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Rubrik, Inc. RBRK

i

Market dataready · fetched 2026-11-10T22:27:35.570Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.002848373Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-10T22:27:35.123917+00:00

Share price$109.34
1D-0.9%
AH$107$109$111$113$1155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBRK
Sold putSold callAH

Rubrik, Inc. options

Live interpolated RBRK call and put midpoint premiums by absolute delta.Rubrik, Inc.$0.61$3.29$5.97$8.65$11.33$100.29$105.61$110.93$116.24$121.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBRK spot · $109.34RBRK PRICE$0.90$1.33$1.90$2.22$2.69$3.21$3.80$4.58$5.29$5.84$7.40$8.84$10.55$0.93$1.25$1.52$1.86$2.26$2.58$2.73$3.16$3.90$4.45$5.05$5.20$5.93
PutsExpensive1.29×
CallsExpensive1.17×
SkewBullish-32.34 pp
Implied moveBullish±$6.52
TiltBullish17.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.8183.4%7.7%103.1080.9%6.6%
25Δ116.1592.9%7.4%104.3481.4%5.7%
30Δ115.41104.3%7.3%105.6777.5%4.7%
35Δ113.7299.6%6.0%106.7576.3%4.1%
40Δ112.39100.3%5.3%107.7276.6%3.5%
45Δ111.10100.7%4.5%108.6973.7%3.0%
50Δ109.83101.4%3.9%109.5466.7%2.3%
55Δ108.55105.3%3.5%110.4265.5%1.9%
60Δ107.25105.6%2.9%111.3769.8%1.7%
65Δ106.02101.2%2.3%112.2769.0%1.4%
70Δ104.22112.4%2.1%113.1668.1%1.1%
75Δ102.37117.5%1.7%113.6661.1%0.8%
80Δ100.24122.2%1.3%114.6659.8%0.6%

20Δ

Calls
Pseudo strike
116.81
IV
83.4%
B/E move
7.7%
Puts
Pseudo strike
103.10
IV
80.9%
B/E move
6.6%

25Δ

Calls
Pseudo strike
116.15
IV
92.9%
B/E move
7.4%
Puts
Pseudo strike
104.34
IV
81.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
115.41
IV
104.3%
B/E move
7.3%
Puts
Pseudo strike
105.67
IV
77.5%
B/E move
4.7%

35Δ

Calls
Pseudo strike
113.72
IV
99.6%
B/E move
6.0%
Puts
Pseudo strike
106.75
IV
76.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
112.39
IV
100.3%
B/E move
5.3%
Puts
Pseudo strike
107.72
IV
76.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
111.10
IV
100.7%
B/E move
4.5%
Puts
Pseudo strike
108.69
IV
73.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
109.83
IV
101.4%
B/E move
3.9%
Puts
Pseudo strike
109.54
IV
66.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
108.55
IV
105.3%
B/E move
3.5%
Puts
Pseudo strike
110.42
IV
65.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
107.25
IV
105.6%
B/E move
2.9%
Puts
Pseudo strike
111.37
IV
69.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
106.02
IV
101.2%
B/E move
2.3%
Puts
Pseudo strike
112.27
IV
69.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
104.22
IV
112.4%
B/E move
2.1%
Puts
Pseudo strike
113.16
IV
68.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
102.37
IV
117.5%
B/E move
1.7%
Puts
Pseudo strike
113.66
IV
61.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
100.24
IV
122.2%
B/E move
1.3%
Puts
Pseudo strike
114.66
IV
59.8%
B/E move
0.6%

Options history

IV · four-Friday blend73.68%
Daily close
RBRK42.4%105.0%167.6%2026-08-12: 77.05%2026-08-13: 87.97%2026-08-14: 76.01%2026-08-17: 87.12%2026-08-18: 87.29%2026-08-19: 86.53%2026-08-20: 95.24%2026-08-21: 96.40%2026-08-24: 106.47%2026-08-25: 117.32%2026-08-26: 130.46%2026-08-27: 158.98%2026-08-28: 59.20%2026-08-31: 59.47%2026-09-01: 62.49%2026-09-02: 58.72%2026-09-03: 60.20%2026-09-04: 53.82%2026-09-08: 59.54%2026-09-09: 60.86%2026-09-10: 63.58%2026-09-11: 52.85%2026-09-14: 63.50%2026-09-15: 69.81%2026-09-16: 67.14%2026-09-17: 62.45%2026-09-18: 57.34%2026-09-21: 64.26%2026-09-22: 62.89%2026-09-23: 64.94%2026-09-24: 60.82%2026-09-25: 55.40%2026-09-28: 62.00%2026-09-29: 59.88%2026-09-30: 57.46%2026-10-01: 59.62%2026-10-02: 53.14%2026-10-05: 55.31%2026-10-06: 51.92%2026-10-07: 54.90%2026-10-08: 57.43%2026-10-09: 51.06%2026-10-12: 52.51%2026-10-13: 54.71%2026-10-14: 59.32%2026-10-15: 63.08%2026-10-16: 62.00%2026-10-19: 63.19%2026-10-20: 62.37%2026-10-21: 62.23%2026-10-22: 66.02%2026-10-23: 66.11%2026-10-26: 69.41%2026-10-27: 69.13%2026-10-28: 69.81%2026-10-29: 75.78%2026-10-30: 73.68%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
77.05%
87.97%
76.01%
87.12%
87.29%
86.53%
95.24%
96.40%
106.47%
117.32%
130.46%
158.98%
59.20%
59.47%
62.49%
58.72%
60.20%
53.82%
59.54%
60.86%
63.58%
52.85%
63.50%
69.81%
67.14%
62.45%
57.34%
64.26%
62.89%
64.94%
60.82%
55.40%
62.00%
59.88%
57.46%
59.62%
53.14%
55.31%
51.92%
54.90%
57.43%
51.06%
52.51%
54.71%
59.32%
63.08%
62.00%
63.19%
62.37%
62.23%
66.02%
66.11%
69.41%
69.13%
69.81%
75.78%
73.68%