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Texas Roadhouse Inc TXRH

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-21T17:52:02.630Z

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

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 · 2026-10-21T17:51:58.609137136Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:04.160878+00:00

Share price$166.50
1D-1.0%
$165.93$166.52$167.10$167.68$168.265:30 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$0.34$2.11$3.89$5.66$7.43$160.30$163.61$166.92$170.24$173.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TXRH spot · $166.50TXRH PRICE$0.66$1.19$1.25$1.25$1.25$1.47$1.79$2.11$2.43$2.87$3.67$4.47$6.92$0.53$0.69$0.85$1.01$1.24$1.46$1.69$1.91$2.16$2.56$2.96$3.35$3.75
PutsCheap0.86×
CallsExpensive1.69×
SkewBullish-12.40 pp
Implied moveBullish±$3.48
TiltBullish12.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ174.3859.4%5.1%162.6638.1%2.6%
25Δ172.2965.9%4.2%163.4236.9%2.3%
30Δ171.0458.7%3.5%164.1935.7%1.9%
35Δ169.5048.0%2.6%164.9534.5%1.5%
40Δ167.9637.4%1.6%165.4933.9%1.3%
45Δ167.1134.7%1.2%166.0133.4%1.2%
50Δ166.5535.2%1.1%166.5432.8%1.0%
55Δ165.9935.8%1.0%167.0632.3%0.8%
60Δ165.4336.4%0.8%167.5931.8%0.6%
65Δ164.7737.7%0.7%168.1631.6%0.5%
70Δ163.8341.0%0.6%168.7231.4%0.4%
75Δ162.8944.4%0.5%169.2931.2%0.3%
80Δ160.4660.8%0.5%169.8531.0%0.2%

20Δ

Calls
Pseudo strike
174.38
IV
59.4%
B/E move
5.1%
Puts
Pseudo strike
162.66
IV
38.1%
B/E move
2.6%

25Δ

Calls
Pseudo strike
172.29
IV
65.9%
B/E move
4.2%
Puts
Pseudo strike
163.42
IV
36.9%
B/E move
2.3%

30Δ

Calls
Pseudo strike
171.04
IV
58.7%
B/E move
3.5%
Puts
Pseudo strike
164.19
IV
35.7%
B/E move
1.9%

35Δ

Calls
Pseudo strike
169.50
IV
48.0%
B/E move
2.6%
Puts
Pseudo strike
164.95
IV
34.5%
B/E move
1.5%

40Δ

Calls
Pseudo strike
167.96
IV
37.4%
B/E move
1.6%
Puts
Pseudo strike
165.49
IV
33.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
167.11
IV
34.7%
B/E move
1.2%
Puts
Pseudo strike
166.01
IV
33.4%
B/E move
1.2%

50Δ

Calls
Pseudo strike
166.55
IV
35.2%
B/E move
1.1%
Puts
Pseudo strike
166.54
IV
32.8%
B/E move
1.0%

55Δ

Calls
Pseudo strike
165.99
IV
35.8%
B/E move
1.0%
Puts
Pseudo strike
167.06
IV
32.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
165.43
IV
36.4%
B/E move
0.8%
Puts
Pseudo strike
167.59
IV
31.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
164.77
IV
37.7%
B/E move
0.7%
Puts
Pseudo strike
168.16
IV
31.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
163.83
IV
41.0%
B/E move
0.6%
Puts
Pseudo strike
168.72
IV
31.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
162.89
IV
44.4%
B/E move
0.5%
Puts
Pseudo strike
169.29
IV
31.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
160.46
IV
60.8%
B/E move
0.5%
Puts
Pseudo strike
169.85
IV
31.0%
B/E move
0.2%

Options history

TXRH35.2135.2935.372026-10-19: 35.24%2026-10-20: 35.34%Oct 19Oct 20
Table
DateIV
35.24%
35.34%