What move does the options market price into Red Rock Resorts's report?

Implied ±8.7%, either direction.

How often does Red Rock Resorts move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

RRRNasdaqHotels & Motels

Red Rock Resorts, Inc. (RRR) earnings date, market-implied expected move, and options open interest by expiry

51.52

Pre-market15:59 ETdelayed

Open51.24Volume1.1MMkt cap$5.4BP/E32.04Div yield2.02%

Day50.91 – 51.5891%52-wk47.42 – 67.7920%

RRR

Red Rock Resorts, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.7%implied · straddle

47.0856.00

spot 51.54exp Nov 20ATM strike 50ATM straddle 5.25IV 57%

Nov 2 close

Expected move

Inputs

Next report

Today

after close

confirmedQ3 FY26

Calendar

Next report

Last report

−5.13%

vs ±6.6% implied · ×0.78

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+11.29%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

244 managers

Top fund weight

0.10%

RRR weight · IWM

N-PORTJun 30 '26

4 funds

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

Red Rock Resorts (RRR) reports on Nov 3 after close (confirmed date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±7.7%
avg realized: ±5.2%

Nov 7 '24Nov 7 '24confirmed±7.2%▼−4.29%×0.60

Feb 11 '25Feb 11 '25confirmed±7.9%▲+1.28%×0.16

May 1 '25May 1 '25confirmed±10.1%▲+3.64%×0.36

Jul 29 '25Jul 29 '25confirmed±6.1%▲+9.09%×1.48

Q3 FY25Oct 28 '25confirmed±7.8%▼−11.73%×1.50

Feb 10 '26Feb 10 '26confirmed±6.4%▼−2.87%×0.45

Q1 FY26Apr 29 '26confirmed±9.5%▼−3.75%×0.39

Q2 FY26Aug 4 '26confirmed±6.6%▼−5.13%×0.78

quarterimplied−15%0+15%realized×

Q2 FY26±6.6%▼−5.13%×0.78

Q1 FY26±9.5%▼−3.75%×0.39

Feb '26±6.4%▼−2.87%×0.45

Q3 FY25±7.8%▼−11.73%×1.50

Jul '25±6.1%▲+9.09%×1.48

May '25±10.1%▲+3.64%×0.36

2 older reports

Feb '25±7.9%▲+1.28%×0.16

Nov '24±7.2%▼−4.29%×0.60

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

3.66OI · 3 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

8120%Nov 2017d2220%

1,0420%Jan 1573d2.99349+2%2.99

1180%Apr 16164d3.37350%3.37

ExpiryPutsCallsP/C

Nov 2017d8120%2220%3.66

Jan 1573d1,0420%349+2%2.99

Apr 16164d1180%350%3.37

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

Positioning

Linked exposure

scenario · straddle±8.7%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

15.01%as filednet margin · revenue +0.58% QoQ · −3.04% YoY

Revenue

$510M+0.58% QoQ

Gross profit

$315M−0.97% QoQ

61.83% margin

Operating income

$136M−5.35% QoQ

26.65% margin

Pre-tax income

$90M−6.02% QoQ

Net income

$77M−7.41% QoQ

15.01% margin

Cost of revenue

$195M+3.20% QoQ

Operating expenses

$180M+2.62% QoQ

SG&A $118M

Depreciation $59M

Other operating $3M

Other expense

$46M

Tax

$13M+2.73% QoQ

Revenue$510M+0.58%

Gross profit

$315M−0.97%

61.83% margin

Operating income

$136M−5.35%

26.65% margin

Pre-tax income

$90M−6.02%

Net income

$77M−7.41%

15.01% margin

Cost of revenue

$195M+3.20%

Operating expenses

$180M+2.62%

SG&A $118M

Depreciation $59M

Other operating $3M

Other expense

$46M

Tax$13M+2.73%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

FOMC ×1.47· ±2.4% vs ±1.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.4%13 of 24×1.47

NFPjobs report±1.8%6 of 10×1.13

GDPgross domestic product±1.7%6 of 19×1.09

PPIproducer prices±1.7%4 of 10×1.07

PCEpersonal income & outlays±1.5%8 of 19×0.92

CPIconsumer prices±1.2%6 of 10×0.73

CPROFcorporate profits±1.0%3 of 12×0.61

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.67 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	0.67	—
Q1 FY26	Apr 29 '26 · confirmed	0.73	—
Q3 FY25	Oct 28 '25 · confirmed	0.68	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod