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Roblox Corporation RBLX 49.31 3.86 8.49%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $48.98
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$1.34 $47.64 – $50.32 $47.37 – $50.59 $46.10 – $51.85
2 sessions ±3.8% ±$1.86 $47.11 – $50.84 $46.72 – $51.24 $44.96 – $53.00
3 sessions ±4.9% ±$2.38 $46.60 – $51.36 $46.14 – $51.82 $43.91 – $54.05
1 week ±6.3% ±$3.06 $45.92 – $52.04 $45.24 – $52.72 $42.46 – $55.50
2 weeks ±8.8% ±$4.32 $44.65 – $53.30 $43.63 – $54.33 $39.76 – $58.20
3 weeks ±10.6% ±$5.19 $43.79 – $54.17 $42.52 – $55.43 $38.01 – $59.95
1 month ±12.5% ±$6.14 $42.84 – $55.12 $41.32 – $56.64 $35.96 – $61.99
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.51%
Average actual move
14.58%
Beyond the implied move
3 / 6
Median IV change
-46.55%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±14.77% -18.05% 1.22× —
July 31, 2026 ±13.30% -26.85% 2.02× —
May 01, 2026 ±14.30% -18.33% 1.28× —
July 31, 2025 ±13.03% +10.28% 0.79× 88.3% → 49.2%
May 01, 2025 ±12.27% +2.91% 0.24× 84.3% → 45.1%
February 06, 2025 ±13.38% -11.06% 0.83× 88.1% → 39.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →