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Red Robin Gourmet Burgers, Inc. Common Stock RRGB

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Market datapartial · fetched 2026-10-22T16:41:36.080Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:41:04.010105323Z

FundamentalsAlpha Vantage · unavailable

Share price$8.87
1D+2.3%
$8.60$8.68$8.76$8.85$8.935:30 AM6:30 AM9:00 AM1:00 PMRRGB
Sold putSold call

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$0.28$1.64$3.00$4.37$5.73$5.01$6.70$8.39$10.09$11.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRGB spot · $8.87RRGB PRICE$0.50$0.46$0.42$0.56$0.69$0.82$0.95$1.08$1.21$1.34$1.47$1.60$0.51$0.53$0.73$0.94$1.14$1.34$1.54$1.74$2.10$2.63$3.17$3.70$5.34
PutsExpensive1.83×
CallsExpensive1.13×
SkewBearish+38.01 pp
Implied moveBearish±$2.36
TiltBearish39.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.27203.4%35.1%
25Δ13.85167.8%61.8%7.51118.3%21.3%
30Δ11.45118.2%34.2%7.89118.0%19.3%
35Δ9.9579.3%17.0%8.27117.7%17.3%
40Δ9.6879.3%15.4%8.65117.3%15.2%
45Δ9.4279.3%13.9%9.04117.0%13.2%
50Δ9.1579.3%12.4%9.42116.6%11.2%
55Δ8.8879.3%10.8%9.80116.3%9.2%
60Δ8.6279.3%9.3%10.30117.7%7.6%
65Δ8.3579.3%7.8%10.93121.0%6.4%
70Δ8.0879.3%6.2%11.57124.4%5.3%
75Δ7.8279.3%4.7%12.20127.8%4.1%
80Δ7.5579.3%3.2%13.92147.4%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.27
IV
203.4%
B/E move
35.1%

25Δ

Calls
Pseudo strike
13.85
IV
167.8%
B/E move
61.8%
Puts
Pseudo strike
7.51
IV
118.3%
B/E move
21.3%

30Δ

Calls
Pseudo strike
11.45
IV
118.2%
B/E move
34.2%
Puts
Pseudo strike
7.89
IV
118.0%
B/E move
19.3%

35Δ

Calls
Pseudo strike
9.95
IV
79.3%
B/E move
17.0%
Puts
Pseudo strike
8.27
IV
117.7%
B/E move
17.3%

40Δ

Calls
Pseudo strike
9.68
IV
79.3%
B/E move
15.4%
Puts
Pseudo strike
8.65
IV
117.3%
B/E move
15.2%

45Δ

Calls
Pseudo strike
9.42
IV
79.3%
B/E move
13.9%
Puts
Pseudo strike
9.04
IV
117.0%
B/E move
13.2%

50Δ

Calls
Pseudo strike
9.15
IV
79.3%
B/E move
12.4%
Puts
Pseudo strike
9.42
IV
116.6%
B/E move
11.2%

55Δ

Calls
Pseudo strike
8.88
IV
79.3%
B/E move
10.8%
Puts
Pseudo strike
9.80
IV
116.3%
B/E move
9.2%

60Δ

Calls
Pseudo strike
8.62
IV
79.3%
B/E move
9.3%
Puts
Pseudo strike
10.30
IV
117.7%
B/E move
7.6%

65Δ

Calls
Pseudo strike
8.35
IV
79.3%
B/E move
7.8%
Puts
Pseudo strike
10.93
IV
121.0%
B/E move
6.4%

70Δ

Calls
Pseudo strike
8.08
IV
79.3%
B/E move
6.2%
Puts
Pseudo strike
11.57
IV
124.4%
B/E move
5.3%

75Δ

Calls
Pseudo strike
7.82
IV
79.3%
B/E move
4.7%
Puts
Pseudo strike
12.20
IV
127.8%
B/E move
4.1%

80Δ

Calls
Pseudo strike
7.55
IV
79.3%
B/E move
3.2%
Puts
Pseudo strike
13.92
IV
147.4%
B/E move
3.3%

Options history

No recorded observations