RBLXRoblox Corporation
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $31.3B|NYSE
● 2026-05-15$43.72
BULLISH
Analysis: 2026-05-14 EOD data
1Y -45.9%YTD -46.0%7D +4.3%
Options Vol
17,388
30D
Implied Move
±18.5%
IV Rank
30%
RBLX Options Overview
IV is elevated with bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 77.3% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.75x — IV ≤ HV
Sector Relative≤50%
Sector percentile 49% — below sector median
Term Structure
<1.1xFront/Back 0.93x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 66.8% — normal range
Spread-Adjusted Value
<80%Effective IV 89.3% (ATM 66.8% + spread 11.2% + bias) — expensive
Execution Efficiency
<3.0%Total drag 16.33% (spread 11.25% + slippage 5.08%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.12 (vega 3.513 / spread 11.25%) — spread drag
Sentiment
Bullish or bearish?
7.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +14%, Raw: +15%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +14% (bullish) — Raw: +15%
OI Skew Magnitude
≥15%|OI skew| 25.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +37.4%, OI skew +25.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 30%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +22%, ATM: +24%, OTM: +10% — bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 57% — bearish vs sector
Activity
Unusual activity?
3.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.4x avg — normal
Turnover Rate
≥15%Vol/OI 3.8% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +6.1% (5d) — building
Sector Relative≥60%
Sector activity percentile 45% — neutral vs sector
Trade Quality
≥30%Large trade volume 16% — mixed
Execution Urgency
≥60%Aggressive execution 37% — patient
Flow Conviction
≥30Conviction +14 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.2% — wide
Adequate OI
≥10,000OI 458,202 — deep
Active Volume
≥500Volume 17,388/day — active
Reasonable Cost
≤$0.50$0.56 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 72% — wider than sector
Order Book Depth
≥100 contractsDepth 395.5 contracts (bid:224.6 ask:170.9) — adequate
Execution Quality
<1.0%Avg slippage 5.08% — poor
Timing
Is now a good time?
7.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -7.3% — contango
IV Percentile Clarity
<30 or >70IV percentile 77% — seller opportunity
Event Detection
≥10pts kinkIV kink 1.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 48.32 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +14% @ 57% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 46 (ITM 20% + inst 16%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.3
bullishIV cheap, bullish flow
Long Puts4.9
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV too cheap, bullish flow
Covered Call4.1
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.