ROKU volatility Roku, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.20.3%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.8.9%
HV6013.8%
IV − HV20 spread
+11.4pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 15:43 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 20.0% | +3.4pt | ±1.7% |
| Oct 30, 2026 | 11 | 18.8% | +9.2pt | ±2.7% |
| Nov 06, 2026 | 18 | 19.7% | +6.2pt | ±3.5% |
| Nov 13, 2026 | 25 | 21.8% | +5.0pt | ±4.6% |
| Nov 20, 2026 | 32 | 19.8% | +0.5pt | ±4.7% |
| Nov 27, 2026 | 39 | 20.6% | +5.4pt | ±5.4% |
| Dec 18, 2026 | 60 | 18.5% | +3.3pt | ±6.0% |
| Jan 15, 2027 | 88 | 17.4% | +0.6pt | ±6.9% |
| Mar 19, 2027 | 151 | 17.5% | +2.3pt | ±9.1% |
| Apr 16, 2027 | 179 | 17.2% | +2.6pt | ±9.7% |
| Jun 17, 2027 | 241 | 18.2% | +3.4pt | ±11.9% |
| Sep 17, 2027 | 333 | 17.6% | +1.7pt | ±13.5% |
| Dec 17, 2027 | 424 | 17.6% | +1.5pt | ±15.2% |
| Jan 21, 2028 | 459 | 17.5% | +3.2pt | ±15.7% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20