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RKLB options analytics

RKLB · Stock

Data as of 23 September 2026 (end of day)

RKLB options are pricing a 30-day at-the-money volatility of 68.1%, a move of about ±19.5% over the next month. Its history here is 4 sessions, short of the 180 a percentile needs, so this reading is not yet ranked against its own past.

Its 25-delta calls carry 3.03 volatility points more than the puts.

Longer-dated options carry more: 90-day volatility is 10% above 30-day.

Its next earnings report is 2026-11-13 (estimated from its reporting cadence).

Current readings

30-day ATM implied volatilityⓘ
68.07%

Prices a move of about ±19.5% over 30 days, or ±4.3% on a typical day.

25-delta risk reversalⓘ
-3.03

Calls carry 3.03 volatility points more than puts the same distance from the money.

25-delta butterflyⓘ
-0.09

The wings carry 0.09 volatility points less than at-the-money.

Term structure slopeⓘ
1.095

90-day volatility is 10% above 30-day.

Where 30-day implied volatility sits

Against 4 prior sessions (one-year window)

Not enough history in this window to place the current reading.

IV percentile, 1 year
—
IV rank, 1 year
—
IV percentile, 2 years
—
IV rank, 2 years
—

Rank is the position between the lowest and highest readings in the window, so a single past extreme pins everything after it near one end. Percentile is the share of sessions below the current reading and is unaffected by how far that extreme reached. Both are withheld when the window holds fewer than 180 sessions.

Session detail

Underlying close
$70.31
30-day implied forward
$71.00
60-day ATM IV
76.75%
90-day ATM IV
74.57%
180-day ATM IV
76.05%
Expirations used
11
Total open interest
784,815
Put / call open interest
0.58

The forward is derived from put-call parity on the strikes nearest the money, not taken from the underlying close. It is what every moneyness and delta on this page is measured against.

30-day at-the-money implied volatility

Last 4 sessions

64%66%68%70%72%2026-09-18 — 30-day ATM IV 65%2026-09-21 — 30-day ATM IV 69%2026-09-22 — 30-day ATM IV 71%2026-09-23 — 30-day ATM IV 68%18 Sep21 Sep22 Sep23 Sep
Show the underlying numbers (most recent 4)
Session30-day ATM IV25-delta RRTerm slopeClose
2026-09-2368.07%-3.031.095$70.31
2026-09-2270.62%-4.231.105$71.98
2026-09-2169.25%-3.471.095$69.89
2026-09-1865.26%-3.241.127$64.57

The chart covers every session in the archive, 4 in total. The table lists the most recent 4.

25-delta risk reversal

Last 4 sessions

-6.0-4.0-2.00.02.02026-09-18 — 25-delta RR (volatility points) -3.22026-09-21 — 25-delta RR (volatility points) -3.52026-09-22 — 25-delta RR (volatility points) -4.22026-09-23 — 25-delta RR (volatility points) -3.018 Sep21 Sep22 Sep23 Sep

The dashed line marks zero, where the 25-delta put and call carry the same implied volatility.

Skew curve

Implied volatility by delta, front expirations

Implied volatility by delta

2d (2026-09-25) · 9d (2026-10-02) · 16d (2026-10-09)

