Tour v381
ROKU
ROKU INC A
$144.27 +0.10%
$143.80 (-0.33%)🌙
as of 07/21 07:00 PM
7/21 19:00

Option Volume

Detail
Current (07/21) 10,787
Calls: 653 (6%)
Puts: 10,134 (94%)
Prior (07/20) 2,520
Calls: 1,904 (76%)
Puts: 616 (24%)
Current vs Prior +328.06%
Calls: -65.70% (Calls)
Puts: +1545.13% (Puts)
Prior 7-Day Total 48,547
Calls: 45,863 (94%)
Puts: 2,684 (6%)
Prior 7-Day Average 6,935
Calls: 6,551 (94%)
Puts: 383 (6%)
Current vs Prior 7-Day Avg +55.54%
Calls: -90.03%
Puts: +2543.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $576.5K
Calls: $505.6K (88%)
Puts: $71.0K (12%)
Prior (07/20) $4.61M
Calls: $4.50M (98%)
Puts: $104.4K (2%)
Current vs Prior -87.48%
Calls: -88.77%
Puts: -32.03%
Prior 7-Day Total $94.59M
Calls: $93.89M (99%)
Puts: $707.4K (1%)
Prior 7-Day Average $13.51M
Calls: $13.41M (99%)
Puts: $101.1K (1%)
Current vs Prior 7-Day Avg -95.73%
Calls: -96.23%
Puts: -29.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 15.52
Prior (07/20) 0.32
Current vs Prior +4696.83%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg +11516.09%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 31,446
Calls: 12,149 (39%)
Puts: 19,297 (61%)
Prior (07/20) 20,634
Calls: 15,979 (77%)
Puts: 4,655 (23%)
Current vs Prior +52.40%
Prior 7-Day Total 192,882
Calls: 165,997 (86%)
Puts: 26,885 (14%)
Prior 7-Day Average 27,554
Calls: 23,713 (86%)
Puts: 3,840 (14%)
Current vs Prior 7-Day Avg +14.12%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.39% | 3.06%4.48% | 8.08%
Prior 1.84% | 2.87%4.84% | 8.98%
Current vs Prior -24.22% | +6.68%-7.26% | -10.13%
Prior 7-Day Avg 1.84% | 2.87%2.13% | 7.77%
Current vs 7-Day Avg -24.21% | +6.49%+110.65% | +3.97%
Prior 7-Day Eod 1.84% | 2.87%4.84% | 8.98%
Current vs 7-Day Eod -24.22% | +6.68%-7.26% | -10.13%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 46.84% | 46.55%
Calls: 51.25% | 43.09%
Puts: 42.42% | 50.00%
Prior 46.84% | 46.55%
Calls: 51.25% | 43.09%
Puts: 42.42% | 50.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 46.84% | 46.55%
Calls: 51.25% | 43.09%
Puts: 42.42% | 50.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($505.6K) vs puts ($71.0K). Light premium activity with dollar volume down 87% vs prior. Unusually high activity with volume up 328% vs prior - elevated interest. Extreme bearish P/C ratio of 15.52 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 247.2511.45$9.3544.9%10.99--
$127.00Jul 2415.3019.45$17.3823.9%10.995
$138.00Jul 244.358.45$6.4064.1%30.9629
$137.00Jul 245.359.45$7.4055.4%10.932
$130.00Jul 2412.3516.45$14.4028.5%10.92--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$146.00Jul 240.032.50$1.26196.0%151.0019
$145.00Jul 240.001.80$0.90200.0%10.7116
$145.00Aug 211.374.40$2.89104.8%10.5315
$144.00Aug 71.304.80$3.05114.8%10.50--

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 547, top 112)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$147.00Jul 240.010.24$0.13176.9%1120.14125
$148.00Jul 240.010.16$0.09166.7%480.0941
$146.00Jul 240.010.48$0.25188.0%470.2642
$150.00Jul 310.110.82$0.47151.1%240.1757
$160.00Jul 310.000.10$0.05200.0%230.02101
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Jul 240.010.30$0.16181.2%560.1256
$143.00Jul 240.001.06$0.53200.0%480.2834
$146.00Jul 240.032.50$1.26196.0%151.0019
$140.00Jul 240.010.30$0.16181.2%100.0942
$135.00Aug 70.001.16$0.58200.0%80.1319

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 31.0%, max 67.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Jul 24Aug 772.1%47.2%52.7%25
$130.00Jul 24Jul 3190.0%60.8%48.1%2--
$140.00Jul 24Aug 2128.9%20.8%39.2%3--
$160.00Jul 24Jul 3140.3%29.0%39.0%28420
$150.00Jul 24Aug 2122.2%18.8%18.4%6239
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$143.00Jul 24Aug 724.5%14.6%67.1%4934
$140.00Jul 24Aug 2128.9%20.8%39.2%1442
$123.00Jul 31Aug 770.9%52.4%35.4%4--
$135.00Jul 31Aug 2132.4%25.4%27.8%522
$142.00Jul 24Jul 3119.7%19.2%2.5%6056

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 22.81, avg 5.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$160.00Jul 31$0.42$9.58$0.4222.81$150.42
$150.00$155.00Aug 21$0.31$4.69$0.3115.13$150.31
$147.00$150.00Jul 31$0.20$2.80$0.2014.00$147.20
$146.00$147.00Jul 24$0.12$0.88$0.127.33$146.12
$144.00$150.00Aug 7$1.61$4.39$1.612.73$145.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$141.00$135.00Aug 7$0.32$5.68$0.3217.75$140.68
$140.00$135.00Jul 31$0.40$4.60$0.4011.50$139.60
$140.00$135.00Aug 21$0.68$4.32$0.686.35$139.32
$143.00$142.00Jul 31$0.22$0.78$0.223.55$142.78
$143.00$141.00Aug 7$0.55$1.45$0.552.64$142.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 6.73, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$127.00$143.00Aug 7$13.93$13.93$2.076.73$140.93
$141.00$142.00Jul 24$0.86$0.86$0.146.14$141.86
$138.00$140.00Jul 31$1.68$1.68$0.325.25$139.68
$140.00$142.00Jul 31$1.56$1.56$0.443.55$141.56
$142.00$144.00Jul 24$1.42$1.42$0.582.45$143.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$144.00Jul 24$0.40$0.40$0.600.67$144.60
$143.00$142.00Jul 24$0.37$0.37$0.630.59$142.63
$146.00$145.00Jul 24$0.36$0.36$0.640.56$145.64
$144.00$140.00Aug 21$1.19$1.19$2.810.42$142.81
$143.00$141.00Aug 7$0.55$0.55$1.450.38$142.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.85, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 24Jul 31$0.1336.7%32.4%
$138.00Jul 24Jul 31$0.1533.1%28.2%
$127.00Jul 24Aug 7$0.2272.1%47.2%
$150.00Jul 24Jul 31$0.4222.2%21.7%
$140.00Jul 24Jul 31$0.4728.9%25.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 31Aug 7$0.2532.4%27.1%
$143.00Jul 24Jul 31$0.4224.5%18.2%
$140.00Jul 24Jul 31$0.5728.9%25.9%
$142.00Jul 24Jul 31$0.5719.7%19.2%
$145.00Jul 24Aug 21$1.9912.2%18.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 1.04% of stock, avg 3.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$145.00Jul 24$0.60$0.90$1.50$143.50$146.501.04%
$146.00Jul 24$0.25$1.26$1.51$144.49$147.511.05%
$144.00Jul 24$1.11$0.50$1.61$142.39$145.611.12%
$142.00Jul 24$2.53$0.16$2.69$139.31$144.691.86%
$142.00Jul 31$3.31$0.73$4.04$137.96$146.042.80%
$140.00Jul 24$4.40$0.16$4.56$135.44$144.563.16%
$143.00Aug 7$3.67$1.45$5.12$137.88$148.123.55%
$140.00Jul 31$4.87$0.73$5.60$134.40$145.603.88%
$145.00Aug 21$2.75$2.89$5.64$139.36$150.643.91%
$144.00Aug 7$3.05$3.05$6.10$137.90$150.104.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 39 found (cheapest 0.17% of stock, avg 1.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$148.00$142.00Jul 24$0.09$0.16$0.25$141.75$148.25
$148.00$140.00Jul 24$0.09$0.16$0.25$139.75$148.25
$147.00$142.00Jul 24$0.13$0.16$0.29$141.71$147.29
$147.00$140.00Jul 24$0.13$0.16$0.29$139.71$147.29
$146.00$142.00Jul 24$0.25$0.16$0.41$141.59$146.41
$146.00$140.00Jul 24$0.25$0.16$0.41$139.59$146.41
$148.00$144.00Jul 24$0.09$0.50$0.59$143.41$148.59
$148.00$143.00Jul 24$0.09$0.53$0.62$142.38$148.62
$147.00$144.00Jul 24$0.13$0.50$0.63$143.37$147.63
$147.00$143.00Jul 24$0.13$0.53$0.66$142.34$147.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 7.33, avg credit $1.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
142/143144/145Jul 24$0.88$0.127.33$142.12$144.88
142/143145/146Jul 24$0.72$0.282.57$142.28$145.72
142/143145/147Jul 31$1.35$0.652.08$141.65$146.35
140/144145/150Aug 21$2.83$2.171.30$141.17$147.83
135/140145/150Aug 21$2.32$2.680.87$137.68$147.32
135/140142/145Jul 31$1.91$3.090.62$138.09$143.91
141/143144/150Aug 7$2.16$3.840.56$140.84$146.16
135/141144/150Aug 7$1.93$4.070.47$139.07$145.93
135/140145/147Jul 31$1.53$3.470.44$138.47$146.53
140/144150/155Aug 21$1.50$3.500.43$142.50$151.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 15.67, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$138.00$140.00$142.00Jul 31$0.12$1.8815.67
$146.00$147.00$148.00Jul 24$0.08$0.9211.50
$140.00$141.00$142.00Jul 24$0.15$0.855.67
$144.00$145.00$146.00Jul 24$0.16$0.845.25
$140.00$145.00$150.00Aug 21$1.01$3.993.95
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$143.00$144.00$145.00Jul 24$0.43$0.571.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.56, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$145.001:2Aug 21-$0.10$4.90
$150.00$155.001:2Aug 21-$0.49$4.51
$147.00$150.001:2Jul 31-$0.27$2.73
$142.00$145.001:2Jul 31-$0.29$2.71
$160.00$162.501:2Jul 24-$0.09$2.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$123.001:2Aug 7-$0.56$11.44
$135.00$123.001:2Jul 31-$0.81$11.19
$141.00$135.001:2Aug 7-$0.26$5.74
$140.00$135.001:2Aug 21-$0.37$4.63
$144.00$140.001:2Aug 21-$0.54$3.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.10%, avg 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Jul 31$1.590.500.5%1.10%1.61%870
$145.00Aug 21$1.000.470.5%0.69%1.20%6249
$150.00Aug 21$0.750.244.0%0.52%4.49%5164
$145.00Jul 24$0.450.490.5%0.31%0.82%10283
$150.00Jul 31$0.110.174.0%0.08%4.05%2457

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 653
Total Puts 10,134
Put/Call Ratio 15.52
Net Difference -9,481

Prior's Put/Call Breakdown

Total Calls 1,904
Total Puts 616
Put/Call Ratio 0.32
Net Difference 1,288

Prior 7-Day Put/Call Summary

Total Calls 45,863
Total Puts 2,684
Average Put/Call Ratio 0.13
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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