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Sprouts Farmers Market, Inc. Common Stock SFM

i

Market dataready · fetched 2026-11-06T19:50:24.756Z

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 · 2026-11-06T19:50:19.644662497Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-06T19:50:22.719633+00:00

Share price$49.33
1D-3.3%
$49.13$49.70$50.28$50.85$51.435:30 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$1.67$2.91$4.15$5.40$33.27$42.70$52.13$61.56$70.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFM spot · $49.33SFM PRICE$0.56$0.75$0.95$1.14$1.33$1.53$1.90$2.37$2.85$3.33$3.80$4.28$4.76$0.60$0.83$1.06$1.29$1.52$1.74$1.97$2.31$2.85$3.40$3.94$4.49$5.04
PutsCheap0.36×
CallsCheap0.69×
SkewBullish-2.83 pp
Implied moveBalanced±$3.87
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.7844.9%10.2%45.7247.0%8.5%
25Δ53.0845.6%9.1%46.3646.9%7.7%
30Δ52.3846.3%8.1%47.0046.9%6.9%
35Δ51.6746.9%7.1%47.6446.9%6.0%
40Δ50.9747.6%6.0%48.2946.9%5.2%
45Δ50.2748.3%5.0%48.9346.8%4.3%
50Δ49.5649.1%4.3%49.5746.8%3.5%
55Δ48.8550.1%3.8%50.2446.8%2.8%
60Δ48.1451.1%3.4%50.9846.6%2.4%
65Δ47.4252.0%2.9%51.7146.5%2.1%
70Δ46.7153.0%2.4%52.4446.4%1.7%
75Δ46.0054.0%1.9%53.1846.3%1.3%
80Δ45.2954.9%1.5%53.9146.1%0.9%

20Δ

Calls
Pseudo strike
53.78
IV
44.9%
B/E move
10.2%
Puts
Pseudo strike
45.72
IV
47.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
53.08
IV
45.6%
B/E move
9.1%
Puts
Pseudo strike
46.36
IV
46.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
52.38
IV
46.3%
B/E move
8.1%
Puts
Pseudo strike
47.00
IV
46.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
51.67
IV
46.9%
B/E move
7.1%
Puts
Pseudo strike
47.64
IV
46.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
50.97
IV
47.6%
B/E move
6.0%
Puts
Pseudo strike
48.29
IV
46.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
50.27
IV
48.3%
B/E move
5.0%
Puts
Pseudo strike
48.93
IV
46.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
49.56
IV
49.1%
B/E move
4.3%
Puts
Pseudo strike
49.57
IV
46.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
48.85
IV
50.1%
B/E move
3.8%
Puts
Pseudo strike
50.24
IV
46.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
48.14
IV
51.1%
B/E move
3.4%
Puts
Pseudo strike
50.98
IV
46.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
47.42
IV
52.0%
B/E move
2.9%
Puts
Pseudo strike
51.71
IV
46.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
46.71
IV
53.0%
B/E move
2.4%
Puts
Pseudo strike
52.44
IV
46.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
46.00
IV
54.0%
B/E move
1.9%
Puts
Pseudo strike
53.18
IV
46.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
45.29
IV
54.9%
B/E move
1.5%
Puts
Pseudo strike
53.91
IV
46.1%
B/E move
0.9%

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%