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Sweetgreen Inc SG

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-21T17:52:50.616Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:43.188889849Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:39.529029+00:00

Share price$10.23
1D-2.2%
$10.09$10.21$10.33$10.45$10.575:30 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$0.00$0.76$1.52$2.28$3.04$9.20$9.68$10.16$10.64$11.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SG spot · $10.22SG PRICE$0.07$0.09$0.11$0.14$0.18$0.22$0.25$0.29$0.33$0.37$0.61$0.87$1.13$0.09$0.11$0.13$0.15$0.19$0.23$0.27$0.31$0.35$0.39$1.03$1.92$2.82
PutsExpensive1.08×
CallsFair1.01×
SkewBearish+16.59 pp
Implied moveBearish±$0.53
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.8685.3%6.9%9.26117.1%10.3%
25Δ10.7282.4%5.8%9.52105.3%8.0%
30Δ10.5979.4%4.7%9.7793.5%5.7%
35Δ10.4777.6%3.8%10.0182.7%3.6%
40Δ10.4078.4%3.4%10.0982.0%3.3%
45Δ10.3279.1%3.0%10.1681.3%2.9%
50Δ10.2479.8%2.6%10.2480.6%2.5%
55Δ10.1680.5%2.3%10.3279.9%2.1%
60Δ10.0981.2%1.9%10.4079.1%1.7%
65Δ10.0181.9%1.5%10.4878.4%1.3%
70Δ9.76105.4%1.4%11.13119.8%1.2%
75Δ9.50131.7%1.3%12.02178.8%1.2%
80Δ9.23158.1%1.3%12.92237.9%1.2%

20Δ

Calls
Pseudo strike
10.86
IV
85.3%
B/E move
6.9%
Puts
Pseudo strike
9.26
IV
117.1%
B/E move
10.3%

25Δ

Calls
Pseudo strike
10.72
IV
82.4%
B/E move
5.8%
Puts
Pseudo strike
9.52
IV
105.3%
B/E move
8.0%

30Δ

Calls
Pseudo strike
10.59
IV
79.4%
B/E move
4.7%
Puts
Pseudo strike
9.77
IV
93.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
10.47
IV
77.6%
B/E move
3.8%
Puts
Pseudo strike
10.01
IV
82.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
10.40
IV
78.4%
B/E move
3.4%
Puts
Pseudo strike
10.09
IV
82.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
10.32
IV
79.1%
B/E move
3.0%
Puts
Pseudo strike
10.16
IV
81.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
10.24
IV
79.8%
B/E move
2.6%
Puts
Pseudo strike
10.24
IV
80.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
10.16
IV
80.5%
B/E move
2.3%
Puts
Pseudo strike
10.32
IV
79.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
10.09
IV
81.2%
B/E move
1.9%
Puts
Pseudo strike
10.40
IV
79.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
10.01
IV
81.9%
B/E move
1.5%
Puts
Pseudo strike
10.48
IV
78.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
9.76
IV
105.4%
B/E move
1.4%
Puts
Pseudo strike
11.13
IV
119.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
9.50
IV
131.7%
B/E move
1.3%
Puts
Pseudo strike
12.02
IV
178.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
9.23
IV
158.1%
B/E move
1.3%
Puts
Pseudo strike
12.92
IV
237.9%
B/E move
1.2%

Options history

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