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Sprouts Farmers Market LLC SFM

CONSUMER DEFENSIVE · GROCERY STORES
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Market dataready · fetched 2026-10-15T20:03:10.872Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.191418139Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:53.700897+00:00

Share price$66.63
1D+1.7%
AH$65.18$66.06$66.95$67.84$68.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFM
Sold putSold callAH

Sprouts Farmers Market LLC options

Live interpolated SFM call and put midpoint premiums by absolute delta.Sprouts Farmers Market LLC$0.26$1.24$2.22$3.20$4.18$62.27$66.00$69.72$73.45$77.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $66.63OPTION PRICELive SFM spot · $66.63SFM PRICE$1.13$1.18$1.22$1.27$1.32$1.37$1.41$1.46$1.51$1.55$1.60$1.65$1.69$0.36$0.66$0.95$1.25$1.54$1.84$2.13$2.42$2.72$3.01$3.31$3.60$3.90
PutsExpensive1.92×
CallsExpensive3.47×
SkewBullish-177.52 pp
Implied moveBearish±$3.54
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.94442.3%33.7%65.2952.9%2.6%
25Δ86.20412.1%31.1%65.6958.0%2.4%
30Δ84.46381.9%28.6%66.0963.2%2.2%
35Δ82.72351.8%26.1%66.4968.3%2.1%
40Δ80.98321.6%23.5%66.8973.5%1.9%
45Δ79.24291.4%21.0%67.2978.6%1.8%
50Δ77.50261.3%18.4%67.6983.8%1.6%
55Δ75.76231.1%15.9%68.0988.9%1.4%
60Δ74.02200.9%13.3%68.4994.1%1.3%
65Δ72.28170.8%10.8%68.8999.2%1.1%
70Δ70.54140.6%8.3%69.29104.3%1.0%
75Δ68.80110.5%5.7%69.70109.5%0.8%
80Δ67.0680.3%3.2%70.10114.6%0.6%

20Δ

Calls
Pseudo strike
87.94
IV
442.3%
B/E move
33.7%
Puts
Pseudo strike
65.29
IV
52.9%
B/E move
2.6%

25Δ

Calls
Pseudo strike
86.20
IV
412.1%
B/E move
31.1%
Puts
Pseudo strike
65.69
IV
58.0%
B/E move
2.4%

30Δ

Calls
Pseudo strike
84.46
IV
381.9%
B/E move
28.6%
Puts
Pseudo strike
66.09
IV
63.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
82.72
IV
351.8%
B/E move
26.1%
Puts
Pseudo strike
66.49
IV
68.3%
B/E move
2.1%

40Δ

Calls
Pseudo strike
80.98
IV
321.6%
B/E move
23.5%
Puts
Pseudo strike
66.89
IV
73.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
79.24
IV
291.4%
B/E move
21.0%
Puts
Pseudo strike
67.29
IV
78.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
77.50
IV
261.3%
B/E move
18.4%
Puts
Pseudo strike
67.69
IV
83.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
75.76
IV
231.1%
B/E move
15.9%
Puts
Pseudo strike
68.09
IV
88.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
74.02
IV
200.9%
B/E move
13.3%
Puts
Pseudo strike
68.49
IV
94.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
72.28
IV
170.8%
B/E move
10.8%
Puts
Pseudo strike
68.89
IV
99.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
70.54
IV
140.6%
B/E move
8.3%
Puts
Pseudo strike
69.29
IV
104.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
68.80
IV
110.5%
B/E move
5.7%
Puts
Pseudo strike
69.70
IV
109.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
67.06
IV
80.3%
B/E move
3.2%
Puts
Pseudo strike
70.10
IV
114.6%
B/E move
0.6%