What move does the options market price into Red Robin Gourmet Burgers's report?

Implied ±17.7%, either direction.

RRGBNasdaqRetail-Eating Places

Red Robin Gourmet Burgers Inc (RRGB) earnings date, market-implied expected move, and options open interest by expiry

9.27

+0.21 · +2.35%

Regular session15:00 ET

Open9.50Volume391,180Mkt cap$171.3MEPS-1.70

Day9.19 – 9.5026%52-wk2.46 – 10.9580%

RRGB

Red Robin Gourmet Burgers Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±17.7%implied · straddle

7.5010.73

spot 9.11exp Nov 20ATM strike 10ATM straddle 1.90IV 97%

Oct 30 closethin chain

Expected move

Inputs

News

Next report

Last report

−0.88%

vs ±17.2% implied · ×0.05

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

—

Largest filed tie

13F top-10 QoQ

+6.54%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

68 managers

Top fund weight

0.00%

RRGB weight · VTI

N-PORTJun 30 '26

1 fund

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Red Robin Gourmet Burgers (RRGB) reports on Nov 4 after close (confirmed date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 12 '26confirmed±16.6%▲+21.32%×1.29

Nov 2 '26Nov 2 '26confirmed±17.2%thin chain▼−0.88%×0.05

quarterimplied−25%0+25%realized×

Nov '26±17.2%▼−0.88%×0.05

Q2 FY26±16.6%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.29OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

57+14%Nov 2016d194−5%

9880%Dec 1844d0.323,097+5%0.32

1240%Mar 19135d0.196670%0.19

ExpiryPutsCallsP/C

Nov 2016d57+14%194−5%0.29

Dec 1844d9880%3,097+5%0.32

Mar 19135d1240%6670%0.19

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±17.7%

Funds 1

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

0.14%as filednet margin · revenue −26.60% QoQ · −2.14% YoY

Revenue

$278M−26.60% QoQ

Gross profit

$142M−26.88% QoQ

51.17% margin

Operating income

$6M+13.80% QoQ

2.25% margin

Pre-tax income

$377,000+117.54% QoQ

Net income

$386,000+117.72% QoQ

0.14% margin

Cost of revenue

$136M−26.30% QoQ

Operating expenses

$136M−28.07% QoQ

Other operating $97M

SG&A $28M

Depreciation $10M

Other operating $1M

Other expense

$6M

Tax benefit

$9,000

Revenue$278M−26.60%

Gross profit

$142M−26.88%

51.17% margin

Operating income

$6M+13.80%

2.25% margin

Pre-tax income

$377,000+117.54%

Net income

$386,000+117.72%

0.14% margin

Cost of revenue

$136M−26.30%

Operating expenses

$136M−28.07%

Other operating $97M

SG&A $28M

Depreciation $10M

Other expense

$6M

Tax benefit$9,000

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 12 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:00 ET

Intraday

Event sensitivity

PCE ×1.93· ±6.5% vs ±3.4% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±6.5%9 of 19×1.93

PPIproducer prices±5.3%6 of 10×1.56

GDPgross domestic product±4.4%10 of 19×1.30

NFPjobs report±3.6%3 of 10×1.08

FOMCrate decision±3.1%7 of 24×0.92

CPROFcorporate profits±2.8%6 of 12×0.82

CPIconsumer prices±2.6%5 of 10×0.76

Bar = avg |move| to ±7% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS 0.02 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 12 '26 · confirmed	0.02	—
Q1 FY26	—	-0.12	—
Q3 FY25	—	-1.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod