullish±$4.24
TiltBullish14.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.6654.9%12.3%46.9047.3%9.2%
25Δ55.2554.2%9.8%47.7346.6%8.0%
30Δ54.3954.5%8.7%48.5645.9%6.7%
35Δ53.6555.2%7.9%49.3945.2%5.4%
40Δ52.9155.8%7.0%50.1444.4%4.3%
45Δ52.1756.5%6.2%50.6643.2%3.9%
50Δ51.4357.1%5.3%51.1942.1%3.5%
55Δ50.6857.7%4.5%51.7240.9%3.0%
60Δ49.9258.6%3.6%52.2539.8%2.6%
65Δ48.8162.5%3.2%52.7738.6%2.1%
70Δ47.7166.5%2.8%53.3037.5%1.7%
75Δ46.6070.4%2.3%53.8336.3%1.3%
80Δ45.5074.3%1.9%54.3635.2%0.8%

20Δ

Calls
Pseudo strike
56.66
IV
54.9%
B/E move
12.3%
Puts
Pseudo strike
46.90
IV
47.3%
B/E move
9.2%

25Δ

Calls
Pseudo strike
55.25
IV
54.2%
B/E move
9.8%
Puts
Pseudo strike
47.73
IV
46.6%
B/E move
8.0%

30Δ

Calls
Pseudo strike
54.39
IV
54.5%
B/E move
8.7%
Puts
Pseudo strike
48.56
IV
45.9%
B/E move
6.7%

35Δ

Calls
Pseudo strike
53.65
IV
55.2%
B/E move
7.9%
Puts
Pseudo strike
49.39
IV
45.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
52.91
IV
55.8%
B/E move
7.0%
Puts
Pseudo strike
50.14
IV
44.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
52.17
IV
56.5%
B/E move
6.2%
Puts
Pseudo strike
50.66
IV
43.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
51.43
IV
57.1%
B/E move
5.3%
Puts
Pseudo strike
51.19
IV
42.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
50.68
IV
57.7%
B/E move
4.5%
Puts
Pseudo strike
51.72
IV
40.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
49.92
IV
58.6%
B/E move
3.6%
Puts
Pseudo strike
52.25
IV
39.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
48.81
IV
62.5%
B/E move
3.2%
Puts
Pseudo strike
52.77
IV
38.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
47.71
IV
66.5%
B/E move
2.8%
Puts
Pseudo strike
53.30
IV
37.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
46.60
IV
70.4%
B/E move
2.3%
Puts
Pseudo strike
53.83
IV
36.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
45.50
IV
74.3%
B/E move
1.9%
Puts
Pseudo strike
54.36
IV
35.2%
B/E move
0.8%

Options history

IV · four-Friday blend45.86%
Daily close
SFM41.1%52.7%64.3%2026-08-10: 44.59%2026-08-12: 44.02%2026-08-21: 42.91%2026-08-24: 43.72%2026-08-25: 43.64%2026-08-26: 44.12%2026-08-27: 44.92%2026-08-28: 44.51%2026-08-31: 45.73%2026-09-01: 45.55%2026-09-02: 44.09%2026-09-03: 45.48%2026-09-04: 42.72%2026-09-08: 45.23%2026-09-09: 45.61%2026-09-14: 46.67%2026-09-17: 62.67%2026-09-18: 47.54%2026-09-21: 45.95%2026-09-22: 47.20%2026-09-23: 46.77%2026-09-24: 45.85%2026-09-25: 48.16%2026-09-28: 50.51%2026-09-29: 47.78%2026-09-30: 48.67%2026-10-01: 48.05%2026-10-02: 46.21%2026-10-05: 47.47%2026-10-06: 47.29%2026-10-07: 45.75%2026-10-08: 50.78%2026-10-09: 48.95%2026-10-12: 49.64%2026-10-16: 49.26%2026-10-19: 48.61%2026-10-20: 49.19%2026-10-21: 50.78%2026-10-22: 50.71%2026-10-23: 52.33%2026-10-26: 54.66%2026-10-27: 51.72%2026-10-28: 53.31%2026-10-29: 46.91%2026-10-30: 45.86%Aug 10Sep 25Oct 30
45 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
44.59%
44.02%
42.91%
43.72%
43.64%
44.12%
44.92%
44.51%
45.73%
45.55%
44.09%
45.48%
42.72%
45.23%
45.61%
46.67%
62.67%
47.54%
45.95%
47.20%
46.77%
45.85%
48.16%
50.51%
47.78%
48.67%
48.05%
46.21%
47.47%
47.29%
45.75%
50.78%
48.95%
49.64%
49.26%
48.61%
49.19%
50.78%
50.71%
52.33%
54.66%
51.72%
53.31%
46.91%
45.86%