Roku, Inc. (ROKU)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 18:42 UTC · Figures derived from the full chain (1,204 contracts, 17 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±4.9% (range 147.57–162.62) by Nov 20, 2026. ATM straddle: 7.53 @ strike 155 · ATM IV: 20.4%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 139.59 | -10% | 95.7% | 4.3% |
| 147.34 | -5% | 79.4% | 20.6% |
| 155.10 | +0% | 48.8% | 51.2% |
| 162.85 | +5% | 20.1% | 79.9% |
| 170.61 | +10% | 5.4% | 94.6% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±1.8% | 20.7% | 737 |
| Oct 30, 2026 | 11 | ±2.7% | 18.9% | 824 |
| Nov 06, 2026 | 18 | ±3.9% | 22.0% | 192 |
| Nov 13, 2026 | 25 | ±4.7% | 22.5% | 159 |
| Nov 20, 2026 | 32 | ±4.9% | 20.4% | 1,083 |
| Nov 27, 2026 | 39 | ±5.9% | 22.5% | 32 |
| Dec 18, 2026 | 60 | ±6.3% | 19.3% | 19.0K |
| Jan 15, 2027 | 88 | ±7.5% | 18.9% | 43.3K |
| Mar 19, 2027 | 151 | ±9.7% | 18.8% | 2,863 |
| Apr 16, 2027 | 179 | ±10.5% | 18.7% | 108 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 130 P · 3,395100 C · 2,551100 P · 2,520160 C · 1,771175 C · 1,272
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 90.3% of the time.
Past earnings reactions
Avg |reaction| 14.1% · median 9.7% (20 reports). Two-session close-to-close window; definition
About Roku, Inc.
Roku, Inc., alongside its affiliated companies, operates a significant platform for television streaming. The enterprise is segmented into two primary areas: Platform and Player. Through its platform, users can effortlessly explore and access a vast selection of content, including films, television series, live broadcasts, news updates, sports events, and other forms of entertainment. As of December 31, 2021, Roku had garnered 60.1 million active user accounts. Beyond its core streaming service, Roku generates revenue from diverse offerings such as digital and video advertisements, content distribution, and the management of subscriptions and billing. The company also facilitates various e-commerce transactions and provides opportunities for brand sponsorship and promotions. Roku further diversifies its business by manufacturing, marketing, and licensing smart televisions under the "Roku TV" brand. Additionally, it offers a line of Roku-branded hardware, which includes streaming devices, audio equipment, and related accessories. A specific revenue stream comes from selling dedicated channel buttons that are integrated into the remote controls of its streaming gadgets. Roku distribu
Communication Services · Entertainment · NASDAQ · Profile: Financial Modeling Prep
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