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Roblox Corp RBLX

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
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Market dataready · fetched 2026-10-15T20:05:00.248Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:59.408948439Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:16.738845+00:00

Share price$51.13
1D+10.0%
AH$46$47$49$50$525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBLX
Sold putSold callAH

Roblox Corp options

Live interpolated RBLX call and put midpoint premiums by absolute delta.Roblox Corp$0.08$1.27$2.47$3.66$4.86$45.29$47.69$50.08$52.47$54.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $51.13OPTION PRICELive RBLX spot · $51.13RBLX PRICE$0.21$0.28$0.35$0.43$0.53$0.63$0.73$0.83$0.96$1.09$1.22$1.35$1.63$0.21$0.27$0.36$0.45$0.55$0.64$0.93$1.29$1.66$2.65$3.69$4.51$3.30
PutsExpensive1.57×
CallsCheap0.64×
SkewBearish+33.20 pp
Implied moveBearish±$1.66
TiltBearish33.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.8471.4%3.8%49.6567.6%3.3%
25Δ52.5070.1%3.2%50.0065.3%2.7%
30Δ52.1768.7%2.7%50.2366.0%2.5%
35Δ51.8868.1%2.3%50.4766.8%2.2%
40Δ51.6568.2%2.0%50.7067.6%1.9%
45Δ51.4168.3%1.8%50.9468.3%1.6%
50Δ51.1768.4%1.5%51.2679.7%1.6%
55Δ50.9468.1%1.3%51.6294.9%1.6%
60Δ50.7266.7%1.1%51.98110.1%1.6%
65Δ50.4965.3%0.9%53.00139.0%1.5%
70Δ50.2763.9%0.7%54.05168.7%1.5%
75Δ50.0462.5%0.5%54.92189.6%1.4%
80Δ49.7065.2%0.4%54.07123.1%0.7%

20Δ

Calls
Pseudo strike
52.84
IV
71.4%
B/E move
3.8%
Puts
Pseudo strike
49.65
IV
67.6%
B/E move
3.3%

25Δ

Calls
Pseudo strike
52.50
IV
70.1%
B/E move
3.2%
Puts
Pseudo strike
50.00
IV
65.3%
B/E move
2.7%

30Δ

Calls
Pseudo strike
52.17
IV
68.7%
B/E move
2.7%
Puts
Pseudo strike
50.23
IV
66.0%
B/E move
2.5%

35Δ

Calls
Pseudo strike
51.88
IV
68.1%
B/E move
2.3%
Puts
Pseudo strike
50.47
IV
66.8%
B/E move
2.2%

40Δ

Calls
Pseudo strike
51.65
IV
68.2%
B/E move
2.0%
Puts
Pseudo strike
50.70
IV
67.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
51.41
IV
68.3%
B/E move
1.8%
Puts
Pseudo strike
50.94
IV
68.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
51.17
IV
68.4%
B/E move
1.5%
Puts
Pseudo strike
51.26
IV
79.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
50.94
IV
68.1%
B/E move
1.3%
Puts
Pseudo strike
51.62
IV
94.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
50.72
IV
66.7%
B/E move
1.1%
Puts
Pseudo strike
51.98
IV
110.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
50.49
IV
65.3%
B/E move
0.9%
Puts
Pseudo strike
53.00
IV
139.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
50.27
IV
63.9%
B/E move
0.7%
Puts
Pseudo strike
54.05
IV
168.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
50.04
IV
62.5%
B/E move
0.5%
Puts
Pseudo strike
54.92
IV
189.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
49.70
IV
65.2%
B/E move
0.4%
Puts
Pseudo strike
54.07
IV
123.1%
B/E move
0.7%