IntraAlpha
Create free account Start free

Red Rock Resorts, Inc. Class A Common Stock RRR

i

Market datapartial · fetched 2026-10-22T22:08:21.094Z

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 · 2026-10-22T20:15:24.789092475Z

FundamentalsAlpha Vantage · unavailable

Share price$50.00
1D+1.4%
AH$48.28$48.89$49.50$50.10$50.715:30 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$0.38$2.21$4.04$5.86$7.69$42.54$46.40$50.27$54.13$58.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRR spot · $50.00RRR PRICE$0.58$0.85$1.16$1.47$1.77$2.08$2.39$2.83$3.58$4.34$5.09$5.85$7.16$0.89$1.14$1.41$1.67$1.93$2.19$2.57$3.00$3.44$3.87$4.30$4.74$5.17
PutsExpensive1.10×
CallsExpensive1.22×
SkewBullish-3.77 pp
Implied moveBearish±$4.95
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.7840.0%12.7%44.6552.9%12.5%
25Δ54.3738.8%10.4%45.8150.4%10.7%
30Δ53.6039.9%9.5%46.7848.4%9.2%
35Δ52.8440.9%8.6%47.7546.5%7.8%
40Δ52.0742.0%7.7%48.7244.5%6.4%
45Δ51.3043.1%6.8%49.6942.5%5.0%
50Δ50.5444.2%5.8%50.4941.2%4.2%
55Δ49.6945.7%5.0%51.2040.2%3.6%
60Δ48.6548.1%4.5%51.9239.1%3.0%
65Δ47.6250.4%3.9%52.6438.1%2.5%
70Δ46.5952.8%3.4%53.3537.0%1.9%
75Δ45.5555.2%2.8%54.0736.0%1.3%
80Δ43.9759.5%2.3%54.7834.9%0.8%

20Δ

Calls
Pseudo strike
55.78
IV
40.0%
B/E move
12.7%
Puts
Pseudo strike
44.65
IV
52.9%
B/E move
12.5%

25Δ

Calls
Pseudo strike
54.37
IV
38.8%
B/E move
10.4%
Puts
Pseudo strike
45.81
IV
50.4%
B/E move
10.7%

30Δ

Calls
Pseudo strike
53.60
IV
39.9%
B/E move
9.5%
Puts
Pseudo strike
46.78
IV
48.4%
B/E move
9.2%

35Δ

Calls
Pseudo strike
52.84
IV
40.9%
B/E move
8.6%
Puts
Pseudo strike
47.75
IV
46.5%
B/E move
7.8%

40Δ

Calls
Pseudo strike
52.07
IV
42.0%
B/E move
7.7%
Puts
Pseudo strike
48.72
IV
44.5%
B/E move
6.4%

45Δ

Calls
Pseudo strike
51.30
IV
43.1%
B/E move
6.8%
Puts
Pseudo strike
49.69
IV
42.5%
B/E move
5.0%

50Δ

Calls
Pseudo strike
50.54
IV
44.2%
B/E move
5.8%
Puts
Pseudo strike
50.49
IV
41.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
49.69
IV
45.7%
B/E move
5.0%
Puts
Pseudo strike
51.20
IV
40.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
48.65
IV
48.1%
B/E move
4.5%
Puts
Pseudo strike
51.92
IV
39.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
47.62
IV
50.4%
B/E move
3.9%
Puts
Pseudo strike
52.64
IV
38.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
46.59
IV
52.8%
B/E move
3.4%
Puts
Pseudo strike
53.35
IV
37.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
45.55
IV
55.2%
B/E move
2.8%
Puts
Pseudo strike
54.07
IV
36.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
43.97
IV
59.5%
B/E move
2.3%
Puts
Pseudo strike
54.78
IV
34.9%
B/E move
0.8%

Options history

No recorded observations