IntraAlpha
Create free account Start free

Texas Roadhouse, Inc. Common Stock TXRH

i

Market dataready · fetched 2026-11-10T22:21:09.957Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:00:02.573074544Z

FundamentalsSEC EDGAR · ready · as of 2026-09-29 · fetched 2026-11-10T22:21:09.410757+00:00

Share price$188.16
1D-1.4%
AH$187.41$188.32$189.24$190.15$191.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTXRH
Sold putSold callAH

Texas Roadhouse, Inc. Common Stock options

Live interpolated TXRH call and put midpoint premiums by absolute delta.Texas Roadhouse, Inc. Common Stock$0.55$2.46$4.37$6.28$8.19$179.81$183.88$187.96$192.03$196.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TXRH spot · $188.16TXRH PRICE$0.76$0.98$1.20$1.41$1.68$2.09$2.50$2.91$3.45$3.99$4.55$5.43$6.30$0.76$1.00$1.24$1.72$2.20$2.68$2.92$3.14$3.36$4.13$5.04$6.23$7.64
PutsExpensive1.18×
CallsExpensive1.53×
SkewBearish+2.41 pp
Implied moveBearish±$5.42
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ194.3240.6%3.7%182.7839.0%3.3%
25Δ192.9539.1%3.1%183.9038.3%2.8%
30Δ191.8037.5%2.6%185.0237.7%2.3%
35Δ190.7835.8%2.1%185.8240.1%2.2%
40Δ189.8134.7%1.8%186.6342.6%2.0%
45Δ189.0535.7%1.6%187.4345.0%1.8%
50Δ188.2936.6%1.4%188.2342.3%1.5%
55Δ187.5237.5%1.2%189.0439.1%1.2%
60Δ186.6737.8%1.0%189.8435.8%0.9%
65Δ185.8138.0%0.9%190.8937.2%0.7%
70Δ184.9338.2%0.7%192.0039.7%0.6%
75Δ183.8139.0%0.6%193.4141.6%0.5%
80Δ182.6939.8%0.4%195.0543.1%0.4%

20Δ

Calls
Pseudo strike
194.32
IV
40.6%
B/E move
3.7%
Puts
Pseudo strike
182.78
IV
39.0%
B/E move
3.3%

25Δ

Calls
Pseudo strike
192.95
IV
39.1%
B/E move
3.1%
Puts
Pseudo strike
183.90
IV
38.3%
B/E move
2.8%

30Δ

Calls
Pseudo strike
191.80
IV
37.5%
B/E move
2.6%
Puts
Pseudo strike
185.02
IV
37.7%
B/E move
2.3%

35Δ

Calls
Pseudo strike
190.78
IV
35.8%
B/E move
2.1%
Puts
Pseudo strike
185.82
IV
40.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
189.81
IV
34.7%
B/E move
1.8%
Puts
Pseudo strike
186.63
IV
42.6%
B/E move
2.0%

45Δ

Calls
Pseudo strike
189.05
IV
35.7%
B/E move
1.6%
Puts
Pseudo strike
187.43
IV
45.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
188.29
IV
36.6%
B/E move
1.4%
Puts
Pseudo strike
188.23
IV
42.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
187.52
IV
37.5%
B/E move
1.2%
Puts
Pseudo strike
189.04
IV
39.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
186.67
IV
37.8%
B/E move
1.0%
Puts
Pseudo strike
189.84
IV
35.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
185.81
IV
38.0%
B/E move
0.9%
Puts
Pseudo strike
190.89
IV
37.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
184.93
IV
38.2%
B/E move
0.7%
Puts
Pseudo strike
192.00
IV
39.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
183.81
IV
39.0%
B/E move
0.6%
Puts
Pseudo strike
193.41
IV
41.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
182.69
IV
39.8%
B/E move
0.4%
Puts
Pseudo strike
195.05
IV
43.1%
B/E move
0.4%

Options history

IV · four-Friday blend45.01%
Daily close
TXRH20.6%33.7%46.8%2026-08-12: 26.15%2026-08-13: 26.90%2026-08-14: 24.17%2026-08-17: 25.43%2026-08-18: 26.54%2026-08-19: 27.25%2026-08-20: 29.50%2026-08-21: 23.92%2026-08-24: 26.35%2026-08-25: 25.30%2026-08-26: 26.38%2026-08-27: 29.91%2026-08-28: 24.53%2026-08-31: 27.38%2026-09-01: 26.90%2026-09-02: 25.90%2026-09-03: 27.82%2026-09-04: 22.42%2026-09-08: 28.35%2026-09-09: 30.05%2026-09-10: 32.46%2026-09-11: 25.09%2026-09-14: 25.80%2026-09-15: 30.03%2026-09-16: 31.20%2026-09-17: 31.03%2026-09-18: 26.08%2026-09-21: 28.24%2026-09-22: 29.09%2026-09-23: 29.30%2026-09-24: 31.16%2026-09-25: 27.39%2026-09-28: 30.66%2026-09-29: 29.74%2026-09-30: 30.76%2026-10-01: 33.16%2026-10-02: 30.01%2026-10-05: 29.42%2026-10-06: 30.35%2026-10-07: 31.48%2026-10-08: 33.61%2026-10-09: 30.17%2026-10-12: 31.68%2026-10-13: 33.85%2026-10-14: 35.09%2026-10-15: 37.65%2026-10-16: 34.12%2026-10-19: 35.24%2026-10-20: 35.34%2026-10-21: 36.51%2026-10-22: 38.65%2026-10-23: 38.89%2026-10-26: 42.39%2026-10-27: 42.71%2026-10-28: 44.78%2026-10-29: 43.20%2026-10-30: 45.01%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
26.15%
26.90%
24.17%
25.43%
26.54%
27.25%
29.50%
23.92%
26.35%
25.30%
26.38%
29.91%
24.53%
27.38%
26.90%
25.90%
27.82%
22.42%
28.35%
30.05%
32.46%
25.09%
25.80%
30.03%
31.20%
31.03%
26.08%
28.24%
29.09%
29.30%
31.16%
27.39%
30.66%
29.74%
30.76%
33.16%
30.01%
29.42%
30.35%
31.48%
33.61%
30.17%
31.68%
33.85%
35.09%
37.65%
34.12%
35.24%
35.34%
36.51%
38.65%
38.89%
42.39%
42.71%
44.78%
43.20%
45.01%