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Roblox Corporation RBLX

i

Market datapartial · fetched 2026-11-06T22:59:23.716Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T22:48:44.085211516Z

FundamentalsAlpha Vantage · unavailable

Share price$49.27
1D
Price history unavailable.

Roblox Corporation options

Live interpolated RBLX call and put midpoint premiums by absolute delta.Roblox Corporation$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICERBLX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.17%
Daily close
RBLX44.5%117.9%191.3%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%