ROKU option chain Roku, Inc.
Cboe delayed options data · as of 18:42 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 ±3.9% (149.00–161.20) · ATM IV 22.0% · P/C open interest 0.25
| 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 | |
| 73.10 | 76.95 | 0.99 | 0.0005 | -0.018 | 80 | 0 | 2.13 | 186.8% | -0.01 | 0.0005 | -0.028 | |||||
| 68.10 | 71.85 | 0.99 | 0.0006 | -0.020 | 85 | 0 | 2.13 | 172.0% | -0.01 | 0.0006 | -0.030 | |||||
| 63.15 | 66.95 | 0.99 | 0.0008 | -0.023 | 90 | 0 | 2.13 | 158.0% | -0.01 | 0.0008 | -0.032 | |||||
| 58.15 | 61.40 | 0.99 | 0.0010 | -0.026 | 95 | 0 | 2.13 | 144.8% | -0.01 | 0.0010 | -0.034 | |||||
| 53.15 | 56.85 | 0.98 | 0.0012 | -0.029 | 100 | 0 | 2.14 | 132.2% | -0.02 | 0.0012 | -0.036 | |||||
| 48.20 | 52.15 | 0.98 | 0.0015 | -0.032 | 105 | 0 | 2.14 | 120.1% | -0.02 | 0.0015 | -0.039 | |||||
| 43.20 | 47.20 | 0.98 | 0.0020 | -0.035 | 110 | 0 | 2.15 | 108.5% | -0.02 | 0.0020 | -0.041 | |||||
| 38.40 | 41.40 | 1 | 0.97 | 0.0025 | -0.038 | 115 | 0 | 1.75 | 92.5% | -0.03 | 0.0026 | -0.044 | ||||
| 33.30 | 36.75 | 2 | 0.96 | 0.0034 | -0.042 | 120 | 0 | 1.55 | 79.6% | -0.04 | 0.0034 | -0.047 | ||||
| 28.35 | 31.80 | 6 | 0.96 | 0.0045 | -0.046 | 125 | 0 | 1.56 | 69.6% | -0.04 | 0.0045 | -0.051 | ||||
| 23.40 | 26.40 | 5 | 0.94 | 0.0062 | -0.051 | 130 | 0 | 1.61 | 60.1% | -0.06 | 0.0062 | -0.054 | ||||
| 18.50 | 22.00 | 0.93 | 0.0089 | -0.055 | 135 | 0 | 1.61 | 50.3% | -0.07 | 0.0090 | -0.059 | |||||
| 14.55 | 18.15 | 0.91 | 0.0123 | -0.059 | 139 | 0 | 2.40 | 48.0% | -0.09 | 0.0124 | -0.062 | |||||
| 13.65 | 17.25 | 23.2% | 0.90 | 0.0134 | -0.061 | 140 | 0 | 1.77 | 41.6% | -0.10 | 0.0135 | -0.063 | ||||
| 12.60 | 16.30 | 21.7% | 0.89 | 0.0147 | -0.062 | 141 | 0 | 2.46 | 44.1% | -0.11 | 0.0148 | -0.064 | ||||
| 12.35 | 14.75 | 2 | 24.2% | 0.88 | 0.0161 | -0.063 | 142 | 0 | 2.20 | 40.3% | -0.12 | 0.0162 | -0.065 | |||
| 11.40 | 14.65 | 8 | 31.9% | 0.87 | 0.0178 | -0.064 | 143 | 0 | 2.35 | 39.1% | -0.13 | 0.0179 | -0.066 | |||
| 10.20 | 13.00 | 6 | 22.3% | 0.86 | 0.0196 | -0.065 | 144 | 0 | 2.59 | 38.3% | -0.14 | 0.0197 | -0.067 | |||
| 9.40 | 11.70 | 19.4% | 0.85 | 0.0217 | -0.067 | 145 | 0.1800 | 2.65 | 37.3% | -0.15 | 0.0219 | -0.069 | ||||
| 8.70 | 11.20 | 25.0% | 0.84 | 0.0241 | -0.068 | 146 | 0 | 2.73 | 34.5% | -0.17 | 0.0243 | -0.070 | ||||
| 7.45 | 9.70 | 3 | 16.8% | 0.82 | 0.0268 | -0.069 | 147 | 0 | 2.80 | 32.6% | -0.18 | 0.0271 | -0.071 | |||
| 6.85 | 8.90 | 2 | 20.0% | 0.80 | 0.0299 | -0.071 | 148 | 0.5200 | 1.20 | 24.7% | -0.20 | 0.0302 | -0.072 | |||
