ThetaOwl

SFM

Sprouts Farmers Market, Inc.Consumer Defensive
$77.54
Neutral
Mkt Cap: $7.55B|Float: 93.8M|SI: 11.7%|DTC: 3.4
Data as of market close Apr 2, 2026
IV Rank
86
IV Pctl
78%
HV 20d
4246.0%
52W Range
$65-$182
ATR(14)
$2.91
Exp. Move
±6.8%
P/C Ratio
0.59
Earnings
Apr 29
GEX Positive
DEX Long
Net Put Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call

SFM Key Options Data

IV Rank
86.1%
Total GEX
$0.00B
Total DEX
$1.0M
Max Pain
$75.00
Expected Move
±6.8%
Put/Call OI
0.59
Net Premium
$-1.4M
Spot Price
$77.54

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$5.25±6.8%$72.29$82.79
2026-05-1543±$11.95±15.4%$65.59$89.49
2026-06-1877±$14.25±18.4%$63.29$91.79
2026-09-18169±$20.75±26.8%$56.79$98.29
2027-01-15288±$26.55±34.2%$50.99$104.09

Explore SFM options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.