IntraAlpha
Create free account Start free

Roku Inc ROKU

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-16T21:48:52.222Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:00:02.041231903Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:51.283322+00:00

Share price$154.54
1D-0.9%
AH$153.85$154.40$154.95$155.50$156.055:30 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$0.23$1.44$2.66$3.88$5.09$149.47$152.05$154.64$157.23$159.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROKU spot · $154.54ROKU PRICE$0.36$0.52$0.68$0.84$0.99$1.15$1.29$1.43$1.56$1.69$1.83$1.96$2.09$0.92$1.03$0.70$0.85$1.00$1.15$1.30$1.50$1.89$2.29$2.68$3.07$4.74
PutsExpensive1.37×
CallsCheap0.69×
SkewBearish+5.33 pp
Implied moveBalanced±$2.60
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.2814.1%2.0%148.4236.7%4.6%
25Δ156.8514.4%1.8%150.1432.4%3.5%
30Δ156.4214.8%1.7%152.7816.8%1.6%
35Δ155.9915.2%1.5%153.2416.3%1.4%
40Δ155.5515.5%1.3%153.7115.8%1.2%
45Δ155.1215.9%1.1%154.1715.4%1.0%
50Δ154.7815.4%1.0%154.6314.9%0.8%
55Δ154.4714.5%0.9%155.1114.7%0.6%
60Δ154.1613.7%0.8%155.6315.1%0.5%
65Δ153.8612.8%0.7%156.1515.6%0.4%
70Δ153.5511.9%0.5%156.6716.1%0.4%
75Δ153.2411.1%0.4%157.2016.6%0.3%
80Δ152.9310.2%0.3%158.8922.3%0.3%

20Δ

Calls
Pseudo strike
157.28
IV
14.1%
B/E move
2.0%
Puts
Pseudo strike
148.42
IV
36.7%
B/E move
4.6%

25Δ

Calls
Pseudo strike
156.85
IV
14.4%
B/E move
1.8%
Puts
Pseudo strike
150.14
IV
32.4%
B/E move
3.5%

30Δ

Calls
Pseudo strike
156.42
IV
14.8%
B/E move
1.7%
Puts
Pseudo strike
152.78
IV
16.8%
B/E move
1.6%

35Δ

Calls
Pseudo strike
155.99
IV
15.2%
B/E move
1.5%
Puts
Pseudo strike
153.24
IV
16.3%
B/E move
1.4%

40Δ

Calls
Pseudo strike
155.55
IV
15.5%
B/E move
1.3%
Puts
Pseudo strike
153.71
IV
15.8%
B/E move
1.2%

45Δ

Calls
Pseudo strike
155.12
IV
15.9%
B/E move
1.1%
Puts
Pseudo strike
154.17
IV
15.4%
B/E move
1.0%

50Δ

Calls
Pseudo strike
154.78
IV
15.4%
B/E move
1.0%
Puts
Pseudo strike
154.63
IV
14.9%
B/E move
0.8%

55Δ

Calls
Pseudo strike
154.47
IV
14.5%
B/E move
0.9%
Puts
Pseudo strike
155.11
IV
14.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
154.16
IV
13.7%
B/E move
0.8%
Puts
Pseudo strike
155.63
IV
15.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
153.86
IV
12.8%
B/E move
0.7%
Puts
Pseudo strike
156.15
IV
15.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
153.55
IV
11.9%
B/E move
0.5%
Puts
Pseudo strike
156.67
IV
16.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
153.24
IV
11.1%
B/E move
0.4%
Puts
Pseudo strike
157.20
IV
16.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
152.93
IV
10.2%
B/E move
0.3%
Puts
Pseudo strike
158.89
IV
22.3%
B/E move
0.3%