ROKU option chain Roku, Inc.

Expiration 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 ±10.7% (140.75–174.65) · ATM IV 18.1% · P/C open interest 0.83

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
77.25	81.00		6	52.8%	0.98	0.0007	0.000	80	0.0500	2.28		29	59.8%	-0.01	0.0007	-0.005
72.40	76.20		9	49.5%	0.98	0.0008	0.000	85	0	2.33		14	55.3%	-0.02	0.0008	-0.005
67.50	70.35		7	36.6%	0.97	0.0010	0.000	90	0	1.37		12	45.7%	-0.02	0.0010	-0.006
62.45	66.50		14	41.1%	0.97	0.0012	0.000	95	0	2.44		2	47.4%	-0.02	0.0012	-0.006
57.75	61.70		35	39.1%	0.97	0.0015	0.000	100	0	2.52			43.8%	-0.03	0.0016	-0.007
53.00	56.85		16	36.4%	0.96	0.0019	0.000	105	0	1.73			36.8%	-0.03	0.0019	-0.007
47.90	52.05		82	32.4%	0.95	0.0024	0.000	110	0	1.55		33	32.6%	-0.04	0.0024	-0.008
43.20	47.25		23	30.3%	0.94	0.0030	0.000	115	0	1.89		35	30.8%	-0.05	0.0030	-0.009
38.45	42.50		32	28.0%	0.93	0.0038	-0.002	120	0	2.99		10	31.0%	-0.06	0.0038	-0.009
33.65	37.80		18	25.6%	0.92	0.0048	-0.004	125	0	2.35		10	25.8%	-0.08	0.0049	-0.010
29.50	33.15		29	24.9%	0.90	0.0062	-0.006	130	0.1500	3.05		15	24.7%	-0.10	0.0064	-0.011
24.55	28.60		15	22.1%	0.87	0.0080	-0.008	135	0.8000	3.45		16	23.5%	-0.13	0.0083	-0.013
20.75	23.50		26	20.4%	0.83	0.0103	-0.011	140	0.3000	4.10		19	20.3%	-0.17	0.0107	-0.015
16.45	20.45	2	94	20.5%	0.78	0.0130	-0.013	145	1.45	3.90		21	18.2%	-0.22	0.0136	-0.017
13.00	16.75		58	19.9%	0.71	0.0156	-0.016	150	2.20	5.75		2	17.8%	-0.30	0.0166	-0.019
9.60	13.45		13	19.0%	0.62	0.0179	-0.018	155	3.85	7.65		1	17.5%	-0.39	0.0194	-0.020
6.80	10.65	2	48	18.5%	0.53	0.0194	-0.019	160	6.25	10.20			17.7%	-0.49	0.0216	-0.021
4.65	7.00		605	16.8%	0.43	0.0198	-0.018	165	9.05	11.60	4	15	15.8%	-0.60	0.0229	-0.021
2.11	6.15		70	16.8%	0.34	0.0189	-0.017	170	12.05	16.15			16.4%	-0.72	0.0231	-0.019
0.7600	4.65		42	16.3%	0.26	0.0167	-0.015	175	16.05	20.00			16.2%	-0.82	0.0222	-0.017
0.0100	3.80		20	16.7%	0.19	0.0140	-0.013	180	20.45	24.35			15.4%	-0.91	0.0197	-0.015
0	3.20		3	18.0%	0.15	0.0113	-0.011	185	25.30	29.40				-0.97	0.0177	-0.008
0	2.83		44	19.4%	0.12	0.0092	-0.010	190	30.30	34.40				-0.99	0.0039	-0.021
0	2.60		1	20.9%	0.10	0.0076	-0.009	195	35.30	39.40				-1.00	0.0000	-0.022
0	1.13	2		18.8%	0.08	0.0064	-0.009	200	40.30	44.40				-1.00	0.0000	-0.022
0	2.28		1	25.5%	0.06	0.0047	-0.008	210	50.30	54.40				-1.00	0.0000	-0.022

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 — Mar 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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ROKU option chain Roku, Inc.

Volatility smile — Mar 19, 2027

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