| 5.85 | 8.25 | 1 | 15 | 20.2% | 0.78 | 0.0334 | -0.072 | 149 | 0 | 3.10 | 29.2% | -0.22 | 0.0338 | -0.074 | ||
| 5.10 | 7.50 | 1 | 10 | 20.6% | 0.75 | 0.0373 | -0.074 | 150 | 0.7300 | 1.70 | 21 | 23.7% | -0.25 | 0.0378 | -0.075 | |
| 2.61 | 5.20 | 1 | 21 | 15.6% | 0.66 | 0.0478 | -0.077 | 152.5 | 0.4000 | 3.90 | 2 | 24.9% | -0.35 | 0.0485 | -0.079 | |
| 2.70 | 3.50 | 3 | 35 | 20.9% | 0.53 | 0.0550 | -0.079 | 155 | 2.25 | 3.75 | 3 | 15 | 23.1% | -0.47 | 0.0560 | -0.081 |
| 1.02 | 3.00 | 14 | 21.1% | 0.40 | 0.0538 | -0.076 | 157.5 | 3.65 | 5.35 | 6 | 23.9% | -0.61 | 0.0552 | -0.078 | ||
| 0.9300 | 1.67 | 19 | 38 | 21.8% | 0.28 | 0.0457 | -0.068 | 160 | 4.65 | 8.05 | 25.4% | -0.73 | 0.0472 | -0.069 | ||
| 0 | 2.80 | 28.2% | 0.19 | 0.0356 | -0.056 | 162.5 | 6.75 | 10.05 | 26.9% | -0.83 | 0.0372 | -0.057 | ||||
| 0.1300 | 2.57 | 32.7% | 0.13 | 0.0262 | -0.045 | 165 | 8.70 | 12.30 | 27.4% | -0.89 | 0.0280 | -0.046 | ||||
| 0 | 2.42 | 35.9% | 0.09 | 0.0194 | -0.039 | 167.5 | 11.15 | 14.70 | 30.6% | -0.92 | 0.0210 | -0.041 | ||||
| 0 | 2.34 | 39.8% | 0.08 | 0.0151 | -0.037 | 170 | 13.15 | 17.10 | 29.6% | -0.94 | 0.0166 | -0.038 | ||||
| 0 | 2.29 | 43.6% | 0.07 | 0.0122 | -0.036 | 172.5 | 15.65 | 19.55 | 32.5% | -0.95 | 0.0135 | -0.037 | ||||
| 0 | 2.24 | 47.2% | 0.06 | 0.0101 | -0.035 | 175 | 18.10 | 22.05 | 35.2% | -0.96 | 0.0113 | -0.036 | ||||
| 0 | 1.79 | 47.8% | 0.05 | 0.0086 | -0.034 | 177.5 | 20.60 | 24.55 | 38.4% | -0.96 | 0.0095 | -0.035 | ||||
| 0 | 1.97 | 52.6% | 0.05 | 0.0073 | -0.034 | 180 | 23.10 | 27.05 | 41.5% | -0.97 | 0.0082 | -0.034 | ||||
| 0 | 1.55 | 1 | 56.0% | 0.04 | 0.0056 | -0.032 | 185 | 28.10 | 32.05 | 47.4% | -0.98 | 0.0063 | -0.032 | |||
| 0 | 1.95 | 65.7% | 0.03 | 0.0044 | -0.030 | 190 | 33.15 | 37.05 | 53.9% | -0.98 | 0.0050 | -0.030 | ||||
| 0 | 1.57 | 68.3% | 0.03 | 0.0035 | -0.029 | 195 | 38.15 | 42.05 | 59.3% | -0.99 | 0.0039 | -0.027 | ||||
| 0 | 1.55 | 73.7% | 0.02 | 0.0029 | -0.027 | 200 | 43.10 | 47.05 | 63.6% | -0.99 | 0.0030 | -0.026 | ||||
| 0 | 1.16 | 74.5% | 0.02 | 0.0024 | -0.025 | 205 | 48.10 | 52.05 | 68.6% | -0.99 | 0.0024 | -0.024 | ||||
| 0 | 1.75 | 86.5% | 0.02 | 0.0020 | -0.023 | 210 | 53.15 | 57.05 | 74.5% | -0.99 | 0.0019 | -0.023 | ||||
| 0 | 2.13 | 95.5% | 0.02 | 0.0017 | -0.022 | 215 | 58.15 | 62.05 | 79.1% | -1.00 | 0.0015 | -0.020 | ||||
| 0 | 2.13 | 100.5% | 0.01 | 0.0014 | -0.020 | 220 | 63.10 | 67.05 | 82.6% | -1.00 | 0.0011 | -0.020 | ||||
| 0 | 2.13 | 1 | 105.3% | 0.01 | 0.0012 | -0.019 | 225 | 68.10 | 72.05 | 87.0% | -1.00 | 0.0008 | -0.019 | |||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs