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 days44.92%51.99%51.29%135.87% - 23-Sep23.38% - 08-May
20 days45.58%51.38%76.61%114.13% - 15-Oct33.88% - 08-May
30 days44.98%67.63%88.69%102.52% - 15-Oct43.40% - 20-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help77.55%59.07%62.93%95.90% - 05-Aug49.40% - 16-May
IV Index put Open Help77.18%57.95%62.47%96.41% - 05-Aug50.23% - 16-May
IV Index mean Open Help77.36%58.51%62.70%96.16% - 05-Aug49.81% - 16-May
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days25.46%32.37%13.95%64.01% - 17-Jan-9.84% - 07-Aug
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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
48.98%56.58% 5.7250-1.20
(-17.33)
5.725Jan 31, 2020 129.0144.225-0.52
(-11.05)
4.2250-43.44%48.55%
48.84%53.39% 5.2000-1.18
(-18.43)
5.200Jan 31, 2020 130.0144.700-0.50
(-9.62)
4.7000-46.67%48.39%
48.64%50.18% 4.7000-1.18
(-20.00)
4.700Jan 31, 2020 131.0145.200-0.50
(-8.77)
5.2000-49.91%48.18%
48.37%46.96% 4.2250-1.17
(-21.76)
4.225Jan 31, 2020 132.0145.775-0.45
(-7.23)
5.7750-53.10%48.42%
51.58%56.19% 7.1750-1.05
(-12.77)
7.175Feb 07, 2020 129.0215.625-0.43
(-7.02)
5.6250-43.86%51.14%
51.38%53.71% 6.6500-1.07
(-13.92)
6.650Feb 07, 2020 130.0216.100-0.40
(-6.15)
6.1000-46.36%50.92%
51.18%51.22% 6.1500-1.05
(-14.58)
6.150Feb 07, 2020 131.0216.625-0.38
(-5.36)
6.6250-48.87%50.91%
51.19%48.75% 5.7000-1.03
(-15.24)
5.700Feb 07, 2020 132.0217.175-0.35
(-4.65)
7.1750-51.36%50.98%
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