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Sweetgreen, Inc. SG

i

Market datapartial · fetched 2026-11-05T17:20:38.896Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share priceSG
1D
Price history unavailable.

Sweetgreen, Inc. options

Live interpolated SG call and put midpoint premiums by absolute delta.Sweetgreen, Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend107.35%
Daily close
SG63.4%90.3%117.2%2026-08-07: 86.99%2026-08-10: 89.78%2026-08-11: 89.29%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 7Sep 21Oct 30
54 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
86.99%
89.78%
89.29%
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%