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Red Rock Resorts, Inc. Class A Common Stock RRR

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-11-12T02:41:57.298Z

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 · 2026-11-11T21:00:01.015371354Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:41:56.909972+00:00

Share price$50.18
1D+0.4%
AH$49.73$49.91$50.08$50.25$50.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRRR
Sold putSold callAH

Red Rock Resorts, Inc. Class A Common Stock options

Live interpolated RRR call and put midpoint premiums by absolute delta.Red Rock Resorts, Inc. Class A Common Stock$0.28$1.22$2.16$3.11$4.05$44.11$46.95$49.79$52.63$55.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RRR spot · $50.18RRR PRICE$0.38$0.49$0.61$0.72$0.83$0.94$1.05$0.43$0.55$0.66$0.78$0.89$1.01$1.37$1.77$2.17$2.57$2.97$3.37$3.78
PutsCheap0.61×
Calls——
Skew——
Implied moveBearish±$2.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.9342.9%8.2%46.6046.4%8.0%
25Δ53.3641.4%7.3%47.2644.4%6.9%
30Δ52.7940.0%6.4%47.9242.4%5.8%
35Δ52.2238.5%5.5%48.5940.4%4.7%
40Δ51.6637.1%4.6%49.2538.5%3.6%
45Δ51.0935.7%3.7%49.9136.5%2.5%
50Δ50.5234.2%2.8%50.4536.3%2.2%
55Δ50.9836.5%1.9%
60Δ51.5036.6%1.7%
65Δ52.0236.8%1.5%
70Δ52.5536.9%1.2%
75Δ53.0737.1%1.0%
80Δ53.6037.2%0.7%

20Δ

Calls
Pseudo strike
53.93
IV
42.9%
B/E move
8.2%
Puts
Pseudo strike
46.60
IV
46.4%
B/E move
8.0%

25Δ

Calls
Pseudo strike
53.36
IV
41.4%
B/E move
7.3%
Puts
Pseudo strike
47.26
IV
44.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
52.79
IV
40.0%
B/E move
6.4%
Puts
Pseudo strike
47.92
IV
42.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
52.22
IV
38.5%
B/E move
5.5%
Puts
Pseudo strike
48.59
IV
40.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
51.66
IV
37.1%
B/E move
4.6%
Puts
Pseudo strike
49.25
IV
38.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
51.09
IV
35.7%
B/E move
3.7%
Puts
Pseudo strike
49.91
IV
36.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
50.52
IV
34.2%
B/E move
2.8%
Puts
Pseudo strike
50.45
IV
36.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.98
IV
36.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.50
IV
36.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.02
IV
36.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.55
IV
36.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.07
IV
37.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.60
IV
37.2%
B/E move
0.7%

Options history

IV · four-Friday blend39.88%
Daily EOD
RRR39.0%40.4%41.8%2026-10-19: 39.24%2026-10-20: 39.21%2026-10-21: 39.83%2026-10-22: 39.33%2026-10-23: 40.27%2026-10-26: 40.81%2026-10-27: 39.86%2026-10-28: 41.35%2026-10-29: 41.58%2026-10-30: 39.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.24%
39.21%
39.83%
39.33%
40.27%
40.81%
39.86%
41.35%
41.58%
39.88%