ROKU option chain Roku, Inc.
Cboe delayed options data · as of 06:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.0% (149.76–165.64) · ATM IV 17.7% · P/C open interest 1.85
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 76.60 | 78.95 | 235 | 1.00 | 0.0002 | 0.000 | 80 | 0 | 0.1500 | 353 | 80.8% | -0.00 | 0.0002 | -0.005 | |||
| 72.35 | 73.50 | 254 | 0.99 | 0.0003 | 0.000 | 85 | 0 | 0.0500 | 21 | 65.9% | -0.00 | 0.0003 | -0.005 | |||
| 66.65 | 70.00 | 256 | 84.1% | 0.99 | 0.0004 | 0.000 | 90 | 0 | 0.0600 | 39 | 61.3% | -0.00 | 0.0004 | -0.005 | ||
| 61.20 | 65.05 | 214 | 65.4% | 0.99 | 0.0005 | 0.000 | 95 | 0 | 0.0700 | 17 | 56.8% | -0.01 | 0.0005 | -0.006 | ||
| 56.25 | 60.05 | 2 | 227 | 59.3% | 0.99 | 0.0006 | 0.000 | 100 | 0.0100 | 0.0700 | 1 | 372 | 52.3% | -0.01 | 0.0006 | -0.006 |
| 51.25 | 55.10 | 2 | 16 | 53.4% | 0.99 | 0.0008 | 0.000 | 105 | 0 | 0.1800 | 87 | 52.0% | -0.01 | 0.0008 | -0.007 | |
| 46.30 | 50.15 | 45 | 49.2% | 0.99 | 0.0011 | 0.000 | 110 | 0 | 1.55 | 1 | 60 | 67.2% | -0.01 | 0.0011 | -0.008 | |
| 41.50 | 45.20 | 186 | 47.9% | 0.99 | 0.0014 | -0.001 | 115 | 0 | 0.1900 | 2 | 453 | 41.9% | -0.01 | 0.0014 | -0.009 | |
| 36.70 | 40.25 | 32 | 45.1% | 0.98 | 0.0019 | -0.003 | 120 | 0 | 0.1900 | 5 | 351 | 37.0% | -0.02 | 0.0019 | -0.009 | |
| 31.95 | 34.45 | 51 | 26.7% | 0.98 | 0.0027 | -0.005 | 125 | 0.0700 | 0.2200 | 67 | 34.2% | -0.02 | 0.0027 | -0.011 | ||
| 26.90 | 29.45 | 42 | 0.97 | 0.0039 | -0.007 | 130 | 0.0400 | 0.6600 | 30 | 34.4% | -0.03 | 0.0039 | -0.012 | |||
| 21.70 | 25.50 | 48 | 29.3% | 0.96 | 0.0059 | -0.010 | 135 | 0.1400 | 0.3200 | 8 | 111 | 26.6% | -0.04 | 0.0059 | -0.014 | |
| 16.80 | 20.65 | 133 | 25.2% | 0.94 | 0.0094 | -0.014 | 140 | 0.3300 | 0.4000 | 35 | 5,203 | 23.7% | -0.06 | 0.0095 | -0.018 | |
| 12.00 | 15.60 | 99 | 20.0% | 0.89 | 0.0159 | -0.021 | 145 | 0.1300 | 1.02 | 162 | 20.6% | -0.11 | 0.0161 | -0.023 | ||
| 7.80 | 11.65 | 441 | 20.5% | 0.80 | 0.0265 | -0.031 | 150 | 0.6800 | 1.52 | 5 | 198 | 18.5% | -0.20 | 0.0269 | -0.033 | |
| 5.50 | 8.00 | 2 | 367 | 22.7% | 0.64 | 0.0366 | -0.042 | 155 | 0.5200 | 4.40 | 1 | 52 | 17.9% | -0.36 | 0.0374 | -0.044 |
| 1.18 | 4.95 | 6 | 118 | 17.4% | 0.45 | 0.0391 | -0.045 | 160 | 2.90 | 6.85 | 5 | 84 | 17.9% | -0.56 | 0.0405 | -0.046 |
| 0.2000 | 3.05 | 147 | 18.4% | 0.27 | 0.0325 | -0.038 | 165 | 6.20 | 10.30 | 2 | 17.6% | -0.74 | 0.0346 | -0.040 | ||
| 0.1500 | 1.08 | 203 | 17.7% | 0.16 | 0.0224 | -0.030 | 170 | 10.45 | 14.40 | 4 | 16.8% | -0.86 | 0.0244 | -0.031 | ||
| 0 | 1.96 | 504 | 25.8% | 0.11 | 0.0152 | -0.027 | 175 | 15.30 | 19.15 | -0.91 | 0.0171 | -0.026 | ||||
| 0 | 1.98 | 414 | 30.6% | 0.09 | 0.0110 | -0.025 | 180 | 20.30 | 24.40 | 24.3% | -0.94 | 0.0127 | -0.025 | |||
| 0 | 2.20 | 85 | 36.1% | 0.07 | 0.0083 | -0.023 | 185 | 25.30 | 29.40 | 28.2% | -0.96 | 0.0105 | -0.025 | |||
| 0 | 2.17 | 63 | 40.2% | 0.06 | 0.0064 | -0.022 | 190 | 30.30 | 34.40 | 32.0% | -0.97 | 0.0088 | -0.025 | |||
| 0 | 1.07 | 3 | 37.6% | 0.05 | 0.0052 | -0.020 | 195 | 35.30 | 39.40 | 35.5% | -0.98 | 0.0065 | -0.023 | |||
| 0 | 0.2500 | 4 | 32.0% | 0.04 | 0.0042 | -0.019 | 200 | 40.30 | 44.40 | 39.0% | -0.99 | 0.0048 | -0.024 | |||
| 0 | 2.13 | 7 | 55.1% | 0.03 | 0.0030 | -0.017 | 210 | 50.30 | 54.40 | 45.5% | -0.99 | 0.0026 | -0.021 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs