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.18.8%
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.9.0%
HV6013.9%
IV − HV20 स्प्रेड
+9.7pt
यूनिवर्स पर्सेंटाइलWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 22:02 UTC · इनकी गणना कैसे की जाती है
IV टर्म स्ट्रक्चर
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe 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 | 21.7% | +5.9pt | ±1.8% |
| Oct 30, 2026 | 11 | 18.3% | +5.0pt | ±2.6% |
| Nov 06, 2026 | 18 | 22.8% | -1.9pt | ±4.1% |
| Nov 13, 2026 | 25 | 21.6% | -3.1pt | ±4.6% |
| Nov 20, 2026 | 32 | 17.8% | -0.3pt | ±4.2% |
| Nov 27, 2026 | 39 | 21.0% | +5.5pt | ±5.5% |
| Dec 18, 2026 | 60 | 19.0% | +4.2pt | ±6.2% |
| Jan 15, 2027 | 88 | 18.1% | +3.6pt | ±7.2% |
| Mar 19, 2027 | 151 | 18.6% | +3.1pt | ±9.6% |
| Apr 16, 2027 | 179 | 18.1% | +4.0pt | ±10.2% |
| Jun 17, 2027 | 241 | 18.4% | +4.4pt | ±12.0% |
| Sep 17, 2027 | 333 | 17.6% | +1.9pt | ±13.5% |
| Dec 17, 2027 | 424 | 17.9% | +1.6pt | ±15.4% |
| Jan 21, 2028 | 459 | 18.0% | +2.6pt | ±16.1% |
वोलैटिलिटी स्माइल — Nov 20, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20