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Red Rock Resorts Inc RRR

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-10-24T05:33:11.141Z

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 · 2026-10-23T20:00:00.364416191Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T05:33:11.456464+00:00

Share price$49.61
1D+0.2%
AH$49.06$49.30$49.55$49.80$50.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRRR
Sold putSold callAH

Red Rock Resorts Inc options

Live interpolated RRR call and put midpoint premiums by absolute delta.Red Rock Resorts Inc$0.38$2.34$4.29$6.25$8.20$41.74$45.64$49.53$53.42$57.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRR spot · $49.61RRR PRICE$0.59$0.87$1.16$1.44$1.73$2.01$2.30$2.81$3.37$3.93$4.49$5.05$5.71$0.76$1.07$1.38$1.69$2.01$2.32$2.69$3.32$3.96$4.59$5.23$5.86$7.64
PutsExpensive1.29×
CallsExpensive1.28×
SkewBearish+1.22 pp
Implied moveBearish±$4.98
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.1241.7%12.3%45.0247.2%10.8%
25Δ54.2242.1%11.1%45.8846.9%9.7%
30Δ53.4142.8%10.0%46.7346.6%8.6%
35Δ52.5943.5%8.9%47.5946.3%7.5%
40Δ51.7844.2%7.9%48.4446.0%6.4%
45Δ50.9645.0%6.8%49.3045.7%5.3%
50Δ50.1545.7%5.7%50.1645.5%4.3%
55Δ49.2846.2%5.0%51.0745.8%3.7%
60Δ48.4146.7%4.4%51.9946.0%3.2%
65Δ47.5347.3%3.7%52.9046.3%2.6%
70Δ46.6647.8%3.1%53.8246.6%2.1%
75Δ45.7948.3%2.5%54.7346.8%1.5%
80Δ44.8249.0%1.9%56.7150.6%1.1%

20Δ

Calls
Pseudo strike
55.12
IV
41.7%
B/E move
12.3%
Puts
Pseudo strike
45.02
IV
47.2%
B/E move
10.8%

25Δ

Calls
Pseudo strike
54.22
IV
42.1%
B/E move
11.1%
Puts
Pseudo strike
45.88
IV
46.9%
B/E move
9.7%

30Δ

Calls
Pseudo strike
53.41
IV
42.8%
B/E move
10.0%
Puts
Pseudo strike
46.73
IV
46.6%
B/E move
8.6%

35Δ

Calls
Pseudo strike
52.59
IV
43.5%
B/E move
8.9%
Puts
Pseudo strike
47.59
IV
46.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
51.78
IV
44.2%
B/E move
7.9%
Puts
Pseudo strike
48.44
IV
46.0%
B/E move
6.4%

45Δ

Calls
Pseudo strike
50.96
IV
45.0%
B/E move
6.8%
Puts
Pseudo strike
49.30
IV
45.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
50.15
IV
45.7%
B/E move
5.7%
Puts
Pseudo strike
50.16
IV
45.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
49.28
IV
46.2%
B/E move
5.0%
Puts
Pseudo strike
51.07
IV
45.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
48.41
IV
46.7%
B/E move
4.4%
Puts
Pseudo strike
51.99
IV
46.0%
B/E move
3.2%

65Δ

Calls
Pseudo strike
47.53
IV
47.3%
B/E move
3.7%
Puts
Pseudo strike
52.90
IV
46.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
46.66
IV
47.8%
B/E move
3.1%
Puts
Pseudo strike
53.82
IV
46.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
45.79
IV
48.3%
B/E move
2.5%
Puts
Pseudo strike
54.73
IV
46.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
44.82
IV
49.0%
B/E move
1.9%
Puts
Pseudo strike
56.71
IV
50.6%
B/E move
1.1%

Options history

No recorded observations