RBLX wheel: cash-secured put & covered-call yields
Roblox Corporation · Technology · $41.86 close on Sep 28, 2026
What the Sep 28, 2026 close says about RBLX
At 74.4% implied volatility, the options market is pricing a one-standard-deviation move of about $9.23 (22.0%) in RBLX by Oct 30, 2026, 32 days out.
Selling the $39 put (−0.32Δ) for $1.85 means assignment would leave a cost basis of $37.15, 11.3% below the $41.86 close.
The 81-day 0.30Δ put pays 1.6× the premium of the 32-day one for 2.5× the time — more premium per day on the 32-day contract ($0.058 vs $0.038).
At 0.30Δ on the Oct 30 expiry the put yields 4.74% on its strike and the call 3.54% on spot: puts pay 1.3× what calls do on RBLX this session.
Moving down to the $36 put (−0.19Δ) buys 7.2% more room below spot and keeps 63% of the 0.30Δ premium.
Open interest in the stored window totals 35,554 contracts; the largest single line is the $35 put expiring Dec 18 with 11,463 (32.2% of the window).
By options volume RBLX ranks #184 of 441 names in our universe.
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 | $39 | −0.32 | $1.85 Sep 28 | $185.00 | $3,900 | 4.74% | 54.1% | $37.15 | 103 | 5 |
| 0.20Δ | $36 | −0.19 | $1.16 Sep 28 | $116.00 | $3,600 | 3.22% | 36.8% | $34.84 | 154 | 27 |
Snapshot #221 · session 2026-09-28 · captured 22:41 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 32
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $37.50 | −0.30 | $3.05 Sep 28 | $305.00 | $3,750 | 8.13% | 36.7% | $34.45 | 916 | 14 |
| 0.20Δ | $35 | −0.23 | $2.20 Sep 28 | $220.00 | $3,500 | 6.29% | 28.3% | $32.80 | 11,463 | 227 |
Snapshot #221 · session 2026-09-28 · captured 22:41 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 81
Covered calls on RBLX
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $50 | 0.28 | $1.48 Sep 28 | $148.00 | 3.54% | 40.3% | 22.98% | 262.1% | 252 | 212 |
| 0.20Δ | $53 | 0.20 | $1.04 Sep 28 | $104.00 | 2.48% | 28.3% | 29.10% | 331.9% | 70 | 10 |
Snapshot #221 · session 2026-09-28 · captured 22:41 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 32
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $52.50 | 0.32 | $2.67 Sep 28 | $267.00 | 6.38% | 28.7% | 31.80% | 143.3% | 1,062 | 162 |
| 0.20Δ | $60 | 0.19 | $1.30 Sep 28 | $130.00 | 3.11% | 14.0% | 46.44% | 209.3% | 1,641 | 140 |
Snapshot #221 · session 2026-09-28 · captured 22:41 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 81
RBLX volatility, dividends and liquidity
- Implied volatility (ATM, ≈30 days)
- 74.4%session 2026-09-28
- IV rank / IV percentile
- Unavailable1
- Next earnings
- Unavailable2
- Next ex-dividend
- None announcedchecked Sep 28, 2026
- Open interest, stored window
- 35,554 contractssession 2026-09-28
- Largest open-interest line
- $35 put · Dec 18 · 11,463
- Bid/ask spread
- Unavailable3
- Options liquidity rank
- #184 of 441 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 (1 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.