Tour v533
ROKU
ROKU INC Class A
$155.52 +0.26%
$156.29 (+0.50%)🌙
as of 11/02 06:03 PM
◀ 11/2 18:03 ▶

Option Volume

Detail
ℹ
Current (11/02) 19,609
Calls: 6,921 (35%)
Puts: 12,688 (65%)
Prior (10/30) 4,054
Calls: 2,212 (55%)
Puts: 1,842 (45%)
Current vs Prior +383.70%
Calls: +212.88% (Calls)
Puts: +588.82% (Puts)
Prior 7-Day Total 28,055
Calls: 24,090 (86%)
Puts: 3,965 (14%)
Prior 7-Day Average 4,007
Calls: 3,441 (86%)
Puts: 566 (14%)
Current vs Prior 7-Day Avg +389.26%
Calls: +101.11%
Puts: +2140.00%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $7.91M
Calls: $6.28M (79%)
Puts: $1.63M (21%)
Prior (10/30) $3.34M
Calls: $3.22M (96%)
Puts: $121.7K (4%)
Current vs Prior +136.57%
Calls: +94.92%
Puts: +1238.44%
Prior 7-Day Total $37.47M
Calls: $37.06M (99%)
Puts: $406.8K (1%)
Prior 7-Day Average $5.35M
Calls: $5.29M (99%)
Puts: $58.1K (1%)
Current vs Prior 7-Day Avg +47.71%
Calls: +18.56%
Puts: +2703.20%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.83
Prior (10/30) 0.83
Current vs Prior +120.15%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg +718.65%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 97,464
Calls: 52,415 (54%)
Puts: 45,049 (46%)
Prior (10/30) 99,712
Calls: 55,660 (56%)
Puts: 44,052 (44%)
Current vs Prior -2.25%
Prior 7-Day Total 198,729
Calls: 108,825 (55%)
Puts: 89,904 (45%)
Prior 7-Day Average 28,389
Calls: 15,546 (55%)
Puts: 12,843 (45%)
Current vs Prior 7-Day Avg +243.31%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.95% | 5.16%5.45% | 8.39%
Prior 3.91% | 4.57%4.91% | 7.03%
Current vs Prior +52.16% | +12.83%+11.01% | +19.31%
Prior 7-Day Avg 2.69% | 3.97%5.03% | 7.18%
Current vs 7-Day Avg +121.04% | +29.88%+8.20% | +16.93%
Prior 7-Day Eod 3.91% | 4.57%4.91% | 7.03%
Current vs 7-Day Eod +52.16% | +12.83%+11.01% | +19.31%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 16.13% | 27.38%
Calls: 13.31% | 33.14%
Puts: 18.95% | 21.62%
Prior 96.17% | 37.86%
Calls: 38.84% | 57.11%
Puts: 153.49% | 18.60%
Current vs Prior -83.23% | -27.68%
Prior 7-Day Avg 44.83% | 117.14%
Calls: 48.98% | 190.74%
Puts: 40.66% | 43.54%
Current vs 7-Day Avg -64.02% | -76.63%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($6.28M) vs puts ($1.63M). Massive premium surge with dollar volume up 137% vs prior. Unusually high activity with volume up 384% vs prior - elevated interest. Volume explosion - 389% above 7-day average (19,609 vs avg 4,007).

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 3 of results (avg 6.2%, best 1.5%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Nov 63.303.35$3.331.5%7690.4578
$157.50Nov 64.404.75$4.587.6%320.5641
$145.00Nov 60.700.77$0.749.5%8520.1414

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.54, cheapest $0.41)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Nov 60.380.43$0.4112.2%4130.097
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Nov 60.350.40$0.3813.2%1.7K0.07183
$145.00Nov 60.700.77$0.749.5%8520.1414
$146.00Nov 60.800.93$0.8714.9%1370.15--
$135.00Nov 60.260.30$0.2814.3%2930.0535

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 53 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 623.9027.80$25.8515.1%--1.0053
$125.00Nov 2029.0533.20$31.1313.3%211.00402
$130.00Nov 2024.2028.15$26.1715.1%--1.0020
$125.00Nov 2729.2033.20$31.2012.8%211.0082
$138.00Nov 616.1020.05$18.0821.8%10.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Nov 610.3014.30$12.3032.5%30.88--
$175.00Nov 1317.1021.90$19.5024.6%10.87--
$162.50Nov 65.859.75$7.8050.0%160.77--
$162.50Nov 136.009.95$7.9849.5%10.77--
$165.00Dec 48.3012.25$10.2838.4%100.77--

Most actively traded options today. High liquidity = easy entry/exit. 130 active (total vol 17.3K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Nov 60.380.75$0.5666.1%7600.1453
$160.00Nov 61.301.73$1.5228.3%7290.31118
$160.00Nov 201.452.50$1.9853.0%5280.34301
$175.00Nov 60.170.22$0.2025.0%4880.0525
$170.00Nov 60.380.43$0.4112.2%4130.097
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Nov 61.561.91$1.7420.1%2.6K0.27366
$140.00Nov 60.350.40$0.3813.2%1.7K0.07183
$130.00Nov 60.100.40$0.25120.0%1.1K0.04531
$145.00Nov 60.700.77$0.749.5%8520.1414
$155.00Nov 63.303.35$3.331.5%7690.4578

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 116.3%, max 172.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Nov 6Dec 1157.5%21.1%172.0%234234
$160.00Nov 6Dec 1148.9%19.4%152.2%737119
$150.00Nov 6Dec 462.8%26.9%133.2%78342
$157.50Nov 6Nov 2057.1%25.7%121.7%22790
$162.50Nov 6Nov 2052.7%30.5%72.8%25244
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Nov 6Dec 1157.5%21.1%172.0%77478
$160.00Nov 6Dec 1148.9%19.4%152.2%2438
$150.00Nov 6Dec 462.8%26.9%133.2%2.6K366
$157.50Nov 6Nov 2057.1%25.7%121.7%5441
$152.50Nov 6Nov 2051.0%30.6%66.6%37124

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 14.46, avg 7.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$175.00Dec 11$0.97$14.03$0.9736%14.46$160.97
$160.00$165.00Nov 27$0.34$4.66$0.3433%13.71$160.34
$155.00$157.50Nov 13$0.57$1.93$0.5758%3.39$155.57
$160.00$165.00Dec 4$0.59$4.41$0.5933%7.47$160.59
$152.50$155.00Nov 6$0.92$1.58$0.9268%1.72$153.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$150.00Nov 27$0.53$4.47$0.5346%8.43$154.47
$157.50$155.00Nov 13$0.27$2.23$0.2752%8.26$157.23
$155.00$152.50Nov 20$0.32$2.18$0.3245%6.81$154.68
$152.50$150.00Nov 6$0.14$2.36$0.1433%16.86$152.36
$160.00$157.50Nov 6$0.99$1.51$0.9969%1.53$159.01

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 10.36, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$182.50$185.00Nov 6$2.28$2.28$0.2282%10.36$184.78
$157.50$160.00Nov 13$1.78$1.78$0.7251%2.47$159.28
$157.50$160.00Nov 6$1.38$1.38$1.1256%1.23$158.88
$162.50$165.00Nov 6$0.53$0.53$1.9777%0.27$163.03
$167.50$170.00Nov 13$0.34$0.34$2.1682%0.16$167.84
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$152.50Nov 13$1.65$1.65$0.8558%1.94$153.35
$147.00$145.00Nov 13$1.02$1.02$0.9879%1.04$145.98
$152.50$150.00Nov 20$1.37$1.37$1.1364%1.21$151.13
$144.00$140.00Nov 20$0.97$0.97$3.0382%0.32$143.03
$140.00$135.00Dec 4$0.91$0.91$4.0985%0.22$139.09

