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Sprouts Farmers Market, Inc. Common Stock SFM

i

Market dataready · fetched 2026-11-04T02:33:40.555Z

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

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 · 2026-11-04T00:59:42.374517161Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-04T02:33:39.953588+00:00

Share price$52.20
1D-3.9%
AH$52.24$52.88$53.52$54.16$54.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFM
Sold putSold callAH

Sprouts Farmers Market, Inc. Common Stock options

Live interpolated SFM call and put midpoint premiums by absolute delta.Sprouts Farmers Market, Inc. Common Stock$0.34$2.06$3.79$5.51$7.24$35.46$44.80$54.14$63.48$72.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SFM spot · $52.20SFM PRICE$0.70$0.93$1.16$1.39$1.69$2.01$2.33$2.65$2.97$3.29$3.99$5.36$6.74$0.53$0.66$0.89$1.18$1.48$1.78$2.08$2.38$2.68$2.97$3.27
Puts——
CallsCheap0.82×
Skew——
Implied moveBullish±$4.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.2452.2%12.9%48.2640.3%8.5%
25Δ57.2153.2%11.4%49.4537.9%6.5%
30Δ56.1954.2%9.9%50.3036.9%5.3%
35Δ55.1755.2%8.4%50.8636.9%4.8%
40Δ54.3654.6%7.4%51.4237.0%4.3%
45Δ53.5953.7%6.5%51.9737.0%3.8%
50Δ52.8152.8%5.7%52.5337.1%3.3%
55Δ52.0451.8%4.8%53.0937.1%2.8%
60Δ51.2750.9%3.9%53.6537.2%2.3%
65Δ50.5049.9%3.1%54.2037.2%1.9%
70Δ49.4652.0%2.4%54.7637.3%1.4%
75Δ47.9359.6%2.1%
80Δ46.4067.2%1.8%

20Δ

Calls
Pseudo strike
58.24
IV
52.2%
B/E move
12.9%
Puts
Pseudo strike
48.26
IV
40.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
57.21
IV
53.2%
B/E move
11.4%
Puts
Pseudo strike
49.45
IV
37.9%
B/E move
6.5%

30Δ

Calls
Pseudo strike
56.19
IV
54.2%
B/E move
9.9%
Puts
Pseudo strike
50.30
IV
36.9%
B/E move
5.3%

35Δ

Calls
Pseudo strike
55.17
IV
55.2%
B/E move
8.4%
Puts
Pseudo strike
50.86
IV
36.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
54.36
IV
54.6%
B/E move
7.4%
Puts
Pseudo strike
51.42
IV
37.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
53.59
IV
53.7%
B/E move
6.5%
Puts
Pseudo strike
51.97
IV
37.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
52.81
IV
52.8%
B/E move
5.7%
Puts
Pseudo strike
52.53
IV
37.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
52.04
IV
51.8%
B/E move
4.8%
Puts
Pseudo strike
53.09
IV
37.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
51.27
IV
50.9%
B/E move
3.9%
Puts
Pseudo strike
53.65
IV
37.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
50.50
IV
49.9%
B/E move
3.1%
Puts
Pseudo strike
54.20
IV
37.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
49.46
IV
52.0%
B/E move
2.4%
Puts
Pseudo strike
54.76
IV
37.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
47.93
IV
59.6%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.40
IV
67.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.86%
Daily close
SFM41.1%52.7%64.3%2026-08-05: 47.48%2026-08-06: 45.85%2026-08-07: 44.67%2026-08-10: 44.59%2026-08-12: 44.02%2026-08-21: 42.91%2026-08-24: 43.72%2026-08-25: 43.64%2026-08-26: 44.12%2026-08-27: 44.92%2026-08-28: 44.51%2026-08-31: 45.73%2026-09-01: 45.55%2026-09-02: 44.09%2026-09-03: 45.48%2026-09-04: 42.72%2026-09-08: 45.23%2026-09-09: 45.61%2026-09-14: 46.67%2026-09-17: 62.67%2026-09-18: 47.54%2026-09-21: 45.95%2026-09-22: 47.20%2026-09-23: 46.77%2026-09-24: 45.85%2026-09-25: 48.16%2026-09-28: 50.51%2026-09-29: 47.78%2026-09-30: 48.67%2026-10-01: 48.05%2026-10-02: 46.21%2026-10-05: 47.47%2026-10-06: 47.29%2026-10-07: 45.75%2026-10-08: 50.78%2026-10-09: 48.95%2026-10-12: 49.64%2026-10-16: 49.26%2026-10-19: 48.61%2026-10-20: 49.19%2026-10-21: 50.78%2026-10-22: 50.71%2026-10-23: 52.33%2026-10-26: 54.66%2026-10-27: 51.72%2026-10-28: 53.31%2026-10-29: 46.91%2026-10-30: 45.86%Aug 5Sep 23Oct 30
48 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
47.48%
45.85%
44.67%
44.59%
44.02%
42.91%
43.72%
43.64%
44.12%
44.92%
44.51%
45.73%
45.55%
44.09%
45.48%
42.72%
45.23%
45.61%
46.67%
62.67%
47.54%
45.95%
47.20%
46.77%
45.85%
48.16%
50.51%
47.78%
48.67%
48.05%
46.21%
47.47%
47.29%
45.75%
50.78%
48.95%
49.64%
49.26%
48.61%
49.19%
50.78%
50.71%
52.33%
54.66%
51.72%
53.31%
46.91%
45.86%