Symbol:    
Roku Inc [Class A] 
Options Root:  Open Help    ROKU  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days38.18%38.94%91.46%149.38% - 07-Jan26.13% - 02-May
20 days53.64%55.15%70.99%118.10% - 07-Jan38.68% - 20-Feb
30 days67.11%67.94%89.65%102.37% - 09-Nov41.78% - 28-Sep
  IMPLIED VOLATILITY Open Help
IV Index call Open Help78.92%78.10%62.11%101.81% - 29-Oct44.98% - 16-Aug
IV Index put Open Help78.00%77.46%61.47%101.55% - 29-Oct44.88% - 17-Aug
IV Index mean Open Help78.46%77.78%61.79%101.68% - 29-Oct44.97% - 17-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days19.88%12.46%27.68%76.43% - 04-Jan-6.16% - 21-Jun
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
55.41%57.21% 2.6100N/A
(?)
2.610May 03, 2019 57.5111.925N/A
(?)
1.9250-42.92%56.80%
56.36%53.66% 2.39000.56
(30.96)
2.390May 03, 2019 58.0112.100-0.98
(-31.71)
2.1000-46.41%55.09%
54.87%50.06% 2.0900N/A
(?)
2.090May 03, 2019 58.5112.330N/A
(?)
2.3300-50.04%54.35%
55.42%46.58% 1.89000.44
(30.34)
1.890May 03, 2019 59.0112.635-1.06
(-28.78)
2.6350-53.56%55.03%
92.50%56.66% 5.12500.70
(15.82)
5.125May 10, 2019 57.5184.425-0.82
(-15.71)
4.4250-43.36%93.71%
92.26%54.99% 4.87500.75
(18.18)
4.875May 10, 2019 58.0184.575-0.90
(-16.44)
4.5750-45.09%91.57%
92.84%53.35% 4.67500.65
(16.15)
4.675May 10, 2019 58.5184.825-0.93
(-16.09)
4.8250-46.78%91.16%
92.29%51.67% 4.42500.60
(15.69)
4.425May 10, 2019 59.0185.125-0.98
(-15.98)
5.1250-48.43%91.58%
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