ROKU option chain Roku, Inc.
Cboe delayed options data · as of 00:38 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 ±9.0% (143.57–171.82) · ATM IV 18.2% · P/C open interest 2.00
| 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 | |
| 77.00 | 80.65 | 352 | 58.1% | 0.99 | 0.0003 | 0.000 | 80 | 0.0500 | 0.1300 | 1,834 | 47.8% | -0.00 | 0.0003 | -0.002 | ||
| 71.85 | 75.70 | 270 | 49.8% | 0.99 | 0.0004 | 0.000 | 85 | 0.0100 | 0.1700 | 460 | 43.9% | -0.01 | 0.0004 | -0.002 | ||
| 67.00 | 70.80 | 286 | 46.9% | 0.99 | 0.0005 | 0.000 | 90 | 0.0500 | 1.15 | 556 | 53.6% | -0.01 | 0.0005 | -0.003 | ||
| 62.05 | 65.90 | 360 | 42.7% | 0.99 | 0.0007 | 0.000 | 95 | 0.0900 | 0.6500 | 1,093 | 45.2% | -0.01 | 0.0007 | -0.003 | ||
| 57.15 | 61.00 | 1,001 | 39.3% | 0.98 | 0.0009 | 0.000 | 100 | 0 | 1.95 | 467 | 49.7% | -0.01 | 0.0009 | -0.004 | ||
| 52.20 | 56.10 | 384 | 35.5% | 0.98 | 0.0011 | 0.000 | 105 | 0 | 2.29 | 658 | 47.1% | -0.01 | 0.0012 | -0.004 | ||
| 48.05 | 51.25 | 311 | 38.1% | 0.98 | 0.0015 | 0.000 | 110 | 0 | 1.26 | 202 | 37.5% | -0.02 | 0.0015 | -0.005 | ||
| 42.50 | 46.35 | 498 | 30.5% | 0.97 | 0.0021 | 0.000 | 115 | 0 | 1.03 | 211 | 32.4% | -0.02 | 0.0021 | -0.006 | ||
| 38.00 | 41.45 | 350 | 29.7% | 0.96 | 0.0028 | 0.000 | 120 | 0 | 0.7000 | 85 | 26.8% | -0.03 | 0.0029 | -0.007 | ||
| 34.50 | 36.55 | 616 | 31.8% | 0.95 | 0.0039 | 0.000 | 125 | 0 | 0.7900 | 84 | 24.1% | -0.04 | 0.0040 | -0.008 | ||
| 28.10 | 31.90 | 10 | 1,190 | 23.7% | 0.93 | 0.0055 | -0.002 | 130 | 0.0500 | 0.7900 | 58 | 21.1% | -0.06 | 0.0056 | -0.010 | |
| 23.50 | 27.25 | 80 | 22.2% | 0.91 | 0.0077 | -0.005 | 135 | 0.6000 | 1.00 | 3 | 117 | 20.9% | -0.09 | 0.0080 | -0.012 | |
| 19.00 | 23.00 | 516 | 21.3% | 0.87 | 0.0108 | -0.010 | 140 | 0.1400 | 2.41 | 52 | 20.0% | -0.13 | 0.0111 | -0.015 | ||
| 14.90 | 18.90 | 457 | 20.6% | 0.80 | 0.0144 | -0.015 | 145 | 0.9600 | 3.75 | 45 | 20.4% | -0.20 | 0.0149 | -0.019 | ||
| 11.15 | 15.10 | 1,785 | 19.8% | 0.72 | 0.0180 | -0.019 | 150 | 1.76 | 4.95 | 34 | 19.1% | -0.28 | 0.0188 | -0.023 | ||
| 7.80 | 11.70 | 313 | 19.0% | 0.62 | 0.0209 | -0.022 | 155 | 4.20 | 7.20 | 17 | 20.5% | -0.39 | 0.0222 | -0.025 | ||
| 4.85 | 8.70 | 400 | 18.0% | 0.52 | 0.0226 | -0.024 | 160 | 5.35 | 9.35 | 48 | 18.4% | -0.50 | 0.0246 | -0.026 | ||
| 2.75 | 6.65 | 1 | 555 | 17.9% | 0.40 | 0.0227 | -0.023 | 165 | 8.10 | 12.00 | 15 | 17.5% | -0.63 | 0.0256 | -0.025 | |
| 1.90 | 3.30 | 51 | 73 | 16.3% | 0.29 | 0.0208 | -0.020 | 170 | 11.65 | 15.50 | 17.2% | -0.76 | 0.0248 | -0.021 | ||
| 1.00 | 2.05 | 21 | 99 | 16.1% | 0.21 | 0.0173 | -0.017 | 175 | 15.80 | 19.75 | 17.5% | -0.87 | 0.0219 | -0.017 | ||
| 0.8500 | 1.45 | 331 | 17.4% | 0.14 | 0.0134 | -0.013 | 180 | 20.40 | 24.50 | 18.4% | -0.95 | 0.0203 | -0.014 | |||
| 0.5000 | 2.84 | 57 | 22.5% | 0.10 | 0.0102 | -0.011 | 185 | 25.30 | 29.35 | 19.6% | -0.99 | 0.0062 | -0.027 | |||
| 0 | 1.00 | 580 | 18.4% | 0.08 | 0.0079 | -0.010 | 190 | 30.30 | 34.40 | 22.5% | -1.00 | 0.0000 | -0.035 | |||
| 0 | 1.00 | 3 | 20.5% | 0.06 | 0.0063 | -0.009 | 195 | 35.30 | 39.40 | 24.9% | -1.00 | 0.0000 | -0.035 | |||
| 0 | 0.4200 | 1,084 | 19.2% | 0.05 | 0.0051 | -0.008 | 200 | 40.30 | 44.40 | 27.2% | -1.00 | 0.0000 | -0.035 | |||
| 0 | 1.00 | 3 | 26.2% | 0.04 | 0.0035 | -0.007 | 210 | 50.30 | 54.40 | 31.4% | -1.00 | 0.0000 | -0.035 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs