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Roblox Corp RBLX

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
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Market dataready · fetched 2026-10-16T21:48:31.745Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:19:35.900228285Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:31.301774+00:00

Share price$49.50
1D-2.9%
AH$49.01$49.70$50.38$51.06$51.755:30 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$0.30$1.47$2.64$3.81$4.98$44.21$46.76$49.31$51.85$54.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBLX spot · $49.50RBLX PRICE$0.42$0.57$0.72$0.87$1.06$1.27$1.49$1.72$1.97$2.30$2.57$2.91$3.45$0.51$0.66$0.84$1.02$1.25$1.48$1.87$2.20$2.49$2.91$3.42$4.06$4.64
PutsExpensive1.20×
CallsFair0.98×
SkewBearish+6.66 pp
Implied moveBearish±$3.36
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.1657.5%8.2%46.1763.7%7.8%
25Δ52.4557.4%7.1%46.9361.9%6.5%
30Δ51.8157.1%6.1%47.5461.5%5.6%
35Δ51.2156.0%5.2%48.1460.1%4.8%
40Δ50.6856.2%4.5%48.6660.8%4.2%
45Δ50.1957.0%4.0%49.2159.8%3.6%
50Δ49.7057.0%3.4%49.7563.9%3.3%
55Δ49.2156.4%2.9%50.3064.9%2.8%
60Δ48.7256.2%2.4%50.8563.4%2.3%
65Δ48.2057.0%2.0%51.4763.7%1.9%
70Δ47.7355.4%1.6%52.1564.9%1.6%
75Δ47.2054.5%1.2%52.9466.6%1.2%
80Δ46.5356.2%1.0%53.7065.4%0.9%

20Δ

Calls
Pseudo strike
53.16
IV
57.5%
B/E move
8.2%
Puts
Pseudo strike
46.17
IV
63.7%
B/E move
7.8%

25Δ

Calls
Pseudo strike
52.45
IV
57.4%
B/E move
7.1%
Puts
Pseudo strike
46.93
IV
61.9%
B/E move
6.5%

30Δ

Calls
Pseudo strike
51.81
IV
57.1%
B/E move
6.1%
Puts
Pseudo strike
47.54
IV
61.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
51.21
IV
56.0%
B/E move
5.2%
Puts
Pseudo strike
48.14
IV
60.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
50.68
IV
56.2%
B/E move
4.5%
Puts
Pseudo strike
48.66
IV
60.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
50.19
IV
57.0%
B/E move
4.0%
Puts
Pseudo strike
49.21
IV
59.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
49.70
IV
57.0%
B/E move
3.4%
Puts
Pseudo strike
49.75
IV
63.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
49.21
IV
56.4%
B/E move
2.9%
Puts
Pseudo strike
50.30
IV
64.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
48.72
IV
56.2%
B/E move
2.4%
Puts
Pseudo strike
50.85
IV
63.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
48.20
IV
57.0%
B/E move
2.0%
Puts
Pseudo strike
51.47
IV
63.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
47.73
IV
55.4%
B/E move
1.6%
Puts
Pseudo strike
52.15
IV
64.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
47.20
IV
54.5%
B/E move
1.2%
Puts
Pseudo strike
52.94
IV
66.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
46.53
IV
56.2%
B/E move
1.0%
Puts
Pseudo strike
53.70
IV
65.4%
B/E move
0.9%