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Roku Inc ROKU

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-15T20:05:35.563Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:04.607370025Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:32.354803+00:00

Share price$154.67
1D+1.2%
AH$152.72$153.26$153.80$154.34$154.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROKU
Sold putSold callAH

Roku Inc options

Live interpolated ROKU call and put midpoint premiums by absolute delta.Roku Inc$0.22$1.53$2.83$4.14$5.45$150.02$152.54$155.06$157.58$160.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $154.67OPTION PRICELive ROKU spot · $154.67ROKU PRICE$0.99$0.87$0.74$0.62$0.50$0.83$1.43$2.04$2.65$3.25$3.86$4.46$5.07$0.36$0.44$0.57$0.69$0.82$0.94$1.07$1.22$1.57$1.92$2.27$2.63$2.98
PutsExpensive2.50×
CallsExpensive1.42×
SkewBullish-20.69 pp
Implied moveBullish±$2.50
TiltBullish22.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ165.92135.4%7.9%151.7841.6%2.1%
25Δ163.43108.7%6.2%152.7534.8%1.5%
30Δ160.9482.1%4.5%153.1334.2%1.4%
35Δ158.4555.4%2.8%153.5133.7%1.2%
40Δ155.9628.8%1.2%153.8933.1%1.0%
45Δ154.6021.5%0.5%154.2732.6%0.9%
50Δ153.9426.3%0.5%154.6532.1%0.7%
55Δ153.2831.1%0.4%155.0431.7%0.5%
60Δ152.6336.0%0.4%155.5032.7%0.5%
65Δ151.9740.8%0.4%155.9633.8%0.4%
70Δ151.3245.6%0.3%156.4234.9%0.3%
75Δ150.6650.4%0.3%156.8736.0%0.3%
80Δ150.0155.3%0.3%157.3337.1%0.2%

20Δ

Calls
Pseudo strike
165.92
IV
135.4%
B/E move
7.9%
Puts
Pseudo strike
151.78
IV
41.6%
B/E move
2.1%

25Δ

Calls
Pseudo strike
163.43
IV
108.7%
B/E move
6.2%
Puts
Pseudo strike
152.75
IV
34.8%
B/E move
1.5%

30Δ

Calls
Pseudo strike
160.94
IV
82.1%
B/E move
4.5%
Puts
Pseudo strike
153.13
IV
34.2%
B/E move
1.4%

35Δ

Calls
Pseudo strike
158.45
IV
55.4%
B/E move
2.8%
Puts
Pseudo strike
153.51
IV
33.7%
B/E move
1.2%

40Δ

Calls
Pseudo strike
155.96
IV
28.8%
B/E move
1.2%
Puts
Pseudo strike
153.89
IV
33.1%
B/E move
1.0%

45Δ

Calls
Pseudo strike
154.60
IV
21.5%
B/E move
0.5%
Puts
Pseudo strike
154.27
IV
32.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
153.94
IV
26.3%
B/E move
0.5%
Puts
Pseudo strike
154.65
IV
32.1%
B/E move
0.7%

55Δ

Calls
Pseudo strike
153.28
IV
31.1%
B/E move
0.4%
Puts
Pseudo strike
155.04
IV
31.7%
B/E move
0.5%

60Δ

Calls
Pseudo strike
152.63
IV
36.0%
B/E move
0.4%
Puts
Pseudo strike
155.50
IV
32.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
151.97
IV
40.8%
B/E move
0.4%
Puts
Pseudo strike
155.96
IV
33.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
151.32
IV
45.6%
B/E move
0.3%
Puts
Pseudo strike
156.42
IV
34.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
150.66
IV
50.4%
B/E move
0.3%
Puts
Pseudo strike
156.87
IV
36.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
150.01
IV
55.3%
B/E move
0.3%
Puts
Pseudo strike
157.33
IV
37.1%
B/E move
0.2%