Options Skew Analytics

RBLX option chain

Strikes around the forward, as they were quoted at the close

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 73.39%±4.00skew +1.69
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
1226$7.20$8.35—$44.50—————
3238$6.70$7.75—$45.0075.50%$0.03$0.0710680
60202$5.75$7.35—$45.5077.26%$0.06$0.10389
6212$5.65$6.80—$46.0073.90%$0.06$0.1213639
0136$4.85$6.35—$46.50—————
75286$4.80$5.90—$47.00—————
12188$4.35$5.40—$47.50—————
36290$3.95$4.90—$48.0070.67%$0.22$0.307431
4136$3.55$4.50—$48.5071.65%$0.28$0.434226
100225$3.20$3.95—$49.0075.06%$0.42$0.6012461
2698$3.05$3.35—$49.5071.11%$0.47$0.67213106
93491$2.70$2.99—$50.0073.61%$0.67$0.85495156
1741,072$2.05$2.36—$51.0074.35%$1.00$1.2826723
250247$1.48$1.73—$52.0073.48%$1.45$1.727832
322210$1.03$1.2973.12%$53.00—$2.02$2.3390818
4831,059$0.70$0.9573.53%$54.00—$2.68$2.97466
589145$0.45$0.5469.42%$55.00—$3.40$3.705711
9211,294$0.29$0.3669.97%$56.00—$3.70$5.251044
9050$0.16$0.2268.77%$57.00—$4.45$5.851559
—————$58.00—$5.40$7.251135
—————$59.00—$6.40$7.85110

Forward $52.02. The 25-delta put carries +1.69 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 67.61%±6.12skew +3.39
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$6.95$8.65—$44.50—————
861,936$7.05$8.05—$45.0068.13%$0.25$0.341,35069
10233$6.55$7.25—$45.50—————
057$5.50$7.15—$46.0068.72%$0.39$0.50147
164$5.45$6.60—$46.50—————
14421$5.00$6.35—$47.0067.20%$0.52$0.671,4553
2349$4.85$5.95—$47.5067.66%$0.65$0.78748
30492$4.50$5.50—$48.0066.42%$0.74$0.87464110
1942$4.05$5.20—$48.5066.94%$0.84$1.07168
35166$4.05$4.40—$49.0066.56%$0.92$1.272756
27—$3.50$4.40—$49.5070.58%$1.18$1.60—10
1113,903$3.40$3.65—$50.0066.89%$1.37$1.5484526
37115$2.79$3.15—$51.0067.30%$1.77$2.003620
49829$2.30$2.70—$52.0067.93%$2.25$2.532510
140274$1.81$2.2266.98%$53.00—$2.80$3.053112
126799$1.42$1.7665.91%$54.00—$3.30$3.703900
5123,838$1.11$1.3965.51%$55.00—$4.05$4.506062
96135$0.84$1.0063.54%$56.00—$4.75$5.201320
1641$0.65$0.7663.55%$57.00—$5.05$6.40872
18163$0.45$0.6464.05%$58.00—$5.75$7.651124
6141$0.36$0.4764.38%$59.00—$6.60$8.951724

Forward $52.11. The 25-delta put carries +3.39 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 60.90%±7.05skew -2.30
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$7.60$8.70—$44.50—————
2449$6.95$8.30—$45.0066.37%$0.50$0.6815717
0—$6.15$7.85—$45.50—————
615$6.40$7.50—$46.0063.62%$0.63$0.78571
0—$5.15$7.00—$46.5064.30%$0.66$1.01—0
565$5.40$6.60—$47.0063.51%$0.84$1.02450
0—$4.80$6.25—$47.5067.67%$0.95$1.47—0
314$4.35$5.90—$48.0060.22%$0.89$1.28111
0—$4.75$5.25—$48.5061.63%$1.02$1.56—0
053$4.25$5.05—$49.0062.94%$1.42$1.604812
0—$3.55$4.75—$49.5063.71%$1.44$2.01—20
3117$3.80$4.25—$50.0062.84%$1.80$1.9710912
1264$3.10$3.70—$51.0062.96%$2.15$2.50610
15102$2.78$3.20—$52.0063.17%$2.67$2.98110
1475$2.30$2.4859.98%$53.00—$3.20$3.50100
2270$1.89$2.1160.17%$54.00—$3.80$4.05240
36618$1.53$1.9962.59%$55.00—$4.40$4.9561
5513$1.27$1.4760.49%$56.00—$4.85$5.5530
616$0.94$1.3661.36%$57.00—$5.80$6.40112
3118$0.79$1.1662.52%$58.00—$6.10$8.0004
515$0.58$0.7859.12%$59.00—$6.95$8.8006

Forward $52.17. The 25-delta put carries -2.30 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 60.55%±8.28skew +1.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$11.25$13.10—$40.00—————
01$9.40$11.40—$42.00—————
015$8.50$10.35—$43.0063.30%$0.35$0.57332
021$7.65$9.45—$44.0063.55%$0.56$0.68270
661$7.50$8.60—$45.0061.95%$0.65$0.8672
0166$6.05$7.85—$46.0061.56%$0.83$1.0930
159$5.30$7.05—$47.0062.66%$1.18$1.3540
15$5.55$6.05—$48.0062.04%$1.44$1.6551
231$4.80$5.55—$49.0061.90%$1.78$2.001270
54151$4.30$4.75—$50.0061.72%$2.17$2.398231
31,943$3.65$4.10—$51.0061.69%$2.60$2.85270
1570$3.20$3.75—$52.00—————
48$2.76$3.1560.55%$53.00—$3.40$4.0030
490$2.26$2.8961.08%$54.00—————
818$1.99$2.5261.93%$55.00—$4.55$5.25220
312$1.69$2.0660.84%$56.00—————
122$1.41$1.5758.75%$57.00—————
228$1.15$1.3158.35%$58.00—————
09$0.96$1.3060.86%$59.00—————
410$0.78$0.9358.57%$60.00—————
548$0.54$0.8562.15%$62.00—————

