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Red Robin Gourmet Burgers, Inc. Common Stock RRGB

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Market datapartial · fetched 2026-10-23T04:29:59.704Z

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 · 2026-10-22T20:00:00.626119436Z

FundamentalsAlpha Vantage · unavailable

Share price$8.71
1D+0.3%
AH$8.60$8.68$8.76$8.85$8.935:30 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$0.35$1.22$2.08$2.95$3.81$5.11$6.82$8.53$10.24$11.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRGB spot · $8.71RRGB PRICE$0.50$0.45$0.46$0.60$0.75$0.89$1.03$1.18$1.32$1.46$1.60$2.58$0.51$0.52$0.67$0.85$1.04$1.22$1.41$1.59$1.78$2.14$2.62$3.09$3.56
PutsExpensive1.75×
CallsExpensive1.33×
SkewBearish+14.95 pp
Implied moveBearish±$2.30
TiltBearish24.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.02217.7%36.7%
25Δ13.76173.0%63.8%7.22133.7%23.1%
30Δ11.20118.5%33.7%7.77113.5%18.5%
35Δ9.8887.3%18.7%8.12112.6%16.6%
40Δ9.5988.7%17.0%8.47111.8%14.7%
45Δ9.2990.0%15.3%8.82110.9%12.8%
50Δ9.0091.3%13.6%9.17110.0%10.9%
55Δ8.7192.7%11.8%9.52109.1%9.0%
60Δ8.4294.0%10.1%9.87108.3%7.1%
65Δ8.1395.3%8.4%10.35108.5%5.8%
70Δ7.8396.7%6.7%10.91109.4%4.8%
75Δ7.5498.0%5.0%11.48110.4%3.7%
80Δ6.49141.6%4.1%12.04111.3%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.02
IV
217.7%
B/E move
36.7%

25Δ

Calls
Pseudo strike
13.76
IV
173.0%
B/E move
63.8%
Puts
Pseudo strike
7.22
IV
133.7%
B/E move
23.1%

30Δ

Calls
Pseudo strike
11.20
IV
118.5%
B/E move
33.7%
Puts
Pseudo strike
7.77
IV
113.5%
B/E move
18.5%

35Δ

Calls
Pseudo strike
9.88
IV
87.3%
B/E move
18.7%
Puts
Pseudo strike
8.12
IV
112.6%
B/E move
16.6%

40Δ

Calls
Pseudo strike
9.59
IV
88.7%
B/E move
17.0%
Puts
Pseudo strike
8.47
IV
111.8%
B/E move
14.7%

45Δ

Calls
Pseudo strike
9.29
IV
90.0%
B/E move
15.3%
Puts
Pseudo strike
8.82
IV
110.9%
B/E move
12.8%

50Δ

Calls
Pseudo strike
9.00
IV
91.3%
B/E move
13.6%
Puts
Pseudo strike
9.17
IV
110.0%
B/E move
10.9%

55Δ

Calls
Pseudo strike
8.71
IV
92.7%
B/E move
11.8%
Puts
Pseudo strike
9.52
IV
109.1%
B/E move
9.0%

60Δ

Calls
Pseudo strike
8.42
IV
94.0%
B/E move
10.1%
Puts
Pseudo strike
9.87
IV
108.3%
B/E move
7.1%

65Δ

Calls
Pseudo strike
8.13
IV
95.3%
B/E move
8.4%
Puts
Pseudo strike
10.35
IV
108.5%
B/E move
5.8%

70Δ

Calls
Pseudo strike
7.83
IV
96.7%
B/E move
6.7%
Puts
Pseudo strike
10.91
IV
109.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
7.54
IV
98.0%
B/E move
5.0%
Puts
Pseudo strike
11.48
IV
110.4%
B/E move
3.7%

80Δ

Calls
Pseudo strike
6.49
IV
141.6%
B/E move
4.1%
Puts
Pseudo strike
12.04
IV
111.3%
B/E move
2.7%

Options history

No recorded observations