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 days57.87%48.41%82.02%149.38% - 07-Jan23.38% - 08-May
20 days105.93%104.35%61.30%118.10% - 07-Jan33.88% - 08-May
30 days97.50%93.96%77.91%102.37% - 09-Nov43.40% - 20-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help83.15%84.60%56.69%101.81% - 29-Oct49.40% - 16-May
IV Index put Open Help82.72%82.93%56.37%101.55% - 29-Oct50.23% - 16-May
IV Index mean Open Help82.93%83.76%56.53%101.68% - 29-Oct49.81% - 16-May
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days25.33%26.29%25.78%76.43% - 04-Jan-9.84% - 07-Aug
.
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
64.10%55.80% 5.8750-2.35
(-28.57)
5.875Oct 25, 2019 118.0114.6750.08
(1.63)
4.6750-44.23%63.89%
64.08%52.79% 5.3750-2.35
(-30.42)
5.375Oct 25, 2019 119.0115.1750.15
(2.99)
5.1750-47.26%63.88%
63.70%49.76% 4.8750-2.30
(-32.06)
4.875Oct 25, 2019 120.0115.6750.20
(3.65)
5.6750-50.30%63.46%
63.56%46.75% 4.4250-2.20
(-33.21)
4.425Oct 25, 2019 121.0116.2250.25
(4.18)
6.2250-53.33%63.31%
61.15%55.74% 7.0500-2.57
(-26.75)
7.050Nov 01, 2019 118.0185.800-0.02
(-0.43)
5.8000-44.30%60.87%
61.30%53.29% 6.5750-2.53
(-27.75)
6.575Nov 01, 2019 119.0186.350-0.08
(-1.17)
6.3500-46.77%61.30%
60.97%50.81% 6.0750-2.48
(-28.95)
6.075Nov 01, 2019 120.0186.8250.05
(0.74)
6.8250-49.27%60.69%
60.66%48.33% 5.6000-2.42
(-30.22)
5.600Nov 01, 2019 121.0187.3250.10
(1.38)
7.3250-51.80%60.17%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The EdgeExploring The Edge
.