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Rubrik, Inc. RBRK

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-21T17:02:06.479Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:02:04.274884009Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:02:06.106534+00:00

Share price$121.50
1D+4.8%
$115$117$119$120$1225:30 AM6:30 AM9:00 AM1:00 PMRBRK
Sold putSold call

Rubrik, Inc. options

Live interpolated RBRK call and put midpoint premiums by absolute delta.Rubrik, Inc.$0.41$2.94$5.47$8.00$10.53$108.52$114.28$120.04$125.80$131.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBRK spot · $121.50RBRK PRICE$0.68$0.91$1.15$1.46$1.75$2.08$2.46$2.89$3.36$3.99$4.52$4.91$5.37$0.78$1.00$1.22$1.54$1.92$2.19$2.55$2.98$3.46$3.95$4.57$7.76$9.80
PutsExpensive1.84×
CallsCheap0.83×
SkewBearish+4.90 pp
Implied moveBalanced±$5.01
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.0669.4%5.1%116.0575.6%5.1%
25Δ125.9769.3%4.4%117.3672.4%4.2%
30Δ124.9969.1%3.8%118.4569.2%3.5%
35Δ124.1770.7%3.4%119.2870.2%3.1%
40Δ123.3170.2%2.9%120.0572.5%2.8%
45Δ122.4970.1%2.5%120.9069.6%2.3%
50Δ121.6970.7%2.2%121.6868.6%1.9%
55Δ120.8971.4%1.9%122.4768.7%1.7%
60Δ120.0771.9%1.6%123.2768.8%1.4%
65Δ119.1574.2%1.4%124.0768.1%1.1%
70Δ118.3073.1%1.1%124.9568.3%0.9%
75Δ117.5968.9%0.8%128.0198.7%1.0%
80Δ116.8265.0%0.6%130.30106.7%0.8%

20Δ

Calls
Pseudo strike
127.06
IV
69.4%
B/E move
5.1%
Puts
Pseudo strike
116.05
IV
75.6%
B/E move
5.1%

25Δ

Calls
Pseudo strike
125.97
IV
69.3%
B/E move
4.4%
Puts
Pseudo strike
117.36
IV
72.4%
B/E move
4.2%

30Δ

Calls
Pseudo strike
124.99
IV
69.1%
B/E move
3.8%
Puts
Pseudo strike
118.45
IV
69.2%
B/E move
3.5%

35Δ

Calls
Pseudo strike
124.17
IV
70.7%
B/E move
3.4%
Puts
Pseudo strike
119.28
IV
70.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
123.31
IV
70.2%
B/E move
2.9%
Puts
Pseudo strike
120.05
IV
72.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
122.49
IV
70.1%
B/E move
2.5%
Puts
Pseudo strike
120.90
IV
69.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
121.69
IV
70.7%
B/E move
2.2%
Puts
Pseudo strike
121.68
IV
68.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
120.89
IV
71.4%
B/E move
1.9%
Puts
Pseudo strike
122.47
IV
68.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
120.07
IV
71.9%
B/E move
1.6%
Puts
Pseudo strike
123.27
IV
68.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
119.15
IV
74.2%
B/E move
1.4%
Puts
Pseudo strike
124.07
IV
68.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
118.30
IV
73.1%
B/E move
1.1%
Puts
Pseudo strike
124.95
IV
68.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
117.59
IV
68.9%
B/E move
0.8%
Puts
Pseudo strike
128.01
IV
98.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
116.82
IV
65.0%
B/E move
0.6%
Puts
Pseudo strike
130.30
IV
106.7%
B/E move
0.8%

Options history

RBRK62.3462.7563.162026-10-19: 63.10%2026-10-20: 62.41%Oct 19Oct 20
Table
DateIV
63.10%
62.41%