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Sweetgreen, Inc. SG

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-10T22:25:44.105Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:56:33.59712312Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:25:43.727739+00:00

Share price$13.02
1D-0.2%
AH$12.95$13.20$13.45$13.70$13.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSG
Sold putSold callAH

Sweetgreen, Inc. options

Live interpolated SG call and put midpoint premiums by absolute delta.Sweetgreen, Inc.$0.05$0.49$0.93$1.37$1.81$11.72$12.46$13.20$13.94$14.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SG spot · $13.02SG PRICE$0.12$0.16$0.20$0.25$0.33$0.40$0.48$0.60$0.76$0.91$1.13$1.36$1.68$0.10$0.13$0.16$0.19$0.23$0.26$0.29$0.33$0.37$0.40$0.44$0.48$0.51
PutsCheap0.71×
CallsFair1.05×
SkewBullish-58.56 pp
Implied moveBullish±$0.78
TiltBullish36.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.0493.2%8.8%12.3372.2%6.1%
25Δ13.8693.5%7.7%12.5169.6%4.9%
30Δ13.6893.5%6.6%12.6167.7%4.3%
35Δ13.5193.5%5.6%12.7265.8%3.7%
40Δ13.3697.8%5.1%12.8363.9%3.2%
45Δ13.22102.2%4.6%12.9462.0%2.6%
50Δ13.08106.6%4.1%13.0459.7%2.1%
55Δ12.91114.0%3.7%13.1157.0%1.8%
60Δ12.71124.8%3.4%13.1854.4%1.6%
65Δ12.51135.6%3.1%13.2651.7%1.3%
70Δ12.24145.5%2.7%13.3349.0%1.0%
75Δ11.96155.7%2.3%13.4046.4%0.7%
80Δ11.58168.3%1.9%13.4743.7%0.4%

20Δ

Calls
Pseudo strike
14.04
IV
93.2%
B/E move
8.8%
Puts
Pseudo strike
12.33
IV
72.2%
B/E move
6.1%

25Δ

Calls
Pseudo strike
13.86
IV
93.5%
B/E move
7.7%
Puts
Pseudo strike
12.51
IV
69.6%
B/E move
4.9%

30Δ

Calls
Pseudo strike
13.68
IV
93.5%
B/E move
6.6%
Puts
Pseudo strike
12.61
IV
67.7%
B/E move
4.3%

35Δ

Calls
Pseudo strike
13.51
IV
93.5%
B/E move
5.6%
Puts
Pseudo strike
12.72
IV
65.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
13.36
IV
97.8%
B/E move
5.1%
Puts
Pseudo strike
12.83
IV
63.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
13.22
IV
102.2%
B/E move
4.6%
Puts
Pseudo strike
12.94
IV
62.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
13.08
IV
106.6%
B/E move
4.1%
Puts
Pseudo strike
13.04
IV
59.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
12.91
IV
114.0%
B/E move
3.7%
Puts
Pseudo strike
13.11
IV
57.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
12.71
IV
124.8%
B/E move
3.4%
Puts
Pseudo strike
13.18
IV
54.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
12.51
IV
135.6%
B/E move
3.1%
Puts
Pseudo strike
13.26
IV
51.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
12.24
IV
145.5%
B/E move
2.7%
Puts
Pseudo strike
13.33
IV
49.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
11.96
IV
155.7%
B/E move
2.3%
Puts
Pseudo strike
13.40
IV
46.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
11.58
IV
168.3%
B/E move
1.9%
Puts
Pseudo strike
13.47
IV
43.7%
B/E move
0.4%

Options history

IV · four-Friday blend107.35%
Daily close
SG63.4%90.3%117.2%2026-08-12: 90.76%2026-08-13: 100.58%2026-08-14: 79.56%2026-08-17: 77.03%2026-08-18: 78.66%2026-08-19: 78.56%2026-08-20: 113.53%2026-08-21: 72.17%2026-08-24: 78.25%2026-08-25: 77.51%2026-08-26: 76.23%2026-08-28: 71.16%2026-08-31: 67.12%2026-09-01: 76.79%2026-09-02: 74.70%2026-09-04: 69.17%2026-09-09: 82.73%2026-09-10: 85.75%2026-09-11: 76.95%2026-09-14: 79.17%2026-09-15: 86.96%2026-09-17: 98.40%2026-09-18: 74.08%2026-09-21: 79.71%2026-09-22: 78.51%2026-09-23: 77.89%2026-09-25: 69.49%2026-09-28: 77.70%2026-09-29: 77.89%2026-09-30: 74.13%2026-10-02: 71.77%2026-10-05: 69.81%2026-10-06: 69.88%2026-10-07: 76.83%2026-10-08: 89.03%2026-10-09: 71.95%2026-10-12: 77.51%2026-10-13: 75.68%2026-10-14: 75.04%2026-10-15: 83.40%2026-10-16: 81.64%2026-10-19: 85.86%2026-10-20: 86.19%2026-10-21: 86.45%2026-10-22: 91.15%2026-10-23: 90.25%2026-10-26: 100.54%2026-10-27: 103.18%2026-10-28: 102.57%2026-10-29: 108.93%2026-10-30: 107.35%Aug 12Sep 23Oct 30
51 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
90.76%
100.58%
79.56%
77.03%
78.66%
78.56%
113.53%
72.17%
78.25%
77.51%
76.23%
71.16%
67.12%
76.79%
74.70%
69.17%
82.73%
85.75%
76.95%
79.17%
86.96%
98.40%
74.08%
79.71%
78.51%
77.89%
69.49%
77.70%
77.89%
74.13%
71.77%
69.81%
69.88%
76.83%
89.03%
71.95%
77.51%
75.68%
75.04%
83.40%
81.64%
85.86%
86.19%
86.45%
91.15%
90.25%
100.54%
103.18%
102.57%
108.93%
107.35%