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Sprouts Farmers Market LLC SFM

CONSUMER DEFENSIVE · GROCERY STORES
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Market dataready · fetched 2026-10-16T22:53:28.335Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:16:11.253989043Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:53:27.703524+00:00

Share price$65.00
1D-2.3%
AH$64.75$65.56$66.37$67.17$67.985:30 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$0.81$3.69$6.58$9.46$12.35$51.85$58.57$65.30$72.02$78.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFM spot · $65.00SFM PRICE$1.12$1.51$1.96$2.40$2.91$3.47$4.03$4.63$5.51$6.39$7.27$8.54$9.95$1.37$1.79$2.28$2.85$3.43$4.00$4.77$5.58$6.38$7.27$8.55$9.83$11.52
PutsExpensive1.06×
CallsExpensive1.17×
SkewBullish-2.95 pp
Implied moveBearish±$8.80
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.1853.3%18.9%57.1554.8%14.2%
25Δ74.1053.6%16.3%58.9754.0%12.0%
30Δ72.4254.3%14.4%60.6153.5%10.3%
35Δ70.7454.9%12.5%61.9953.2%9.0%
40Δ69.1855.1%10.9%63.3853.0%7.8%
45Δ67.7254.9%9.5%64.7752.8%6.5%
50Δ66.2554.8%8.1%66.1452.4%5.6%
55Δ64.7854.8%6.8%67.5052.0%4.7%
60Δ63.3155.5%5.9%68.8751.7%3.9%
65Δ61.8456.3%5.0%70.2951.4%3.0%
70Δ60.3857.0%4.1%71.9751.2%2.4%
75Δ58.6157.8%3.3%73.6651.0%1.8%
80Δ56.7358.7%2.6%75.7351.7%1.2%

20Δ

Calls
Pseudo strike
76.18
IV
53.3%
B/E move
18.9%
Puts
Pseudo strike
57.15
IV
54.8%
B/E move
14.2%

25Δ

Calls
Pseudo strike
74.10
IV
53.6%
B/E move
16.3%
Puts
Pseudo strike
58.97
IV
54.0%
B/E move
12.0%

30Δ

Calls
Pseudo strike
72.42
IV
54.3%
B/E move
14.4%
Puts
Pseudo strike
60.61
IV
53.5%
B/E move
10.3%

35Δ

Calls
Pseudo strike
70.74
IV
54.9%
B/E move
12.5%
Puts
Pseudo strike
61.99
IV
53.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
69.18
IV
55.1%
B/E move
10.9%
Puts
Pseudo strike
63.38
IV
53.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
67.72
IV
54.9%
B/E move
9.5%
Puts
Pseudo strike
64.77
IV
52.8%
B/E move
6.5%

50Δ

Calls
Pseudo strike
66.25
IV
54.8%
B/E move
8.1%
Puts
Pseudo strike
66.14
IV
52.4%
B/E move
5.6%

55Δ

Calls
Pseudo strike
64.78
IV
54.8%
B/E move
6.8%
Puts
Pseudo strike
67.50
IV
52.0%
B/E move
4.7%

60Δ

Calls
Pseudo strike
63.31
IV
55.5%
B/E move
5.9%
Puts
Pseudo strike
68.87
IV
51.7%
B/E move
3.9%

65Δ

Calls
Pseudo strike
61.84
IV
56.3%
B/E move
5.0%
Puts
Pseudo strike
70.29
IV
51.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
60.38
IV
57.0%
B/E move
4.1%
Puts
Pseudo strike
71.97
IV
51.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
58.61
IV
57.8%
B/E move
3.3%
Puts
Pseudo strike
73.66
IV
51.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
56.73
IV
58.7%
B/E move
2.6%
Puts
Pseudo strike
75.73
IV
51.7%
B/E move
1.2%