RRR · Expected Move
Red Rock Resorts, Inc. Class A Common Stock
The expected move for RRR 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).
RRR straddle price & implied vol
60 sessionsBars: 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 RRR Expected Move
30-Day Straddle
$4.60
7-Day Straddle
$2.55
30-Day ATM IV
36.6%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to RRR'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.
RRR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $4.60 | $2.55 | 36.6% | 44% |
| 20261109 | $4.62 | $2.67 | 36.2% | 42% |
| 20261106 | $4.97 | $3.15 | 36.8% | 45% |
| 20261105 | $5.00 | $3.45 | 38.3% | 53% |
| 20261104 | $3.15 | $3.15 | 37.3% | 48% |
| 20261103 | $4.53 | $4.53 | 43.3% | 81% |
| 20261102 | $5.25 | $5.25 | 44.6% | 88% |
| 20261030 | $4.30 | $4.30 | 43.2% | 80% |
| 20261029 | $4.72 | $4.72 | 45.6% | 93% |
| 20261028 | $4.60 | $4.60 | 44.4% | 87% |
| 20261027 | $4.30 | $4.30 | 42.4% | 76% |
| 20261026 | $4.85 | $4.85 | 44.8% | 89% |
| 20261023 | $4.93 | $4.93 | 44.4% | 87% |
| 20261022 | $4.88 | $4.88 | 42.6% | 77% |
| 20261021 | $5.15 | $5.15 | 45.7% | 94% |
| 20261020 | $5.20 | $5.20 | 44.5% | 87% |
| 20261019 | $5.12 | $5.12 | 43.8% | 83% |
| 20261016 | $5.40 | $1.27 | 44.1% | 85% |
| 20261015 | $5.12 | $1.85 | 40.2% | 63% |
| 20261014 | $5.08 | $1.32 | 40.4% | 65% |
| 20261013 | $5.18 | $2.38 | 39.2% | 58% |
| 20261012 | $5.38 | $2.05 | 41.1% | 69% |
| 20261009 | $5.58 | $2.05 | 41.8% | 72% |
| 20261008 | $5.70 | $2.33 | 40.7% | 66% |
| 20261007 | $5.92 | $3.07 | 41.8% | 72% |
| 20261006 | $6.47 | $3.30 | 40.8% | 67% |
| 20261005 | $6.28 | $3.42 | 41.4% | 70% |
| 20261002 | $3.12 | $3.12 | 40.3% | 64% |
| 20261001 | $3.38 | $3.38 | 42.0% | 73% |
| 20260930 | $3.40 | $3.40 | 40.9% | 67% |
| 20260929 | $3.38 | $3.38 | 40.5% | 65% |
| 20260928 | $3.97 | $3.97 | 41.0% | 68% |
| 20260925 | $3.97 | $3.97 | 36.8% | 45% |
| 20260924 | $4.08 | $4.08 | 37.2% | 47% |
| 20260923 | $4.35 | $4.35 | 37.7% | 50% |
| 20260922 | $3.70 | $3.70 | 37.5% | 49% |
| 20260921 | $4.08 | $4.08 | 36.8% | 45% |
| 20260918 | $4.58 | $1.75 | 36.5% | 43% |
| 20260917 | $4.05 | $2.55 | 34.7% | 33% |
| 20260916 | $4.38 | $2.18 | 35.8% | 39% |
| 20260915 | $4.43 | $2.00 | 35.7% | 39% |
| 20260914 | $4.38 | $1.65 | 32.4% | 21% |
| 20260911 | $4.58 | $2.52 | 32.7% | 22% |
| 20260910 | $4.88 | $2.25 | 35.0% | 35% |
| 20260909 | $4.88 | $2.48 | 34.6% | 33% |
| 20260908 | $5.35 | $2.92 | 33.6% | 27% |
| 20260904 | $5.15 | $3.62 | 33.7% | 28% |
| 20260903 | $5.20 | $3.92 | 32.8% | 23% |
| 20260902 | $3.95 | $3.95 | 32.2% | 20% |
| 20260901 | $2.92 | $2.92 | 30.2% | 9% |
| 20260831 | $3.28 | $3.28 | 31.8% | 18% |
| 20260828 | $3.95 | $3.95 | 31.3% | 15% |
| 20260827 | $3.02 | $3.02 | 28.9% | 2% |
| 20260826 | $3.53 | $3.53 | 29.9% | 7% |
| 20260825 | $3.95 | $3.95 | 31.2% | 14% |
| 20260824 | $3.75 | $3.75 | 28.6% | 0% |
| 20260821 | $4.03 | $1.27 | 29.9% | 0% |
| 20260820 | $4.60 | $1.75 | 32.5% | 12% |
| 20260819 | $4.70 | $2.40 | 32.2% | 10% |
| 20260818 | $4.83 | $2.50 | 32.0% | 9% |
More on RRR
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.