Forward $52.25. The 25-delta put carries +1.80 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 59.65%±9.23skew +0.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$41.0061.87%$0.29$0.44253
—————$42.0062.91%$0.47$0.56202
03$7.95$9.75—$44.0062.07%$0.76$0.89111
116$7.10$9.05—$45.0060.68%$0.85$1.12120
126$7.05$7.80—$46.0062.40%$1.18$1.44135
212$5.70$7.60—$47.0059.55%$1.26$1.67121
120$5.85$6.25—$48.0062.22%$1.79$2.07101
214$5.05$6.05—$49.00—————
425$4.65$5.30—$50.0062.31%$2.56$2.9010
29$4.05$4.80—$51.0061.28%$2.96$3.3011
46$3.65$4.20—$52.00—————
75$3.05$3.6059.61%$53.00—$3.80$4.3510
44$2.77$3.4062.40%$54.00—————
420$2.07$2.9759.22%$55.00—$4.95$5.7020
60$2.07$2.6862.39%$56.00—————
126$1.60$2.3260.41%$57.00—————
1023$1.51$1.9060.59%$58.00—————
52$1.25$1.8061.66%$59.00—————
10349$1.10$1.3059.30%$60.00—————
50$0.85$1.2860.24%$61.00—————
10$0.44$0.6560.05%$65.00—————

Forward $52.25. The 25-delta put carries +0.25 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 59.43%±10.15skew +1.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
017$25.55$28.50—$25.00—————
05$23.20$25.70—$27.50—————
0452$20.55$23.00—$30.00—————
164$18.15$20.70—$32.50—————
0287$15.70$18.00—$35.0067.13%$0.10$0.1511,27035
1261$14.30$15.60—$37.5064.78%$0.21$0.263,87914
01,423$11.00$13.30—$40.0063.78%$0.40$0.503,11465
5570$9.95$11.10—$42.5061.87%$0.73$0.791,53657
69762$8.15$9.00—$45.0060.55%$1.19$1.301,45148
17301$6.60$7.20—$47.5060.45%$1.91$2.0835526
1371,952$5.10$5.30—$50.0059.76%$2.85$3.05672130
1112,215$3.80$4.0059.46%$52.50—$4.05$4.3036190
1421,079$2.79$2.9959.37%$55.00—$5.50$5.801,8969
12461$1.99$2.1258.61%$57.50—$7.25$8.35960
3732,215$1.41$1.5558.98%$60.00—$9.10$10.252220
106644$0.98$1.0758.75%$62.50—$10.60$13.005380
72,771$0.67$0.8259.77%$65.00—$12.80$14.601260
6833$0.44$0.6460.70%$67.50—$15.10$16.15825
—————$70.00—$17.50$19.80780
—————$72.50—$19.90$22.2020
—————$75.00—$22.25$24.65370

Forward $52.22. The 25-delta put carries +1.47 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 59.09%±10.89skew +1.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$40.0062.99%$0.42$0.6401
—————$45.0060.88%$1.25$1.593460
40$6.50$7.05—$48.00—————
66$5.85$6.55—$49.0059.95%$2.43$3.00100
10$3.70$4.3558.15%$53.00—————
60$3.40$4.0059.46%$54.00—————
40$2.80$3.5057.21%$55.00—————
20$2.25$2.9158.65%$57.00—————
110$1.85$2.4956.91%$58.00—————
30$1.85$2.3359.64%$59.00—————
50$1.62$2.0659.49%$60.00—————
50$0.83$1.0058.42%$65.00—————

Forward $52.50. The 25-delta put carries +1.40 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 57.95%±13.01skew +1.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
024$23.20$25.85—$27.50—————
0113$20.80$23.15—$30.00—————
039$18.75$20.70—$32.50—————
0309$16.40$18.30—$35.0061.57%$0.27$0.342,92612
7349$13.75$16.00—$37.5062.85%$0.51$0.703,11316
13369$12.85$14.00—$40.0060.59%$0.86$0.954,82219
4642$10.15$11.90—$42.5060.11%$1.33$1.492,54257
20894$9.10$9.75—$45.0059.24%$1.98$2.132,00925
2461$7.70$8.20—$47.5058.76%$2.82$2.991,49215
612,552$6.25$6.70—$50.0058.33%$3.85$4.051,27229
143,020$5.00$5.2558.32%$52.50—$5.10$5.351,759100
374,185$3.95$4.1557.68%$55.00—$6.50$6.952,0732
23915$3.10$3.2557.35%$57.50—$8.15$9.451,4520
691,682$2.42$2.5757.48%$60.00—$9.95$11.308201
01,022$1.81$1.9856.91%$62.50—$11.65$12.351450
591,700$1.42$1.6157.82%$65.00—$13.40$15.159331
5601,408$0.98$1.3657.96%$67.50—$15.50$17.853410
442,872$0.83$0.9557.91%$70.00—$17.85$20.102460
0865$0.50$0.7356.53%$72.50—$20.20$22.45510
—————$75.00—$22.50$24.85940
6293$0.40$0.5560.74%$77.50—$25.20$27.25160

Forward $52.40. The 25-delta put carries +1.42 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.