Tour v528
ROKU
ROKU INC A
$156.62 -0.53%
$156.16 (-0.29%)🌙
as of 09/15 07:06 PM
9/15 19:06

Option Volume

Detail
Current (09/15) 992
Calls: 586 (59%)
Puts: 406 (41%)
Prior (09/11) 1,251
Calls: 613 (49%)
Puts: 638 (51%)
Current vs Prior -20.70%
Calls: -4.40% (Calls)
Puts: -36.36% (Puts)
Prior 7-Day Total 18,330
Calls: 7,916 (43%)
Puts: 10,414 (57%)
Prior 7-Day Average 2,618
Calls: 1,130 (43%)
Puts: 1,487 (57%)
Current vs Prior 7-Day Avg -62.12%
Calls: -48.18%
Puts: -72.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $1.03M
Calls: $1.01M (98%)
Puts: $15.4K (2%)
Prior (09/11) $317.3K
Calls: $283.0K (89%)
Puts: $34.3K (11%)
Current vs Prior +224.25%
Calls: +258.09%
Puts: -54.98%
Prior 7-Day Total $12.97M
Calls: $12.26M (95%)
Puts: $705.3K (5%)
Prior 7-Day Average $1.85M
Calls: $1.75M (95%)
Puts: $100.8K (5%)
Current vs Prior 7-Day Avg -44.46%
Calls: -42.15%
Puts: -84.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.69
Prior (09/11) 1.04
Current vs Prior -33.43%
Prior 7-Day Average 1.71
Current vs Prior 7-Day Avg -59.41%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 19,886
Calls: 13,921 (70%)
Puts: 5,965 (30%)
Prior (09/11) 21,458
Calls: 11,604 (54%)
Puts: 9,854 (46%)
Current vs Prior -7.33%
Prior 7-Day Total 131,815
Calls: 65,723 (50%)
Puts: 66,092 (50%)
Prior 7-Day Average 18,830
Calls: 9,389 (50%)
Puts: 9,441 (50%)
Current vs Prior 7-Day Avg +5.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.83% | 3.30%2.83% | 5.54%
Prior 2.88% | 3.30%2.88% | 6.36%
Current vs Prior -1.74% | +0.08%-1.74% | -12.93%
Prior 7-Day Avg 2.53% | 3.44%3.43% | 6.69%
Current vs 7-Day Avg +12.02% | -4.16%-17.63% | -17.29%
Prior 7-Day Eod 2.88% | 3.30%2.88% | 6.36%
Current vs 7-Day Eod -1.74% | +0.08%-1.74% | -12.93%
Sentiment BULLISHBULLISH

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 98% of dollar volume in calls ($1.01M) vs puts ($15.4K). Massive premium surge with dollar volume up 224% vs prior. Bullish P/C ratio of 0.69. P/C ratio dropping 33% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 2 of results (avg 7.1%, best 5.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1821.1022.20$21.655.1%1241.001.6K
$130.00Oct 1626.0528.55$27.309.2%10.9542
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. 22 found (avg delta 0.89, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1821.1022.20$21.655.1%1241.001.6K
$140.00Sep 1816.0017.90$16.9511.2%151.00374
$147.00Sep 189.3511.75$10.5522.7%221.0011
$148.00Sep 186.7510.75$8.7545.7%221.004
$149.00Sep 185.958.70$7.3237.6%201.006
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 182.864.00$3.4333.2%70.88--
$157.50Sep 180.753.30$2.03125.6%30.68--
$157.50Sep 251.333.80$2.5796.1%30.57--

Most actively traded options today. High liquidity = easy entry/exit. 49 active (total vol 872, top 189)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1821.1022.20$21.655.1%1241.001.6K
$160.00Sep 180.100.30$0.20100.0%460.121.4K
$160.00Oct 160.662.91$1.79125.7%320.35235
$150.00Sep 184.808.80$6.8058.8%271.001.7K
$157.50Sep 180.011.20$0.61195.1%230.3350
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 180.050.10$0.0862.5%1890.051.0K
$155.00Sep 180.250.65$0.4588.9%540.32183
$150.00Sep 250.150.38$0.2785.2%500.1041
$140.00Oct 160.000.18$0.09200.0%260.034.0K
$149.00Sep 180.000.15$0.08187.5%220.04--

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 26.7%, max 61.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Sep 18Oct 221.1%13.1%61.9%2550
$155.00Sep 18Oct 1615.7%14.4%9.1%17703
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Sep 18Oct 1615.7%14.4%9.1%66298

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 0.79, avg 8.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$149.00$150.00Sep 18$0.52$0.48$0.52100%0.92$149.52
$160.00$167.50Sep 25$0.15$7.35$0.1519%49.00$160.15
$157.50$160.00Oct 2$0.55$1.95$0.5542%3.55$158.05
$160.00$162.50Oct 23$0.65$1.85$0.6536%2.85$160.65
$155.00$160.00Oct 16$2.28$2.72$2.2861%1.19$157.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$157.50Sep 18$1.40$1.10$1.4088%0.79$158.60
$150.00$145.00Oct 16$0.38$4.62$0.3818%12.16$149.62
$155.00$150.00Oct 16$1.02$3.98$1.0239%3.90$153.98
$155.00$150.00Sep 25$0.55$4.45$0.5533%8.09$154.45
$155.00$152.50Sep 18$0.30$2.20$0.3032%7.33$154.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.85, avg 0.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$157.50$160.00Sep 25$1.15$1.15$1.3557%0.85$158.65
$160.00$165.00Oct 16$1.23$1.23$3.7765%0.33$161.23
$165.00$170.00Oct 16$0.37$0.37$4.6385%0.08$165.37
$157.50$160.00Sep 18$0.41$0.41$2.0967%0.20$157.91
$160.00$162.50Sep 18$0.12$0.12$2.3888%0.05$160.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$140.00Oct 16$0.34$0.34$4.6691%0.07$144.66
$155.00$152.50Sep 18$0.30$0.30$2.2068%0.14$154.70
$155.00$150.00Sep 25$0.55$0.55$4.4567%0.12$154.45
$155.00$150.00Oct 16$1.02$1.02$3.9861%0.26$153.98
$150.00$145.00Oct 16$0.38$0.38$4.6282%0.08$149.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.61, cheapest $0.54)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 18Sep 25$0.9221.1%18.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 18Sep 25$0.5421.1%18.7%
$155.00Sep 18Sep 25$0.3715.7%14.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.69% of stock, avg 3.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$157.50Sep 18$0.61$2.03$2.64$154.86$160.141.69%
$155.00Sep 18$2.40$0.45$2.85$152.15$157.851.82%
$160.00Sep 18$0.20$3.43$3.63$156.37$163.632.32%
$157.50Sep 25$1.53$2.57$4.10$153.40$161.602.62%
$152.50Sep 18$4.47$0.15$4.62$147.88$157.122.95%
$155.00Oct 16$4.07$1.83$5.90$149.10$160.903.77%
$150.00Sep 18$6.80$0.08$6.88$143.12$156.884.39%
$149.00Sep 18$7.32$0.08$7.40$141.60$156.404.72%
$150.00Oct 16$7.95$0.81$8.76$141.24$158.765.59%
$145.00Oct 16$12.58$0.43$13.01$131.99$158.018.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.22% of stock, avg 0.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$152.50Sep 18$0.20$0.15$0.35$152.15$160.35
$167.50$150.00Sep 25$0.23$0.27$0.50$149.50$168.00
$170.00$145.00Oct 16$0.19$0.43$0.62$144.38$170.62
$160.00$150.00Sep 25$0.38$0.27$0.65$149.35$160.65
$160.00$155.00Sep 18$0.20$0.45$0.65$154.35$160.65
$157.50$152.50Sep 18$0.61$0.15$0.76$151.74$158.26
$165.00$145.00Oct 16$0.56$0.43$0.99$144.01$165.99
$157.50$155.00Sep 18$0.61$0.45$1.06$153.94$158.56
$170.00$150.00Oct 16$0.19$0.81$1.00$149.00$171.00
$160.00$155.00Sep 25$0.38$0.82$1.20$153.80$161.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 0.17, avg credit $0.92)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
140/145165/170Oct 16$0.71$4.2976%0.17$144.29$165.71
140/145160/165Oct 16$1.57$3.4356%0.46$143.43$161.57
152/155160/162Sep 18$0.42$2.0856%0.20$154.58$160.42
152/155158/160Sep 18$0.71$1.7936%0.40$154.29$158.21
145/150165/170Oct 16$0.75$4.2567%0.18$149.25$165.75
145/150160/165Oct 16$1.61$3.3947%0.47$148.39$161.61
150/155160/168Sep 25$0.70$6.8048%0.10$154.30$160.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 7.93, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$152.50$155.00$157.50Sep 18$0.28$2.2267%7.93
$155.00$160.00$165.00Oct 16$1.05$3.9546%3.76
$157.50$160.00$162.50Sep 18$0.29$2.2128%7.62
$145.00$150.00$155.00Oct 16$0.75$4.2529%5.67
$160.00$162.50$165.00Sep 18$0.09$2.419%26.78
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Oct 16$0.64$4.3629%6.81
$150.00$152.50$155.00Sep 18$0.23$2.2727%9.87
$152.50$155.00$157.50Sep 18$1.28$1.2258%0.95
$135.00$140.00$145.00Oct 16$0.44$4.566%10.36

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-2.41, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$145.001:2Oct 16-$2.41$7.59
$150.00$155.001:2Oct 16-$0.19$4.81
$152.50$155.001:2Sep 18-$0.33$2.17
$145.00$150.001:2Oct 16-$3.32$1.68
$160.00$167.501:2Sep 25-$0.08$7.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$157.501:2Sep 18-$0.63$1.87
$150.00$145.001:2Oct 16-$0.05$4.95
$152.50$150.001:2Sep 18-$0.01$2.49
$150.00$149.001:2Sep 18-$0.08$0.92
$140.00$135.001:2Oct 16-$0.29$4.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 0.63%, avg 0.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$162.50Oct 30$0.980.293.8%0.63%4.38%22--
$160.00Oct 23$0.850.362.2%0.54%2.70%1029
$162.50Oct 23$0.310.273.8%0.20%3.95%14--
$160.00Oct 16$0.660.352.2%0.42%2.58%32235
$165.00Oct 16$0.150.155.3%0.10%5.45%2--
$160.00Sep 18$0.100.122.2%0.06%2.22%461.4K

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 586
Total Puts 406
Put/Call Ratio 0.69
Net Difference 180

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,916
Total Puts 10,414
Average Put/Call Ratio 1.71
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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