Tour v394
ROKU
ROKU INC A
$141.67 -0.99%
$141.25 (-0.30%)🌙
as of 07/23 07:03 PM
7/23 19:03

Option Volume

Detail
Current (07/23) 1,392
Calls: 461 (33%)
Puts: 931 (67%)
Prior (07/22) 718
Calls: 507 (71%)
Puts: 211 (29%)
Current vs Prior +93.87%
Calls: -9.07% (Calls)
Puts: +341.23% (Puts)
Prior 7-Day Total 52,313
Calls: 40,185 (77%)
Puts: 12,128 (23%)
Prior 7-Day Average 7,473
Calls: 5,740 (77%)
Puts: 1,732 (23%)
Current vs Prior 7-Day Avg -81.37%
Calls: -91.97%
Puts: -46.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/23) $531.7K
Calls: $358.7K (67%)
Puts: $172.9K (33%)
Prior (07/22) $232.9K
Calls: $205.9K (88%)
Puts: $27.0K (12%)
Current vs Prior +128.28%
Calls: +74.26%
Puts: +539.45%
Prior 7-Day Total $83.72M
Calls: $83.06M (99%)
Puts: $664.4K (1%)
Prior 7-Day Average $11.96M
Calls: $11.87M (99%)
Puts: $94.9K (1%)
Current vs Prior 7-Day Avg -95.55%
Calls: -96.98%
Puts: +82.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 2.02
Prior (07/22) 0.42
Current vs Prior +385.26%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +132.41%
Sentiment BEARISH

Open Interest

Detail
Current (07/23) 10,918
Calls: 9,187 (84%)
Puts: 1,731 (16%)
Prior (07/22) 13,408
Calls: 11,785 (88%)
Puts: 1,623 (12%)
Current vs Prior -18.57%
Prior 7-Day Total 181,190
Calls: 142,781 (79%)
Puts: 38,409 (21%)
Prior 7-Day Average 25,884
Calls: 20,397 (79%)
Puts: 5,487 (21%)
Current vs Prior 7-Day Avg -57.82%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.50% | 3.25%4.79% | 7.80%
Prior 1.34% | 2.84%4.65% | 7.92%
Current vs Prior +12.04% | +14.15%+2.82% | -1.50%
Prior 7-Day Avg 1.65% | 2.86%2.86% | 7.81%
Current vs 7-Day Avg -9.00% | +13.46%+67.47% | -0.14%
Prior 7-Day Eod 1.34% | 2.84%4.65% | 7.92%
Current vs 7-Day Eod +12.04% | +14.15%+2.82% | -1.50%
Sentiment BEARISHBEARISH

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

Moderately bullish flow with 67% call dollar volume ($358.7K). Massive premium surge with dollar volume up 128% vs prior. Above-average activity with volume up 94% vs prior. Extreme bearish P/C ratio of 2.02 - 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 BULLISH
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. 30 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 2419.7023.75$21.7318.6%10.96--
$133.00Jul 317.0511.10$9.0744.7%20.941
$120.00Aug 2820.6024.45$22.5317.1%10.92--
$125.00Aug 2115.4519.35$17.4022.4%10.91--
$115.00Jul 2424.7028.75$26.7315.2%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 240.214.40$2.31181.4%131.0052
$145.00Jul 241.224.90$3.06120.3%91.00--
$146.00Jul 242.176.35$4.2698.1%250.90--
$146.00Jul 312.556.55$4.5587.9%10.852
$145.00Jul 311.734.00$2.8779.1%30.79--

Most actively traded options today. High liquidity = easy entry/exit. 82 active (total vol 1.1K, top 534)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 240.000.05$0.03166.7%550.0592
$150.00Aug 210.401.10$0.7593.3%290.17165
$155.00Aug 70.000.19$0.10190.0%200.046
$157.50Aug 70.001.10$0.55200.0%200.10--
$145.00Aug 210.192.50$1.35171.1%170.33252
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 70.003.55$1.78199.4%5340.3812
$140.00Aug 211.004.20$2.60123.1%580.40223
$146.00Jul 242.176.35$4.2698.1%250.90--
$123.00Aug 70.000.63$0.32196.9%250.0690
$124.00Aug 70.002.33$1.17199.1%220.131

