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Rubrik, Inc. RBRK

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-21T17:49:05.049Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:49:03.373733021Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:49:04.018565+00:00

Share price$121.20
1D+4.6%
$115$117$119$121$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.$0.51$2.17$3.83$5.50$7.16$108.57$114.20$119.82$125.45$131.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBRK spot · $121.20RBRK PRICE$0.68$0.94$1.18$1.44$1.75$2.09$2.45$2.89$3.38$3.83$4.24$5.56$6.68$0.72$0.97$1.18$1.49$1.77$2.13$2.52$2.97$3.56$3.92$4.51$5.74$5.48
PutsExpensive1.63×
CallsCheap0.86×
SkewBullish-3.67 pp
Implied moveBalanced±$4.97
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.7869.7%5.2%116.1870.3%4.7%
25Δ125.8471.8%4.6%117.1770.7%4.1%
30Δ124.7970.8%3.9%118.2666.9%3.4%
35Δ123.8369.8%3.4%119.0368.4%3.0%
40Δ123.0070.4%2.9%119.8567.3%2.6%
45Δ122.2070.8%2.5%120.6267.7%2.2%
50Δ121.3970.5%2.2%121.3868.1%1.9%
55Δ120.5871.3%1.9%122.1768.6%1.7%
60Δ119.7672.5%1.6%123.0271.1%1.4%
65Δ118.9571.3%1.3%123.7467.8%1.1%
70Δ118.1968.7%1.0%124.6167.4%0.9%
75Δ116.7478.4%0.9%126.0273.5%0.8%
80Δ115.3881.6%0.7%126.1061.8%0.5%

20Δ

Calls
Pseudo strike
126.78
IV
69.7%
B/E move
5.2%
Puts
Pseudo strike
116.18
IV
70.3%
B/E move
4.7%

25Δ

Calls
Pseudo strike
125.84
IV
71.8%
B/E move
4.6%
Puts
Pseudo strike
117.17
IV
70.7%
B/E move
4.1%

30Δ

Calls
Pseudo strike
124.79
IV
70.8%
B/E move
3.9%
Puts
Pseudo strike
118.26
IV
66.9%
B/E move
3.4%

35Δ

Calls
Pseudo strike
123.83
IV
69.8%
B/E move
3.4%
Puts
Pseudo strike
119.03
IV
68.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
123.00
IV
70.4%
B/E move
2.9%
Puts
Pseudo strike
119.85
IV
67.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
122.20
IV
70.8%
B/E move
2.5%
Puts
Pseudo strike
120.62
IV
67.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
121.39
IV
70.5%
B/E move
2.2%
Puts
Pseudo strike
121.38
IV
68.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
120.58
IV
71.3%
B/E move
1.9%
Puts
Pseudo strike
122.17
IV
68.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
119.76
IV
72.5%
B/E move
1.6%
Puts
Pseudo strike
123.02
IV
71.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
118.95
IV
71.3%
B/E move
1.3%
Puts
Pseudo strike
123.74
IV
67.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
118.19
IV
68.7%
B/E move
1.0%
Puts
Pseudo strike
124.61
IV
67.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
116.74
IV
78.4%
B/E move
0.9%
Puts
Pseudo strike
126.02
IV
73.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
115.38
IV
81.6%
B/E move
0.7%
Puts
Pseudo strike
126.10
IV
61.8%
B/E move
0.5%

Options history

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