ROKU option chain Roku, Inc.
Cboe delayed options data · as of 15:43 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 ±15.2% (130.95–177.95) · ATM IV 17.6% · P/C open interest 0.00
| 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 | |
| 74.00 | 79.00 | 13 | 37.7% | 0.95 | 0.0012 | 0.000 | 80 | 0 | 5.00 | 49.2% | -0.04 | 0.0012 | -0.006 | |||
| 69.50 | 74.50 | 1 | 36.9% | 0.94 | 0.0014 | 0.000 | 85 | 0 | 5.00 | 45.6% | -0.04 | 0.0014 | -0.006 | |||
| 65.00 | 69.50 | 34.0% | 0.94 | 0.0016 | 0.000 | 90 | 0 | 5.00 | 42.2% | -0.05 | 0.0016 | -0.006 | ||||
| 60.50 | 65.00 | 32.7% | 0.93 | 0.0019 | 0.000 | 95 | 0 | 5.00 | 38.9% | -0.05 | 0.0019 | -0.007 | ||||
| 56.00 | 60.50 | 31.3% | 0.92 | 0.0022 | 0.000 | 100 | 0 | 5.00 | 35.9% | -0.06 | 0.0023 | -0.007 | ||||
| 51.50 | 56.00 | 29.7% | 0.91 | 0.0026 | -0.001 | 105 | 0 | 5.00 | 32.9% | -0.07 | 0.0027 | -0.007 | ||||
| 46.50 | 51.50 | 26.9% | 0.90 | 0.0031 | -0.001 | 110 | 0 | 5.00 | 30.0% | -0.08 | 0.0032 | -0.008 | ||||
| 42.00 | 47.00 | 1 | 25.3% | 0.89 | 0.0037 | -0.002 | 115 | 0 | 5.00 | 27.3% | -0.09 | 0.0039 | -0.008 | |||
| 37.50 | 42.50 | 23.5% | 0.88 | 0.0045 | -0.003 | 120 | 0 | 5.00 | 24.6% | -0.11 | 0.0047 | -0.008 | ||||
| 33.50 | 38.00 | 1 | 22.5% | 0.86 | 0.0054 | -0.004 | 125 | 0 | 5.00 | 22.0% | -0.13 | 0.0058 | -0.009 | |||
| 29.00 | 34.00 | 1 | 21.2% | 0.83 | 0.0065 | -0.005 | 130 | 0.5000 | 5.50 | 20.8% | -0.16 | 0.0070 | -0.010 | |||
| 25.00 | 30.00 | 20.3% | 0.80 | 0.0078 | -0.007 | 135 | 1.00 | 6.00 | 19.3% | -0.19 | 0.0085 | -0.011 | ||||
| 21.50 | 26.50 | 20.1% | 0.76 | 0.0092 | -0.008 | 140 | 2.00 | 7.00 | 18.7% | -0.24 | 0.0101 | -0.012 | ||||
| 18.00 | 22.50 | 19.0% | 0.71 | 0.0105 | -0.009 | 145 | 3.50 | 8.50 | 18.5% | -0.29 | 0.0118 | -0.013 | ||||
| 14.50 | 19.50 | 18.4% | 0.65 | 0.0118 | -0.011 | 150 | 5.00 | 10.00 | 17.8% | -0.36 | 0.0135 | -0.014 | ||||
| 11.50 | 16.50 | 17.8% | 0.59 | 0.0128 | -0.011 | 155 | 7.00 | 12.00 | 17.4% | -0.43 | 0.0152 | -0.014 | ||||
| 9.00 | 14.00 | 9 | 17.6% | 0.53 | 0.0134 | -0.012 | 160 | 9.50 | 14.50 | 17.2% | -0.51 | 0.0166 | -0.015 | |||
| 7.00 | 11.50 | 15 | 17.3% | 0.46 | 0.0136 | -0.012 | 165 | 12.50 | 17.00 | 16.8% | -0.59 | 0.0176 | -0.015 | |||
| 5.50 | 9.70 | 10 | 17.4% | 0.40 | 0.0134 | -0.012 | 170 | 15.50 | 20.50 | 16.4% | -0.68 | 0.0184 | -0.015 | |||
| 3.50 | 8.50 | 17.2% | 0.34 | 0.0128 | -0.011 | 175 | 19.50 | 24.50 | 16.8% | -0.76 | 0.0189 | -0.015 | ||||
| 2.50 | 7.00 | 17.2% | 0.29 | 0.0119 | -0.011 | 180 | 23.50 | 28.50 | 16.2% | -0.84 | 0.0192 | -0.015 | ||||
| 1.50 | 6.00 | 17.2% | 0.24 | 0.0108 | -0.010 | 185 | 28.00 | 33.00 | -0.91 | 0.0188 | -0.014 | |||||
| 0.5000 | 5.00 | 16.8% | 0.21 | 0.0096 | -0.009 | 190 | 33.00 | 38.00 | -0.96 | 0.0141 | -0.014 | |||||
| 0 | 5.00 | 17.7% | 0.18 | 0.0086 | -0.009 | 195 | 38.00 | 43.00 | -0.98 | 0.0071 | -0.014 | |||||
| 0 | 5.00 | 19.1% | 0.16 | 0.0076 | -0.009 | 200 | 43.00 | 48.00 | -0.99 | 0.0031 | -0.014 | |||||
| 0 | 5.00 | 21.8% | 0.14 | 0.0062 | -0.009 | 210 | 53.00 | 58.00 | -1.00 | 0.0000 | -0.014 | |||||
| 0 | 5.00 | 24.2% | 0.12 | 0.0052 | -0.009 | 220 | 63.00 | 68.00 | -1.00 | 0.0000 | -0.014 | |||||
| 0 | 5.00 | 26.5% | 0.11 | 0.0045 | -0.009 | 230 | 73.00 | 78.00 | -1.00 | 0.0000 | -0.014 | |||||
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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs