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Roblox Corp RBLX

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
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Market dataready · fetched 2026-10-16T00:18:54.622Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:51:59.595703543Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:53.921588+00:00

Share price$50.67
1D+9.4%
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$0.78$5.65$10.51$15.38$20.25$34.87$42.91$50.95$59.00$67.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBLX spot · $50.67RBLX PRICE$1.31$1.76$2.22$2.74$3.28$3.89$4.62$5.36$6.20$7.17$8.15$9.14$10.15$1.62$2.13$2.75$3.43$4.10$4.96$5.98$7.01$8.19$9.55$10.91$14.19$18.84
PutsExpensive1.24×
CallsExpensive1.38×
SkewBullish-3.58 pp
Implied moveBearish±$10.61
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.5282.6%31.9%42.4178.6%19.5%
25Δ62.8982.9%27.6%44.3578.2%16.7%
30Δ60.4183.2%23.6%46.0577.9%14.5%
35Δ58.3183.0%20.5%47.6577.6%12.7%
40Δ56.2982.8%17.6%49.2477.3%10.9%
45Δ54.3882.9%15.0%50.8677.5%9.4%
50Δ52.6883.7%13.1%52.5178.1%8.2%
55Δ50.9784.5%11.2%54.1678.8%6.9%
60Δ49.2585.1%9.4%55.9379.0%5.8%
65Δ47.5085.6%7.9%57.8278.7%4.8%
70Δ45.7686.0%6.4%59.7078.5%3.7%
75Δ44.0784.0%5.0%63.3485.2%3.0%
80Δ42.4380.1%3.8%68.3294.2%2.4%

20Δ

Calls
Pseudo strike
65.52
IV
82.6%
B/E move
31.9%
Puts
Pseudo strike
42.41
IV
78.6%
B/E move
19.5%

25Δ

Calls
Pseudo strike
62.89
IV
82.9%
B/E move
27.6%
Puts
Pseudo strike
44.35
IV
78.2%
B/E move
16.7%

30Δ

Calls
Pseudo strike
60.41
IV
83.2%
B/E move
23.6%
Puts
Pseudo strike
46.05
IV
77.9%
B/E move
14.5%

35Δ

Calls
Pseudo strike
58.31
IV
83.0%
B/E move
20.5%
Puts
Pseudo strike
47.65
IV
77.6%
B/E move
12.7%

40Δ

Calls
Pseudo strike
56.29
IV
82.8%
B/E move
17.6%
Puts
Pseudo strike
49.24
IV
77.3%
B/E move
10.9%

45Δ

Calls
Pseudo strike
54.38
IV
82.9%
B/E move
15.0%
Puts
Pseudo strike
50.86
IV
77.5%
B/E move
9.4%

50Δ

Calls
Pseudo strike
52.68
IV
83.7%
B/E move
13.1%
Puts
Pseudo strike
52.51
IV
78.1%
B/E move
8.2%

55Δ

Calls
Pseudo strike
50.97
IV
84.5%
B/E move
11.2%
Puts
Pseudo strike
54.16
IV
78.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
49.25
IV
85.1%
B/E move
9.4%
Puts
Pseudo strike
55.93
IV
79.0%
B/E move
5.8%

65Δ

Calls
Pseudo strike
47.50
IV
85.6%
B/E move
7.9%
Puts
Pseudo strike
57.82
IV
78.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
45.76
IV
86.0%
B/E move
6.4%
Puts
Pseudo strike
59.70
IV
78.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
44.07
IV
84.0%
B/E move
5.0%
Puts
Pseudo strike
63.34
IV
85.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
42.43
IV
80.1%
B/E move
3.8%
Puts
Pseudo strike
68.32
IV
94.2%
B/E move
2.4%