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Roblox Corporation RBLX

i

Market dataready · fetched 2026-11-04T00:51:23.674Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:46:02.080869855Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:51:23.205129+00:00

Share price$44.99
1D+5.5%
AH$42.62$43.60$44.59$45.58$46.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBLX
Sold putSold callAH

Roblox Corporation options

Live interpolated RBLX call and put midpoint premiums by absolute delta.Roblox Corporation$0.27$1.22$2.18$3.13$4.08$41.18$43.28$45.38$47.48$49.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RBLX spot · $44.99RBLX PRICE$0.41$0.55$0.71$0.89$1.11$1.34$1.58$1.83$2.09$2.48$3.15$3.81$0.37$0.50$0.59$0.74$0.89$1.08$1.26$1.38$1.53$1.72$1.98$2.24$2.49
PutsCheap0.93×
Calls——
Skew——
Implied moveBullish±$2.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5394.0%8.8%42.4878.9%6.4%
25Δ47.8794.8%7.6%43.0078.5%5.5%
30Δ47.2694.8%6.6%43.5772.8%4.5%
35Δ46.7497.2%5.9%43.9574.4%4.0%
40Δ46.25100.6%5.3%44.3473.7%3.4%
45Δ45.73102.2%4.6%44.7374.4%3.0%
50Δ45.20102.3%4.0%45.1074.5%2.6%
55Δ44.67102.5%3.4%45.4570.0%2.0%
60Δ44.16101.1%2.8%45.7866.8%1.7%
65Δ43.58104.7%2.4%46.1264.8%1.3%
70Δ42.81116.7%2.2%46.5065.1%1.1%
75Δ41.99123.6%1.8%46.8663.4%0.8%
80Δ47.2260.8%0.6%

20Δ

Calls
Pseudo strike
48.53
IV
94.0%
B/E move
8.8%
Puts
Pseudo strike
42.48
IV
78.9%
B/E move
6.4%

25Δ

Calls
Pseudo strike
47.87
IV
94.8%
B/E move
7.6%
Puts
Pseudo strike
43.00
IV
78.5%
B/E move
5.5%

30Δ

Calls
Pseudo strike
47.26
IV
94.8%
B/E move
6.6%
Puts
Pseudo strike
43.57
IV
72.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
46.74
IV
97.2%
B/E move
5.9%
Puts
Pseudo strike
43.95
IV
74.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
46.25
IV
100.6%
B/E move
5.3%
Puts
Pseudo strike
44.34
IV
73.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
45.73
IV
102.2%
B/E move
4.6%
Puts
Pseudo strike
44.73
IV
74.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
45.20
IV
102.3%
B/E move
4.0%
Puts
Pseudo strike
45.10
IV
74.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
44.67
IV
102.5%
B/E move
3.4%
Puts
Pseudo strike
45.45
IV
70.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
44.16
IV
101.1%
B/E move
2.8%
Puts
Pseudo strike
45.78
IV
66.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
43.58
IV
104.7%
B/E move
2.4%
Puts
Pseudo strike
46.12
IV
64.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
42.81
IV
116.7%
B/E move
2.2%
Puts
Pseudo strike
46.50
IV
65.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
41.99
IV
123.6%
B/E move
1.8%
Puts
Pseudo strike
46.86
IV
63.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.22
IV
60.8%
B/E move
0.6%

Options history

IV · four-Friday blend68.17%
Daily close
RBLX44.5%117.9%191.3%2026-08-05: 72.12%2026-08-06: 68.72%2026-08-07: 63.89%2026-08-10: 62.66%2026-08-11: 60.93%2026-08-12: 57.76%2026-08-13: 60.89%2026-08-14: 57.29%2026-08-17: 62.30%2026-08-18: 57.95%2026-08-19: 61.11%2026-08-20: 61.33%2026-08-21: 55.10%2026-08-24: 60.14%2026-08-25: 60.20%2026-08-26: 59.89%2026-08-27: 58.33%2026-08-28: 54.61%2026-08-31: 62.54%2026-09-01: 61.11%2026-09-02: 58.42%2026-09-03: 59.20%2026-09-04: 58.30%2026-09-08: 68.83%2026-09-09: 68.62%2026-09-10: 62.55%2026-09-11: 55.69%2026-09-14: 63.17%2026-09-15: 62.16%2026-09-16: 59.96%2026-09-17: 58.27%2026-09-18: 55.53%2026-09-21: 62.17%2026-09-22: 61.26%2026-09-23: 62.40%2026-09-24: 70.19%2026-09-25: 60.49%2026-09-28: 65.05%2026-09-29: 62.82%2026-09-30: 61.46%2026-10-01: 64.67%2026-10-02: 63.70%2026-10-05: 66.59%2026-10-06: 65.99%2026-10-07: 65.47%2026-10-08: 70.66%2026-10-09: 72.87%2026-10-12: 73.88%2026-10-13: 75.45%2026-10-14: 80.03%2026-10-15: 82.43%2026-10-16: 86.56%2026-10-19: 86.26%2026-10-20: 89.25%2026-10-21: 89.28%2026-10-22: 96.62%2026-10-23: 100.60%2026-10-26: 115.20%2026-10-27: 124.95%2026-10-28: 141.10%2026-10-29: 181.17%2026-10-30: 68.17%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
72.12%
68.72%
63.89%
62.66%
60.93%
57.76%
60.89%
57.29%
62.30%
57.95%
61.11%
61.33%
55.10%
60.14%
60.20%
59.89%
58.33%
54.61%
62.54%
61.11%
58.42%
59.20%
58.30%
68.83%
68.62%
62.55%
55.69%
63.17%
62.16%
59.96%
58.27%
55.53%
62.17%
61.26%
62.40%
70.19%
60.49%
65.05%
62.82%
61.46%
64.67%
63.70%
66.59%
65.99%
65.47%
70.66%
72.87%
73.88%
75.45%
80.03%
82.43%
86.56%
86.26%
89.25%
89.28%
96.62%
100.60%
115.20%
124.95%
141.10%
181.17%
68.17%