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Red Robin Gourmet Burgers, Inc. Common Stock RRGB

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-12T03:28:01.461Z

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 · 2026-11-11T22:22:44.872158873Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:28:01.121501+00:00

Share price$8.66
1D+6.2%
AH$8.35$8.54$8.74$8.94$9.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRRGB
Sold putSold callAH

Red Robin Gourmet Burgers, Inc. Common Stock options

Live interpolated RRGB call and put midpoint premiums by absolute delta.Red Robin Gourmet Burgers, Inc. Common Stock$0.16$0.79$1.42$2.05$2.68$6.12$7.42$8.72$10.02$11.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRGB spot · $8.66RRGB PRICE$0.23$0.30$0.37$0.46$0.59$0.71$0.84$0.97$1.09$1.22$1.34$1.47$2.11$0.32$0.39$0.51$0.64$0.77$0.90$1.02$1.15$1.28$1.41$1.54$1.90$2.50
PutsExpensive1.44×
CallsExpensive1.61×
SkewBullish-8.88 pp
Implied moveBearish±$1.86
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.40164.1%34.4%6.82204.1%25.0%
25Δ10.84161.4%28.6%7.52167.4%17.6%
30Δ10.28158.7%22.9%7.78163.4%16.1%
35Δ9.86157.3%19.2%8.04159.5%14.5%
40Δ9.57157.0%17.3%8.30155.5%13.0%
45Δ9.29156.7%15.5%8.56151.6%11.5%
50Δ9.00156.5%13.6%8.83147.6%9.9%
55Δ8.72156.2%11.8%9.09143.7%8.4%
60Δ8.43156.0%9.9%9.35139.7%6.9%
65Δ8.14155.7%8.1%9.61135.8%5.3%
70Δ7.86155.5%6.3%9.87131.8%3.8%
75Δ7.57155.2%4.4%10.32133.4%2.7%
80Δ6.87199.3%3.6%10.98140.6%2.1%

20Δ

Calls
Pseudo strike
11.40
IV
164.1%
B/E move
34.4%
Puts
Pseudo strike
6.82
IV
204.1%
B/E move
25.0%

25Δ

Calls
Pseudo strike
10.84
IV
161.4%
B/E move
28.6%
Puts
Pseudo strike
7.52
IV
167.4%
B/E move
17.6%

30Δ

Calls
Pseudo strike
10.28
IV
158.7%
B/E move
22.9%
Puts
Pseudo strike
7.78
IV
163.4%
B/E move
16.1%

35Δ

Calls
Pseudo strike
9.86
IV
157.3%
B/E move
19.2%
Puts
Pseudo strike
8.04
IV
159.5%
B/E move
14.5%

40Δ

Calls
Pseudo strike
9.57
IV
157.0%
B/E move
17.3%
Puts
Pseudo strike
8.30
IV
155.5%
B/E move
13.0%

45Δ

Calls
Pseudo strike
9.29
IV
156.7%
B/E move
15.5%
Puts
Pseudo strike
8.56
IV
151.6%
B/E move
11.5%

50Δ

Calls
Pseudo strike
9.00
IV
156.5%
B/E move
13.6%
Puts
Pseudo strike
8.83
IV
147.6%
B/E move
9.9%

55Δ

Calls
Pseudo strike
8.72
IV
156.2%
B/E move
11.8%
Puts
Pseudo strike
9.09
IV
143.7%
B/E move
8.4%

60Δ

Calls
Pseudo strike
8.43
IV
156.0%
B/E move
9.9%
Puts
Pseudo strike
9.35
IV
139.7%
B/E move
6.9%

65Δ

Calls
Pseudo strike
8.14
IV
155.7%
B/E move
8.1%
Puts
Pseudo strike
9.61
IV
135.8%
B/E move
5.3%

70Δ

Calls
Pseudo strike
7.86
IV
155.5%
B/E move
6.3%
Puts
Pseudo strike
9.87
IV
131.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
7.57
IV
155.2%
B/E move
4.4%
Puts
Pseudo strike
10.32
IV
133.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
6.87
IV
199.3%
B/E move
3.6%
Puts
Pseudo strike
10.98
IV
140.6%
B/E move
2.1%

Options history

IV · four-Friday blend85.70%
Daily EOD
RRGB78.0%86.7%95.5%2026-10-19: 83.22%2026-10-20: 84.81%2026-10-21: 86.13%2026-10-22: 81.26%2026-10-23: 79.16%2026-10-26: 85.87%2026-10-27: 94.27%2026-10-29: 85.39%2026-10-30: 85.70%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
83.22%
84.81%
86.13%
81.26%
79.16%
85.87%
94.27%
85.39%
85.70%