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Sweetgreen Inc SG

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-21T17:01:19.610Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:01:12.863758495Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:19.343214+00:00

Share price$10.20
1D-2.5%
$10.16$10.26$10.36$10.46$10.565:30 AM6:30 AM9:00 AM1:00 PMSG
Sold putSold call

Sweetgreen Inc options

Live interpolated SG call and put midpoint premiums by absolute delta.Sweetgreen Inc$0.10$0.40$0.70$1.00$1.30$9.19$9.69$10.19$10.69$11.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SG spot · $10.20SG PRICE$0.14$0.14$0.13$0.14$0.18$0.21$0.25$0.28$0.32$0.36$0.50$0.64$0.78$0.15$0.15$0.15$0.15$0.19$0.23$0.27$0.32$0.36$0.40$0.59$0.90$1.21
PutsExpensive1.06×
CallsExpensive1.10×
SkewBearish+2.51 pp
Implied moveBearish±$0.52
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.03206.9%19.3%8.91199.6%14.1%
25Δ11.42156.3%13.3%9.26161.2%10.7%
30Δ10.81105.8%7.2%9.61122.8%7.3%
35Δ10.4680.3%4.0%9.9684.3%3.8%
40Δ10.3880.1%3.5%10.0779.9%3.1%
45Δ10.3079.8%3.1%10.1580.1%2.8%
50Δ10.2379.6%2.7%10.2380.4%2.4%
55Δ10.1579.3%2.3%10.3180.6%2.1%
60Δ10.0779.1%1.8%10.3880.9%1.7%
65Δ9.9880.1%1.5%10.4681.1%1.4%
70Δ9.8391.8%1.3%10.6890.1%1.1%
75Δ9.68103.5%1.2%11.00106.5%1.0%
80Δ9.52115.2%1.0%11.33122.9%0.8%

20Δ

Calls
Pseudo strike
12.03
IV
206.9%
B/E move
19.3%
Puts
Pseudo strike
8.91
IV
199.6%
B/E move
14.1%

25Δ

Calls
Pseudo strike
11.42
IV
156.3%
B/E move
13.3%
Puts
Pseudo strike
9.26
IV
161.2%
B/E move
10.7%

30Δ

Calls
Pseudo strike
10.81
IV
105.8%
B/E move
7.2%
Puts
Pseudo strike
9.61
IV
122.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
10.46
IV
80.3%
B/E move
4.0%
Puts
Pseudo strike
9.96
IV
84.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
10.38
IV
80.1%
B/E move
3.5%
Puts
Pseudo strike
10.07
IV
79.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
10.30
IV
79.8%
B/E move
3.1%
Puts
Pseudo strike
10.15
IV
80.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
10.23
IV
79.6%
B/E move
2.7%
Puts
Pseudo strike
10.23
IV
80.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
10.15
IV
79.3%
B/E move
2.3%
Puts
Pseudo strike
10.31
IV
80.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
10.07
IV
79.1%
B/E move
1.8%
Puts
Pseudo strike
10.38
IV
80.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
9.98
IV
80.1%
B/E move
1.5%
Puts
Pseudo strike
10.46
IV
81.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
9.83
IV
91.8%
B/E move
1.3%
Puts
Pseudo strike
10.68
IV
90.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
9.68
IV
103.5%
B/E move
1.2%
Puts
Pseudo strike
11.00
IV
106.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
9.52
IV
115.2%
B/E move
1.0%
Puts
Pseudo strike
11.33
IV
122.9%
B/E move
0.8%

Options history

SG86.5586.6786.792026-10-19: 86.64%2026-10-20: 86.70%Oct 19Oct 20
Table
DateIV
86.64%
86.70%