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Sprouts Farmers Market LLC SFM

CONSUMER DEFENSIVE · GROCERY STORES
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Market dataready · fetched 2026-10-16T01:00:19.341Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:20:56.36462941Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:18.597244+00:00

Share price$66.00
1D+0.7%
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$0.86$3.57$6.27$8.97$11.67$53.13$59.94$66.75$73.56$80.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFM spot · $66.00SFM PRICE$1.16$1.51$2.01$2.52$3.03$3.68$4.37$5.07$5.83$6.69$7.55$8.66$10.89$1.32$1.72$2.25$2.79$3.33$3.91$4.54$5.16$5.79$6.58$7.50$8.42$9.34
PutsFair0.97×
CallsExpensive1.20×
SkewBullish-8.92 pp
Implied moveBalanced±$8.91
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.6353.4%19.4%58.2652.3%13.7%
25Δ75.1352.7%16.1%60.2450.7%11.3%
30Δ73.5253.8%14.4%61.6450.7%10.0%
35Δ71.9554.9%12.8%63.0350.7%8.7%
40Δ70.3856.1%11.2%64.4250.7%7.4%
45Δ68.8656.9%9.9%65.7350.0%6.3%
50Δ67.3557.6%8.7%66.9848.8%5.4%
55Δ65.8458.3%7.4%68.2347.6%4.5%
60Δ64.3258.4%6.3%69.4746.5%3.5%
65Δ62.7857.8%5.3%70.7645.3%2.8%
70Δ61.2557.2%4.2%72.0744.2%2.2%
75Δ59.5357.8%3.3%73.3843.0%1.6%
80Δ56.9363.5%2.8%74.7041.9%1.0%

20Δ

Calls
Pseudo strike
77.63
IV
53.4%
B/E move
19.4%
Puts
Pseudo strike
58.26
IV
52.3%
B/E move
13.7%

25Δ

Calls
Pseudo strike
75.13
IV
52.7%
B/E move
16.1%
Puts
Pseudo strike
60.24
IV
50.7%
B/E move
11.3%

30Δ

Calls
Pseudo strike
73.52
IV
53.8%
B/E move
14.4%
Puts
Pseudo strike
61.64
IV
50.7%
B/E move
10.0%

35Δ

Calls
Pseudo strike
71.95
IV
54.9%
B/E move
12.8%
Puts
Pseudo strike
63.03
IV
50.7%
B/E move
8.7%

40Δ

Calls
Pseudo strike
70.38
IV
56.1%
B/E move
11.2%
Puts
Pseudo strike
64.42
IV
50.7%
B/E move
7.4%

45Δ

Calls
Pseudo strike
68.86
IV
56.9%
B/E move
9.9%
Puts
Pseudo strike
65.73
IV
50.0%
B/E move
6.3%

50Δ

Calls
Pseudo strike
67.35
IV
57.6%
B/E move
8.7%
Puts
Pseudo strike
66.98
IV
48.8%
B/E move
5.4%

55Δ

Calls
Pseudo strike
65.84
IV
58.3%
B/E move
7.4%
Puts
Pseudo strike
68.23
IV
47.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
64.32
IV
58.4%
B/E move
6.3%
Puts
Pseudo strike
69.47
IV
46.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
62.78
IV
57.8%
B/E move
5.3%
Puts
Pseudo strike
70.76
IV
45.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
61.25
IV
57.2%
B/E move
4.2%
Puts
Pseudo strike
72.07
IV
44.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
59.53
IV
57.8%
B/E move
3.3%
Puts
Pseudo strike
73.38
IV
43.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
56.93
IV
63.5%
B/E move
2.8%
Puts
Pseudo strike
74.70
IV
41.9%
B/E move
1.0%