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Texas Roadhouse Inc TXRH

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-21T16:59:58.001Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:36.535410834Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:57.610680+00:00

Share price$166.93
1D-0.7%
$166.42$166.87$167.32$167.77$168.225:30 AM6:30 AM9:00 AM1:00 PMTXRH
Sold putSold call

Texas Roadhouse Inc options

Live interpolated TXRH call and put midpoint premiums by absolute delta.Texas Roadhouse Inc$0.36$2.05$3.74$5.43$7.12$160.64$164.00$167.36$170.71$174.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TXRH spot · $166.93TXRH PRICE$0.83$0.65$1.34$1.37$1.40$1.42$1.74$2.08$2.42$2.76$3.65$5.09$6.64$0.55$0.70$0.84$1.05$1.28$1.51$1.74$1.98$2.39$2.79$3.20$3.61$4.16
PutsCheap0.89×
CallsExpensive1.63×
SkewBullish-11.05 pp
Implied moveBalanced±$3.47
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.5876.9%6.9%162.9239.1%2.7%
25Δ170.1236.2%2.3%163.8037.3%2.3%
30Δ171.6061.8%3.6%164.6835.4%1.9%
35Δ170.2752.8%2.8%165.3534.6%1.6%
40Δ168.9443.8%2.0%165.8934.4%1.4%
45Δ167.6134.8%1.3%166.4434.2%1.2%
50Δ166.9834.5%1.1%166.9934.0%1.0%
55Δ166.4135.0%0.9%167.5433.8%0.8%
60Δ165.8535.5%0.8%168.1434.0%0.7%
65Δ165.2836.0%0.7%168.7434.2%0.6%
70Δ164.2741.1%0.6%169.3434.4%0.5%
75Δ162.8250.9%0.6%169.9334.6%0.4%
80Δ161.1357.5%0.5%170.6433.3%0.3%

20Δ

Calls
Pseudo strike
177.58
IV
76.9%
B/E move
6.9%
Puts
Pseudo strike
162.92
IV
39.1%
B/E move
2.7%

25Δ

Calls
Pseudo strike
170.12
IV
36.2%
B/E move
2.3%
Puts
Pseudo strike
163.80
IV
37.3%
B/E move
2.3%

30Δ

Calls
Pseudo strike
171.60
IV
61.8%
B/E move
3.6%
Puts
Pseudo strike
164.68
IV
35.4%
B/E move
1.9%

35Δ

Calls
Pseudo strike
170.27
IV
52.8%
B/E move
2.8%
Puts
Pseudo strike
165.35
IV
34.6%
B/E move
1.6%

40Δ

Calls
Pseudo strike
168.94
IV
43.8%
B/E move
2.0%
Puts
Pseudo strike
165.89
IV
34.4%
B/E move
1.4%

45Δ

Calls
Pseudo strike
167.61
IV
34.8%
B/E move
1.3%
Puts
Pseudo strike
166.44
IV
34.2%
B/E move
1.2%

50Δ

Calls
Pseudo strike
166.98
IV
34.5%
B/E move
1.1%
Puts
Pseudo strike
166.99
IV
34.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
166.41
IV
35.0%
B/E move
0.9%
Puts
Pseudo strike
167.54
IV
33.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
165.85
IV
35.5%
B/E move
0.8%
Puts
Pseudo strike
168.14
IV
34.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
165.28
IV
36.0%
B/E move
0.7%
Puts
Pseudo strike
168.74
IV
34.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
164.27
IV
41.1%
B/E move
0.6%
Puts
Pseudo strike
169.34
IV
34.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
162.82
IV
50.9%
B/E move
0.6%
Puts
Pseudo strike
169.93
IV
34.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
161.13
IV
57.5%
B/E move
0.5%
Puts
Pseudo strike
170.64
IV
33.3%
B/E move
0.3%

Options history

No recorded observations