Symbol:    
Roku Inc [Class A] 
Options Root:  Open Help    ROKU  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days42.86%31.05%65.39%192.25% - 24-Mar28.88% - 29-Aug
20 days53.63%62.66%77.29%141.01% - 06-Apr42.89% - 06-Sep
30 days57.39%66.96%70.37%128.15% - 16-Apr43.93% - 30-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help84.07%82.68%66.72%129.20% - 16-Mar50.58% - 22-Aug
IV Index put Open Help83.39%84.11%66.59%130.12% - 16-Mar50.53% - 21-Aug
IV Index mean Open Help83.73%83.40%66.66%129.66% - 16-Mar50.57% - 22-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days25.36%27.67%33.58%79.12% - 17-Mar-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
109.50%59.39% 14.37503.50
(32.18)
14.375Aug 14, 2020 157.51110.125-3.43
(-25.28)
10.1250-40.61%110.07%
109.78%56.15% 13.15003.42
(35.22)
13.150Aug 14, 2020 160.01111.400-3.52
(-23.62)
11.4000-43.84%110.33%
112.01%53.02% 12.22503.55
(40.92)
12.225Aug 14, 2020 162.51112.800-3.55
(-21.71)
12.8000-47.02%111.02%
109.05%49.68% 10.80003.03
(38.91)
10.800Aug 14, 2020 165.01114.200-3.80
(-21.11)
14.2000-50.18%111.06%
95.09%59.25% 15.70004.05
(34.76)
15.700Aug 21, 2020 157.51811.225-3.10
(-21.64)
11.2250-40.73%93.95%
94.10%56.31% 14.32503.47
(32.03)
14.325Aug 21, 2020 160.01812.525-3.33
(-20.98)
12.5250-43.68%94.20%
96.12%53.48% 13.45003.72
(38.30)
13.450Aug 21, 2020 162.51813.900-3.50
(-20.11)
13.9000-46.60%94.50%
95.17%50.55% 12.22503.38
(38.14)
12.225Aug 21, 2020 165.01815.350-3.67
(-19.32)
15.3500-49.48%94.83%
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