60%70%80%90%2026-09-25 (2d) — 5Δ C — IV 87.59%2026-09-25 (2d) — 10Δ C — IV 82.47%2026-09-25 (2d) — 15Δ C — IV 80.16%2026-09-25 (2d) — 20Δ C — IV 77.92%2026-09-25 (2d) — 25Δ C — IV 77.44%2026-09-25 (2d) — 30Δ C — IV 77.17%2026-09-25 (2d) — 35Δ C — IV 75.62%2026-09-25 (2d) — 40Δ C — IV 74.74%2026-09-25 (2d) — 45Δ C — IV 74.34%2026-09-25 (2d) — ATM — IV 74.00%2026-09-25 (2d) — 45Δ P — IV 73.72%2026-09-25 (2d) — 40Δ P — IV 73.32%2026-09-25 (2d) — 35Δ P — IV 72.73%2026-09-25 (2d) — 30Δ P — IV 72.12%2026-09-25 (2d) — 25Δ P — IV 71.44%2026-09-25 (2d) — 20Δ P — IV 71.62%2026-09-25 (2d) — 15Δ P — IV 72.36%2026-09-25 (2d) — 10Δ P — IV 71.99%2026-09-25 (2d) — 5Δ P — IV 75.17%2d2026-10-02 (9d) — 5Δ C — IV 80.22%2026-10-02 (9d) — 10Δ C — IV 74.99%2026-10-02 (9d) — 15Δ C — IV 71.97%2026-10-02 (9d) — 20Δ C — IV 70.85%2026-10-02 (9d) — 25Δ C — IV 70.20%2026-10-02 (9d) — 30Δ C — IV 69.38%2026-10-02 (9d) — 35Δ C — IV 67.32%2026-10-02 (9d) — 40Δ C — IV 67.77%2026-10-02 (9d) — 45Δ C — IV 67.18%2026-10-02 (9d) — ATM — IV 66.96%2026-10-02 (9d) — 45Δ P — IV 67.31%2026-10-02 (9d) — 40Δ P — IV 67.27%2026-10-02 (9d) — 35Δ P — IV 66.45%2026-10-02 (9d) — 30Δ P — IV 66.32%2026-10-02 (9d) — 25Δ P — IV 66.26%2026-10-02 (9d) — 20Δ P — IV 65.74%2026-10-02 (9d) — 15Δ P — IV 66.07%2026-10-02 (9d) — 10Δ P — IV 66.71%2026-10-02 (9d) — 5Δ P — IV 68.89%9d2026-10-09 (16d) — 10Δ C — IV 73.19%2026-10-09 (16d) — 15Δ C — IV 71.52%2026-10-09 (16d) — 20Δ C — IV 70.03%2026-10-09 (16d) — 25Δ C — IV 69.06%2026-10-09 (16d) — 30Δ C — IV 68.50%2026-10-09 (16d) — 35Δ C — IV 67.79%2026-10-09 (16d) — 40Δ C — IV 66.99%2026-10-09 (16d) — 45Δ C — IV 67.59%2026-10-09 (16d) — ATM — IV 67.21%2026-10-09 (16d) — 45Δ P — IV 67.39%2026-10-09 (16d) — 40Δ P — IV 67.37%2026-10-09 (16d) — 35Δ P — IV 67.32%2026-10-09 (16d) — 30Δ P — IV 67.49%2026-10-09 (16d) — 25Δ P — IV 66.47%2026-10-09 (16d) — 20Δ P — IV 66.55%2026-10-09 (16d) — 15Δ P — IV 66.02%2026-10-09 (16d) — 10Δ P — IV 66.82%2026-10-09 (16d) — 5Δ P — IV 68.09%16d10Δ C25Δ CATM25Δ P10Δ Pout-of-the-money calls ← delta → out-of-the-money puts

The axis is call delta. Readings to the right of the dashed centre line are taken from the out-of-the-money put at that strike, which is the contract whose quote the volatility was solved from. Points are only plotted where surviving quotes bracket the delta on both sides; nothing is extrapolated past the last traded strike.

Show the underlying numbers
Delta2d9d16d
5Δ call87.59%80.22%—
10Δ call82.47%74.99%73.19%
15Δ call80.16%71.97%71.52%
20Δ call77.92%70.85%70.03%
25Δ call77.44%70.20%69.06%
30Δ call77.17%69.38%68.50%
35Δ call75.62%67.32%67.79%
40Δ call74.74%67.77%66.99%
45Δ call74.34%67.18%67.59%
ATM74.00%66.96%67.21%
45Δ put73.72%67.31%67.39%
40Δ put73.32%67.27%67.37%
35Δ put72.73%66.45%67.32%
30Δ put72.12%66.32%67.49%
25Δ put71.44%66.26%66.47%
20Δ put71.62%65.74%66.55%
15Δ put72.36%66.07%66.02%
10Δ put71.99%66.71%66.82%
5Δ put75.17%68.89%68.09%

Wing readings by expiration

ExpirationDaysForwardATM IV25Δ put25Δ callRRButterflyQuotes
2026-09-252$70.6374.00%71.44%77.44%-6.00+0.4429
2026-10-029$70.7466.96%66.26%70.20%-3.94+1.2735
2026-10-0916$70.9067.21%66.47%69.06%-2.60+0.5629
2026-10-1623$70.8568.10%66.82%70.20%-3.38+0.4137
2026-10-2330$71.0068.07%66.47%69.50%-3.03-0.0930
2026-10-3037$70.9769.18%66.12%70.48%-4.36-0.8830
2026-11-2058$71.2176.98%75.01%79.13%-4.13+0.0913
2026-12-1886$71.5974.64%73.92%77.79%-3.87+1.2236
2027-01-15114$71.8074.26%73.38%77.71%-4.33+1.2840
2027-03-19177$72.4876.07%75.43%77.92%-2.49+0.6135
2027-06-17267$73.1775.65%75.54%78.50%-2.97+1.3729

Each curve above is one expiration. The vertical position is implied volatility; the horizontal position is the delta of the contract it was read from. For US equities the curve normally slopes upward to the right, meaning out-of-the-money puts carry higher implied volatility than equidistant calls.