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 164.6%, max 627.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 24Aug 7175.1%24.1%627.2%2769
$133.00Jul 24Jul 31146.4%25.0%484.7%513
$115.00Jul 24Aug 21332.9%59.6%458.8%2--
$120.00Jul 24Aug 28196.1%41.1%376.7%2--
$165.00Jul 24Jul 31105.3%40.5%160.3%10--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$135.00Jul 24Aug 1473.2%24.9%194.5%11--
$142.00Jul 24Aug 2844.3%16.5%168.8%17106
$146.00Jul 24Jul 3150.2%19.8%153.5%262
$130.00Jul 24Jul 3191.6%44.3%106.7%10--
$123.00Jul 31Aug 785.0%45.3%87.4%2890

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 34.71, avg 4.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$165.00Jul 31$0.27$4.73$0.2717.52$160.27
$146.00$148.00Aug 14$0.21$1.79$0.218.52$146.21
$155.00$165.00Jul 24$1.06$8.94$1.068.43$156.06
$145.00$146.00Jul 31$0.17$0.83$0.174.88$145.17
$147.00$150.00Jul 31$0.55$2.45$0.554.45$147.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$130.00Jul 24$0.14$4.86$0.1434.71$134.86
$140.00$125.00Aug 21$2.03$12.97$2.036.39$137.97
$140.00$135.00Aug 7$0.78$4.22$0.785.41$139.22
$140.00$135.00Aug 14$0.84$4.16$0.844.95$139.16
$142.00$141.00Jul 31$0.17$0.83$0.174.88$141.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 67.42, avg 3.87)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$133.00Jul 31$12.81$12.81$0.1967.42$132.81
$133.00$140.00Jul 24$6.67$6.67$0.3320.21$139.67
$125.00$130.00Aug 21$4.65$4.65$0.3513.29$129.65
$142.00$143.00Jul 24$0.90$0.90$0.109.00$142.90
$142.00$144.00Jul 31$1.65$1.65$0.354.71$143.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$143.00$142.00Jul 24$0.89$0.89$0.118.09$142.11
$124.00$123.00Aug 7$0.85$0.85$0.155.67$123.15
$145.00$144.00Jul 24$0.75$0.75$0.253.00$144.25
$144.00$143.00Aug 14$0.74$0.74$0.262.85$143.26
$142.00$140.00Jul 24$1.17$1.17$0.831.41$140.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.60, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 24Jul 31$0.0943.3%23.4%
$146.00Jul 24Jul 31$0.1050.2%19.8%
$152.50Jul 31Aug 7$0.1024.5%22.2%
$120.00Jul 24Jul 31$0.15196.1%95.5%
$141.00Aug 7Aug 14$0.3222.2%23.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$143.00Jul 24Jul 31$0.2325.3%22.1%
$146.00Jul 24Jul 31$0.2950.2%19.8%
$130.00Jul 24Jul 31$0.3291.6%44.3%
$141.00Jul 31Aug 7$0.3325.8%22.2%
$142.00Jul 24Jul 31$0.6744.3%27.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 1.55% of stock, avg 4.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$140.00Jul 24$2.03$0.16$2.19$137.81$142.191.55%
$144.00Jul 24$0.03$2.31$2.34$141.66$146.341.65%
$144.00Jul 31$0.50$1.96$2.46$141.54$146.461.74%
$143.00Jul 24$0.28$2.22$2.50$140.50$145.501.76%
$142.00Jul 24$1.18$1.33$2.51$139.49$144.511.77%
$145.00Jul 24$0.01$3.06$3.07$141.93$148.072.17%
$145.00Jul 31$0.50$2.87$3.37$141.63$148.372.38%
$142.00Jul 31$2.15$2.00$4.15$137.85$146.152.93%
$146.00Jul 24$0.23$4.26$4.49$141.51$150.493.17%
$146.00Jul 31$0.33$4.55$4.88$141.12$150.883.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 0.28% of stock, avg 1.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$146.00$140.00Jul 24$0.23$0.16$0.39$139.61$146.39
$147.00$140.00Jul 24$0.23$0.16$0.39$139.61$147.39
$143.00$140.00Jul 24$0.28$0.16$0.44$139.56$143.44
$146.00$135.00Jul 24$0.23$0.21$0.44$134.56$146.44
$147.00$135.00Jul 24$0.23$0.21$0.44$134.56$147.44
$143.00$135.00Jul 24$0.28$0.21$0.49$134.51$143.49
$146.00$135.00Jul 31$0.33$0.17$0.50$134.50$146.50
$144.00$135.00Jul 31$0.50$0.17$0.67$134.33$144.67
$145.00$135.00Jul 31$0.50$0.17$0.67$134.33$145.67
$146.00$130.00Jul 31$0.33$0.39$0.72$129.28$146.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 10.76, avg credit $1.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
140/141142/144Jul 31$1.83$0.1710.76$139.17$143.83
140/145146/150Aug 21$3.98$1.023.90$141.02$149.98
141/142143/144Aug 7$0.76$0.243.17$141.24$143.76
145/146147/150Jul 31$2.23$0.772.90$143.77$149.23
140/141143/144Aug 7$0.72$0.282.57$140.28$143.72
140/142143/144Jul 24$1.42$0.582.45$140.58$144.42
140/142147/148Jul 24$1.38$0.622.23$140.62$148.38
135/140142/144Jul 31$3.13$1.871.67$136.87$145.13
142/143145/146Jul 31$0.62$0.381.63$142.38$145.62
140/142146/148Aug 14$1.13$0.871.30$140.87$147.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.08$4.9261.50
$120.00$125.00$130.00Aug 21$0.30$4.7015.67
$152.50$155.00$157.50Aug 7$0.49$2.014.10
$143.00$144.00$145.00Jul 24$0.23$0.773.35
$144.00$145.00$146.00Jul 24$0.24$0.763.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$131.00$133.00$135.00Jul 31$0.05$1.9539.00
$141.00$142.00$143.00Jul 31$0.28$0.722.57
$142.00$143.00$144.00Aug 14$0.29$0.712.45
$144.00$145.00$146.00Jul 24$0.45$0.551.22
$143.00$144.00$145.00Jul 24$0.66$0.340.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-1.34, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$160.001:2Jul 31-$0.54$6.96
$150.00$155.001:2Jul 24-$2.13$2.87
$152.50$155.001:2Aug 7-$0.06$2.44
$148.00$150.001:2Jul 24$0.00$2.00
$140.00$142.001:2Jul 24-$0.33$1.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$124.001:2Aug 7-$1.34$9.66
$130.00$120.001:2Jul 24-$0.41$9.59
$130.00$123.001:2Jul 31-$1.75$5.25
$140.00$135.001:2Aug 14-$0.16$4.84
$140.00$135.001:2Aug 7-$0.22$4.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 0.88%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$142.00Jul 31$1.250.480.2%0.88%1.12%540
$143.00Aug 7$1.240.450.9%0.88%1.81%420
$142.00Aug 21$1.250.500.2%0.88%1.12%11
$144.00Aug 7$1.000.411.6%0.71%2.35%18
$142.00Aug 7$0.500.490.2%0.35%0.59%13
$150.00Aug 21$0.400.175.9%0.28%6.16%29165
$145.00Aug 21$0.190.332.4%0.13%2.48%17252
$146.00Jul 31$0.100.153.1%0.07%3.13%410
$145.00Jul 31$0.090.212.4%0.06%2.41%7102

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 461
Total Puts 931
Put/Call Ratio 2.02
Net Difference -470

Prior's Put/Call Breakdown

Total Calls 507
Total Puts 211
Put/Call Ratio 0.42
Net Difference 296

Prior 7-Day Put/Call Summary

Total Calls 40,185
Total Puts 12,128
Average Put/Call Ratio 0.87
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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