Tour v527
ROKU
ROKU INC A
$154.93 +0.53%
$154.60 (-0.21%)🌙
as of 09/11 06:56 PM
9/11 18:56

Option Volume

Detail
Current (09/11) 1,251
Calls: 613 (49%)
Puts: 638 (51%)
Prior (09/10) 3,448
Calls: 596 (17%)
Puts: 2,852 (83%)
Current vs Prior -63.72%
Calls: +2.85% (Calls)
Puts: -77.63% (Puts)
Prior 7-Day Total 19,162
Calls: 8,835 (46%)
Puts: 10,327 (54%)
Prior 7-Day Average 2,737
Calls: 1,262 (46%)
Puts: 1,475 (54%)
Current vs Prior 7-Day Avg -54.30%
Calls: -51.43%
Puts: -56.75%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/11) $317.3K
Calls: $283.0K (89%)
Puts: $34.3K (11%)
Prior (09/10) $866.8K
Calls: $664.4K (77%)
Puts: $202.4K (23%)
Current vs Prior -63.39%
Calls: -57.40%
Puts: -83.06%
Prior 7-Day Total $14.94M
Calls: $14.19M (95%)
Puts: $748.0K (5%)
Prior 7-Day Average $2.13M
Calls: $2.03M (95%)
Puts: $106.9K (5%)
Current vs Prior 7-Day Avg -85.13%
Calls: -86.04%
Puts: -67.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 1.04
Prior (09/10) 4.79
Current vs Prior -78.25%
Prior 7-Day Average 1.61
Current vs Prior 7-Day Avg -35.33%
Sentiment BEARISH

Open Interest

Detail
Current (09/11) 21,458
Calls: 11,604 (54%)
Puts: 9,854 (46%)
Prior (09/10) 17,173
Calls: 10,262 (60%)
Puts: 6,911 (40%)
Current vs Prior +24.95%
Prior 7-Day Total 127,864
Calls: 64,260 (50%)
Puts: 63,604 (50%)
Prior 7-Day Average 18,266
Calls: 9,180 (50%)
Puts: 9,086 (50%)
Current vs Prior 7-Day Avg +17.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.39% | 2.88%2.88% | 6.36%
Prior 1.73% | 3.21%3.21% | 6.22%
Current vs Prior +66.17% | +2.90%-10.19% | +2.28%
Prior 7-Day Avg 2.48% | 3.53%3.63% | 6.77%
Current vs 7-Day Avg +15.89% | -6.58%-20.65% | -6.06%
Prior 7-Day Eod 1.73% | 3.21%3.21% | 6.22%
Current vs 7-Day Eod +66.17% | +2.90%-10.19% | +2.28%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.27% | 130.35%
Calls: 50.67% | 213.01%
Puts: 21.86% | 47.70%
Prior 36.27% | 130.35%
Calls: 50.67% | 213.01%
Puts: 21.86% | 47.70%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 36.27% | 130.35%
Calls: 50.67% | 213.01%
Puts: 21.86% | 47.70%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($283.0K) vs puts ($34.3K). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 64% vs prior. Slightly bearish P/C ratio of 1.04.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 6 of results (avg 7.5%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 1829.0530.70$29.885.5%20.97205
$125.00Oct 2329.5031.35$30.436.1%20.95--
$134.00Sep 1120.3021.65$20.986.4%10.89--
$130.00Sep 1823.8525.80$24.837.9%30.99--
$131.00Sep 1122.4024.65$23.539.6%10.89--
PUTS (0)
No puts meet the criteria

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. 29 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 112.846.60$4.7279.7%21.00--
$135.00Sep 1818.8020.70$19.759.6%50.991.6K
$130.00Sep 1823.8525.80$24.837.9%30.99--
$152.50Sep 110.333.20$1.77162.1%40.9816
$125.00Sep 1829.0530.70$29.885.5%20.97205
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Sep 110.704.50$2.60146.2%100.99--
$165.00Sep 188.2012.20$10.2039.2%20.95--
$157.50Sep 181.183.55$2.36100.4%160.8053
$155.00Sep 110.010.74$0.38192.1%220.64486
$155.00Sep 251.432.27$1.8545.4%10.5210

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 1.1K, top 199)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 180.200.25$0.2321.7%1990.121.2K
$155.00Sep 181.141.87$1.5148.3%630.50373
$160.00Oct 161.002.02$1.5167.5%430.30136
$155.00Sep 110.010.30$0.16181.2%370.39105
$157.50Sep 250.531.14$0.8472.6%220.289
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Oct 160.100.39$0.25116.0%1700.054.1K
$150.00Sep 180.200.33$0.2748.1%1490.12670
$145.00Oct 90.050.71$0.38173.7%900.102
$145.00Oct 160.200.80$0.50120.0%900.11161
$155.00Sep 181.091.72$1.4144.7%430.50140

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 1200.1%, max 3128.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$162.50Sep 11Sep 18652.0%20.2%3128.9%5119
$155.00Sep 11Oct 1652.0%16.5%214.5%40105
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Sep 11Oct 952.0%14.6%257.0%24486

