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Roku, Inc. Class A Common Stock ROKU

i

Market datapartial · fetched 2026-11-03T22:38:53.606Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T22:07:23.945576466Z

FundamentalsAlpha Vantage · unavailable

Share price$160.32
1D+2.7%
AH$153$155$157$160$1625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROKU
Sold putSold callAH

Roku, Inc. Class A Common Stock options

Live interpolated ROKU call and put midpoint premiums by absolute delta.Roku, Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.16$0.17$0.50$0.83$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEROKU PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.85%
Daily close
ROKU12.1%28.3%44.5%2026-08-05: 37.38%2026-08-06: 42.25%2026-08-07: 18.34%2026-08-10: 14.93%2026-08-14: 14.86%2026-08-18: 16.43%2026-08-19: 14.78%2026-08-20: 16.58%2026-08-21: 14.53%2026-08-24: 16.74%2026-08-27: 23.26%2026-08-28: 15.44%2026-08-31: 18.65%2026-09-01: 21.09%2026-09-02: 19.61%2026-09-03: 22.71%2026-09-04: 18.53%2026-09-08: 23.02%2026-09-09: 22.24%2026-09-11: 15.89%2026-09-14: 14.96%2026-09-15: 17.44%2026-09-16: 17.78%2026-09-18: 14.37%2026-09-21: 17.08%2026-09-25: 18.94%2026-09-28: 20.68%2026-09-29: 18.17%2026-09-30: 18.06%2026-10-01: 19.88%2026-10-02: 16.99%2026-10-06: 18.68%2026-10-07: 21.04%2026-10-08: 21.74%2026-10-09: 15.95%2026-10-12: 16.45%2026-10-13: 19.28%2026-10-14: 22.03%2026-10-15: 20.80%2026-10-16: 18.68%2026-10-19: 21.24%2026-10-20: 19.75%2026-10-21: 21.06%2026-10-22: 20.49%2026-10-23: 19.99%2026-10-26: 20.70%2026-10-27: 21.88%2026-10-28: 23.03%2026-10-30: 22.85%Aug 5Sep 21Oct 30
49 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
37.38%
42.25%
18.34%
14.93%
14.86%
16.43%
14.78%
16.58%
14.53%
16.74%
23.26%
15.44%
18.65%
21.09%
19.61%
22.71%
18.53%
23.02%
22.24%
15.89%
14.96%
17.44%
17.78%
14.37%
17.08%
18.94%
20.68%
18.17%
18.06%
19.88%
16.99%
18.68%
21.04%
21.74%
15.95%
16.45%
19.28%
22.03%
20.80%
18.68%
21.24%
19.75%
21.06%
20.49%
19.99%
20.70%
21.88%
23.03%
22.85%