RBLX wheel: cash-secured put & covered-call yields
Roblox Corporation · Technology · $51.42 close on Nov 12, 2026
What the Nov 12, 2026 close says about RBLX
At 58.4% implied volatility, the options market is pricing a one-standard-deviation move of about $9.44 (18.4%) in RBLX by Dec 18, 2026, 36 days out.
Selling the $47.50 put (−0.30Δ) for $2.00 means assignment would leave a cost basis of $45.50, 11.5% below the $51.42 close.
The 64-day 0.30Δ put pays 1.4× the premium of the 36-day one for 1.8× the time — more premium per day on the 36-day contract ($0.056 vs $0.045).
At 0.30Δ on the Dec 18 expiry the put yields 4.21% on its strike and the call 3.83% on spot: puts and calls pay within 10% of each other on RBLX this session.
Moving down to the $45 put (−0.21Δ) buys 4.9% more room below spot and keeps 63% of the 0.30Δ premium.
Open interest in the stored window totals 54,859 contracts; the largest single line is the $40 put expiring Jan 15 with 4,825 (8.8% of the window).
By options volume RBLX ranks #120 of 679 names in our universe.
Near-the-money options volume (227) is 37% below its 5-session average.
The builder re-quotes every leg from the live chain when it opens; tracking is free to start.
Cash-secured puts on RBLX
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $47.50 | −0.30 | $2.00 Nov 12 | $200.00 | $4,750 | 4.21% | 42.7% | $45.50 | 376 | 3 |
| 0.20Δ | $45 | −0.21 | $1.25 Nov 12 | $125.00 | $4,500 | 2.78% | 28.2% | $43.75 | 1,444 | 28 |
Snapshot #9489 · session 2026-11-12 · captured 22:20 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 36
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $47.50 | −0.32 | $2.88 Nov 12 | $288.00 | $4,750 | 6.06% | 34.6% | $44.62 | 1,484 | 66 |
| 0.20Δ | $42.50 | −0.18 | $1.35 Nov 12 | $135.00 | $4,250 | 3.18% | 18.1% | $41.15 | 2,678 | 5 |
Snapshot #9489 · session 2026-11-12 · captured 22:20 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 64
Covered calls on RBLX
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $57.50 | 0.31 | $1.97 Nov 12 | $197.00 | 3.83% | 38.8% | 15.66% | 158.7% | 875 | 4 |
| 0.20Δ | $62.50 | 0.18 | $0.90 Nov 12 | $90.00 | 1.75% | 17.7% | 23.30% | 236.2% | 746 | 5 |
Snapshot #9489 · session 2026-11-12 · captured 22:20 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 36
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $60 | 0.31 | $2.30 Nov 12 | $230.00 | 4.47% | 25.5% | 21.16% | 120.7% | 1,727 | 6 |
| 0.20Δ | $65 | 0.20 | $1.33 Nov 12 | $133.00 | 2.59% | 14.8% | 29.00% | 165.4% | 1,725 | 1 |
Snapshot #9489 · session 2026-11-12 · captured 22:20 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 64
RBLX volatility, dividends and liquidity
- Implied volatility (ATM, ≈30 days)
- 58.4%session 2026-11-12
- IV rank / IV percentile
- Unavailable1
- Next earnings
- Unavailable2
- Next ex-dividend
- None announcedchecked Nov 9, 2026
- Open interest, stored window
- 54,859 contractssession 2026-11-12
- Largest open-interest line
- $40 put · Jan 15 · 4,825
- Bid/ask spread
- Unavailable3
- Options liquidity rank
- #120 of 679 optionable names by options volume
How these numbers are made
One end-of-day snapshot per session from a 15-minute-delayed feed. A premium is a contract’s last trade, used only if it printed that session, sits above intrinsic value and is in order with its neighbours; deltas are the feed’s own. Expiries are the first at least 30 and 60 days out, and nothing under 30 days is annualized. Not investment advice. Full methodology.
- We are building our own daily implied-volatility history (24 of 252 sessions so far); IV rank and percentile need a full year of it.
- Our data provider does not license announced earnings dates, and we do not publish estimates.
- Our data feed carries last trades, not live bid/ask quotes, so we cannot show a spread.