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 1.63, avg 7.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$155.00Oct 16$2.90$2.10$2.9077%0.72$152.90
$152.50$155.00Sep 11$1.61$0.89$1.6198%0.55$154.11
$157.50$160.00Sep 18$0.12$2.38$0.1221%19.83$157.62
$152.50$155.00Sep 18$1.54$0.96$1.5476%0.62$154.04
$148.00$157.50Oct 2$6.18$3.32$6.1883%0.54$154.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$157.50$155.00Sep 18$0.95$1.55$0.9580%1.63$156.55
$155.00$152.50Oct 9$0.80$1.70$0.8051%2.12$154.20
$152.50$150.00Sep 18$0.23$2.27$0.2324%9.87$152.27
$155.00$152.50Sep 11$0.31$2.19$0.3164%7.06$154.69
$150.00$145.00Sep 18$0.16$4.84$0.1612%30.25$149.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 1.03, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$160.00Oct 16$2.54$2.54$2.4646%1.03$157.54
$155.00$157.50Sep 18$1.16$1.16$1.3450%0.87$156.16
$157.50$160.00Oct 2$0.80$0.80$1.7066%0.47$158.30
$155.00$157.50Sep 11$0.15$0.15$2.3561%0.06$155.15
$160.00$162.50Sep 18$0.15$0.15$2.3588%0.06$160.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$152.50$150.00Oct 9$0.83$0.83$1.6763%0.50$151.67
$150.00$145.00Oct 9$0.61$0.61$4.3976%0.14$149.39
$145.00$140.00Oct 16$0.25$0.25$4.7589%0.05$144.75
$150.00$145.00Sep 18$0.16$0.16$4.8488%0.03$149.84
$152.50$150.00Sep 18$0.23$0.23$2.2776%0.10$152.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.19, cheapest $1.03)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Sep 11Sep 18$1.3552.0%16.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Sep 11Sep 18$1.0352.0%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 0.35% of stock, avg 2.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$155.00Sep 11$0.16$0.38$0.54$154.46$155.540.35%
$152.50Sep 11$1.77$0.07$1.84$150.66$154.341.19%
$157.50Sep 11$0.01$2.60$2.61$154.89$160.111.68%
$157.50Sep 18$0.35$2.36$2.71$154.79$160.211.75%
$155.00Sep 18$1.51$1.41$2.92$152.08$157.921.88%
$152.50Sep 18$3.05$0.50$3.55$148.95$156.052.29%
$155.00Sep 25$1.74$1.85$3.59$151.41$158.592.32%
$150.00Sep 18$5.13$0.27$5.40$144.60$155.403.49%
$155.00Oct 9$2.82$2.62$5.44$149.56$160.443.51%
$146.00Sep 11$8.55$0.48$9.03$136.97$155.035.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 19 found (cheapest 0.15% of stock, avg 1.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$152.50Sep 11$0.16$0.07$0.23$152.27$155.23
$160.00$150.00Sep 18$0.23$0.27$0.50$149.50$160.50
$155.00$148.00Sep 11$0.16$0.23$0.39$147.61$155.39
$157.50$150.00Sep 18$0.35$0.27$0.62$149.38$158.12
$162.50$152.50Sep 11$0.67$0.07$0.74$151.76$163.24
$160.00$152.50Sep 18$0.23$0.50$0.73$151.77$160.73
$155.00$146.00Sep 11$0.16$0.48$0.64$145.36$155.64
$157.50$152.50Sep 18$0.35$0.50$0.85$151.65$158.35
$162.50$148.00Sep 11$0.67$0.23$0.90$147.10$163.40
$162.50$146.00Sep 11$0.67$0.48$1.15$144.85$163.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.18, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
150/152160/162Sep 18$0.38$2.1265%0.18$152.12$160.38
150/152158/160Sep 18$0.35$2.1556%0.16$152.15$157.85
145/150160/162Sep 18$0.31$4.6976%0.07$149.69$160.31
145/150158/160Sep 18$0.28$4.7267%0.06$149.72$157.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 12.89, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Oct 16$0.36$4.6447%12.89
$152.50$155.00$157.50Sep 11$1.46$1.0497%0.71
$152.50$155.00$157.50Sep 18$0.38$2.1256%5.58
$150.00$152.50$155.00Sep 18$0.54$1.9638%3.63
$160.00$162.50$165.00Sep 18$0.17$2.337%13.71
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$152.50$155.00$157.50Sep 11$1.91$0.5990%0.31
$150.00$152.50$155.00Sep 18$0.68$1.8238%2.68
$125.00$130.00$135.00Oct 23$0.13$4.871%37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-1.15, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$155.001:2Oct 16-$1.15$3.85
$150.00$152.501:2Sep 18-$0.97$1.53
$147.00$150.001:2Sep 11-$1.99$1.01
$157.50$160.001:2Sep 18-$0.11$2.39
$162.50$165.001:2Sep 18-$0.12$2.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$157.50$155.001:2Sep 18-$0.46$2.04
$152.50$150.001:2Oct 9-$0.16$2.34
$145.00$140.001:2Oct 16$0.00$5.00
$152.50$150.001:2Sep 18-$0.04$2.46
$155.00$152.501:2Oct 9-$1.02$1.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.97%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$155.00Oct 16$3.050.540.1%1.97%2.01%3--
$160.00Oct 16$1.000.303.3%0.65%3.92%43136
$155.00Sep 25$1.340.480.1%0.86%0.91%714
$157.50Sep 25$0.530.281.7%0.34%2.00%229
$155.00Sep 18$1.140.500.1%0.74%0.78%63373
$155.00Oct 9$0.980.490.1%0.63%0.68%1--
$157.50Oct 2$0.110.341.7%0.07%1.73%37
$160.00Sep 18$0.200.123.3%0.13%3.40%1991.2K

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 613
Total Puts 638
Put/Call Ratio 1.04
Net Difference -25

Prior's Put/Call Breakdown

Total Calls 596
Total Puts 2,852
Put/Call Ratio 4.79
Net Difference -2,256

Prior 7-Day Put/Call Summary

Total Calls 8,835
Total Puts 10,327
Average Put/Call Ratio 1.61
Ratio Trend Falling

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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