RRGB · Expected Move

Red Robin Gourmet Burgers Inc

The expected move for RRGB is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

RRGB straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current RRGB Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.55
30-Day ATM IV
89.8%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to RRGB's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
RRGB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $1.55 $1.55 89.8% 48%
20261023 $1.80 $1.80 82.1% 32%
20261022 $2.15 $2.15 96.4% 62%
20261021 $2.45 $2.45 100.7% 71%
20261020 $2.12 $2.12 — —
20261019 $2.10 $2.10 88.6% 46%
20261016 $2.10 $3.50 91.2% 51%
20261015 $2.23 $1.15 91.0% 51%
20261014 $2.12 $1.12 92.8% 55%
20261013 $2.23 $1.23 91.9% 53%
20261012 $2.10 $1.05 — —
20261009 $2.15 $1.02 93.1% 55%
20261008 $2.05 $0.88 91.1% 51%
20261007 $2.12 $2.33 90.8% 50%
20261006 $2.03 $1.07 83.3% 35%
20261005 $2.03 $0.95 83.3% 37%
20261002 $1.00 $1.00 86.7% 44%
20261001 $0.72 $0.72 89.1% 42%
20260930 $0.80 $0.80 84.6% 34%
20260929 $0.82 $0.82 81.0% 28%
20260928 $1.00 $1.00 84.5% 34%
20260925 $1.15 $1.15 79.1% 24%
20260924 $1.15 $1.15 80.0% 26%
20260923 $1.05 $1.05 72.2% 12%
20260922 $1.25 $1.25 84.9% 14%
20260921 $1.15 $1.15 75.9% 7%
20260918 $1.35 $0.40 80.8% 11%
20260917 $1.25 $0.35 73.9% 6%
20260916 $1.30 $0.57 75.8% 7%
20260915 $1.27 $0.72 — —
20260914 $1.98 $0.62 108.6% 30%
20260911 $1.45 $0.70 — —
20260910 $1.43 $0.78 76.3% 8%
20260909 $2.02 $1.22 84.0% 13%
20260908 $1.88 $1.05 83.4% 13%
20260904 $1.80 $1.27 78.4% 9%
20260903 $1.92 $1.15 82.9% 12%
20260902 $1.40 $1.40 80.5% 11%
20260901 $1.27 $1.27 77.7% 9%
20260831 $1.43 $1.43 — —
20260828 $1.50 $1.50 73.3% 6%
20260827 $1.52 $1.52 75.1% 7%
20260826 $1.60 $1.60 79.1% 10%
20260825 $1.45 $1.45 73.5% 6%
20260824 $1.60 $1.60 75.8% 7%
20260821 $1.58 $0.10 71.9% 5%
20260820 $1.72 $0.68 76.0% 7%
20260819 $1.40 $0.62 66.8% 1%
20260818 $1.75 $0.65 75.0% 7%
20260817 $1.85 $0.95 76.7% 8%
20260814 $1.70 $0.93 69.3% 3%
20260813 $1.85 $0.97 76.3% 8%
20260812 $2.08 $1.58 102.3% 26%
20260811 $2.05 $1.50 102.8% 26%
20260810 $2.08 $1.52 100.6% 24%
20260807 — — 100.5% 24%
20260806 $1.98 $1.60 97.0% 22%
20260805 $1.65 $1.65 99.7% 24%
20260804 $1.62 $1.62 100.4% 24%
20260803 $1.60 $1.60 106.1% 28%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.