The 25-delta risk reversal summarises that slope as a single number: the 25-delta put volatility minus the 25-delta call volatility. The butterfly summarises the curvature: the average of the two wings minus the at-the-money reading.

Term structure

At-the-money implied volatility by expiration

At-the-money implied volatility by expiration

11 listed expirations produced a usable reading

66%68%70%72%74%76%78%2026-09-25 — 2 days — at-the-money IV 74.00%2026-10-02 — 9 days — at-the-money IV 66.96%2026-10-09 — 16 days — at-the-money IV 67.21%2026-10-16 — 23 days — at-the-money IV 68.10%2026-10-23 — 30 days — at-the-money IV 68.07%2026-10-30 — 37 days — at-the-money IV 69.18%2026-11-20 — 58 days — at-the-money IV 76.98%2026-12-18 — 86 days — at-the-money IV 74.64%2027-01-15 — 114 days — at-the-money IV 74.26%2027-03-19 — 177 days — at-the-money IV 76.07%2027-06-17 — 267 days — at-the-money IV 75.65%7306090180days to expiration

The horizontal axis is the square root of days to expiration, which is the scale volatility lives on. A curve that is flat in variance terms plots as a straight line here rather than bending sharply through the front week.

Show the underlying numbers
ExpirationDaysForwardATM IVATM strikeQuotes used
2026-09-252 days$70.6374.00%$70.7429
2026-10-029 days$70.7466.96%$71.1335
2026-10-0916 days$70.9067.21%$71.6129
2026-10-1623 days$70.8568.10%$71.8937
2026-10-2330 days$71.0068.07%$72.3730
2026-10-3037 days$70.9769.18%$72.7230
2026-11-2058 days$71.2176.98%$74.6413
2026-12-1886 days$71.5974.64%$76.4536
2027-01-15114 days$71.8074.26%$78.2640
2027-03-19177 days$72.4876.07%$83.3935
2027-06-17267 days$73.1775.65%$90.2029

Constant maturities

Interpolated between the bracketing listed expirations, in total variance

30 days
68.07%
60 days
76.75%
90 days
74.57%
180 days
76.05%

Interpolation is linear in total variance, not in volatility. Interpolating volatility directly implies a forward variance that can be negative between two expirations. A tenor beyond the longest listed expiration is reported as unavailable rather than extrapolated.

Term structure slope

Last 4 sessions

0.951.001.051.101.152026-09-18 — 90-day over 30-day 1.132026-09-21 — 90-day over 30-day 1.092026-09-22 — 90-day over 30-day 1.102026-09-23 — 90-day over 30-day 1.1018 Sep21 Sep22 Sep23 Sep

The dashed line marks 1.00, where the 90-day and 30-day at-the-money volatilities are equal. Above it the longer tenor carries the higher volatility.

The term structure is the at-the-money implied volatility of each listed expiration, plotted against how far away that expiration is. Its usual shape for a calm underlying slopes gently upward, because a longer horizon admits more uncertainty.

It inverts when the market prices a dated event: an expiration that captures a scheduled announcement carries the variance of that event on top of ordinary trading, so a shorter contract can print a higher volatility than a longer one.

Earnings

What the options priced in before each report, and what happened

Next report

2026-11-13Time not statedEstimated from its reporting cadence

Reports

Newest first. The implied move is one standard deviation, priced from the session before the release.

ReportSessionImplied ±RealisedRealised / implied
2026-08-10After the close———
2026-05-07After the close———
2026-02-26After the close———
2025-11-10After the close———
2025-08-07After the close———
2025-05-08After the close———
2025-02-27After the close———
2024-11-12After the close———
2024-08-08After the close———
2024-05-06After the close———
2024-02-27After the close———
2024-01-31Before the open———
2023-11-08After the close———

The implied move is read from the at-the-money straddle on the first expiration strictly after the report date, converted to a one-standard-deviation move and divided by the forward. Realised moves are the close-to-close return across the event, measured from the session before the release to the session after it.

Report dates that have already happened come from the company’s own 8-K filing and are exact. A date still in the future is either one the company has announced, or an estimate from its reporting cadence.