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.38, cheapest $0.76)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Nov 6Nov 13$0.6357.1%35.1%
$160.00Nov 6Nov 13$0.2348.9%27.8%
$152.50Nov 6Nov 13$0.2051.0%35.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Nov 6Nov 20$0.7648.9%26.5%
$152.50Nov 6Nov 13$0.1251.0%35.7%
$155.00Nov 6Nov 13$0.3257.5%42.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 4.48% of stock, avg 7.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$157.50Nov 20$2.80$4.17$6.97$150.53$164.474.48%
$160.00Nov 6$1.52$5.57$7.09$152.91$167.094.56%
$155.00Nov 20$4.30$3.04$7.34$147.66$162.344.72%
$157.50Nov 13$3.53$3.92$7.45$150.05$164.954.79%
$152.50Nov 6$5.60$1.88$7.48$145.02$159.984.81%
$157.50Nov 6$2.90$4.58$7.48$150.02$164.984.81%
$155.00Nov 13$4.10$3.65$7.75$147.25$162.754.98%
$152.50Nov 13$5.80$2.00$7.80$144.70$160.305.02%
$155.00Nov 27$4.45$3.43$7.88$147.12$162.885.07%
$155.00Nov 6$4.68$3.33$8.01$146.99$163.015.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 101 found (cheapest 1.13% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$140.00Nov 27$1.22$0.54$1.76$138.24$171.76
$165.00$148.00Nov 6$0.56$1.25$1.81$146.19$166.81
$165.00$149.00Nov 6$0.56$1.25$1.81$147.19$166.81
$162.50$149.00Nov 6$1.09$1.25$2.34$146.66$164.84
$162.50$148.00Nov 6$1.09$1.25$2.34$145.66$164.84
$165.00$140.00Nov 27$1.55$0.54$2.09$137.91$167.09
$165.00$135.00Dec 4$1.58$0.48$2.06$132.94$167.06
$170.00$145.00Nov 27$1.22$1.35$2.57$142.43$172.57
$165.00$150.00Nov 6$0.56$1.74$2.30$147.70$167.30
$165.00$150.00Nov 20$1.35$1.35$2.70$147.30$167.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 67 found (best R:R 18.23, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
138/139172/175Nov 6$2.37$0.1374%18.23$136.63$174.87
145/147168/170Nov 13$1.36$1.1461%1.19$145.64$168.86
145/147170/172Nov 13$1.18$1.3266%0.89$145.82$171.18
145/147165/168Nov 13$1.18$1.3257%0.89$145.82$166.18
149/150168/170Nov 13$1.27$1.2353%1.03$148.73$168.77
149/150170/172Nov 13$1.09$1.4158%0.77$148.91$171.09
144/145165/168Nov 20$1.07$1.4355%0.75$143.93$166.07
145/147162/165Nov 13$1.12$1.3853%0.81$145.88$163.62
140/141162/165Nov 6$0.68$1.8268%0.37$140.32$163.18
140/141172/175Nov 6$0.26$2.2484%0.12$140.74$172.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 3.08, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$150.00$160.00Dec 4$2.45$7.5554%3.08
$145.00$150.00$155.00Nov 20$0.22$4.7822%21.73
$135.00$140.00$145.00Nov 20$0.32$4.6817%14.62
$125.00$130.00$135.00Nov 20$0.07$4.935%70.43
$125.00$130.00$135.00Nov 6$0.10$4.906%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Dec 4$1.03$3.9734%3.85
$142.00$143.00$144.00Nov 6$0.07$0.935%13.29
$125.00$130.00$135.00Nov 20$0.13$4.873%37.46
$140.00$145.00$150.00Nov 27$0.74$4.2623%5.76
$125.00$130.00$135.00Dec 4$0.21$4.794%22.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-1.81, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$140.001:2Nov 13-$1.81$13.19
$150.00$155.001:2Nov 20-$0.62$4.38
$160.00$175.001:2Dec 11-$0.39$14.61
$150.00$155.001:2Nov 27-$0.80$4.20
$157.50$160.001:2Nov 6-$0.14$2.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$140.001:2Dec 4-$0.07$9.93
$160.00$155.001:2Dec 11-$1.06$3.94
$160.00$155.001:2Dec 4-$1.68$3.32
$167.50$162.501:2Nov 6-$3.30$1.70
$165.00$160.001:2Dec 4-$2.72$2.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 1.61%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$157.50Nov 6$2.500.441.3%1.61%2.88%22231
$157.50Nov 13$2.160.491.3%1.39%2.66%1513
$160.00Nov 20$1.450.342.9%0.93%3.81%528301
$170.00Nov 20$0.210.189.3%0.14%9.45%286
$160.00Nov 6$1.300.312.9%0.84%3.72%729118
$162.50Nov 6$0.900.234.5%0.58%5.07%2354
$165.00Nov 20$0.400.226.1%0.26%6.35%1779
$162.50Nov 13$0.540.264.5%0.35%4.84%86
$160.00Dec 11$0.750.362.9%0.48%3.36%81
$170.00Nov 13$0.210.139.3%0.14%9.45%18--

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 6,921
Total Puts 12,688
Put/Call Ratio 1.83
Net Difference -5,767

Prior's Put/Call Breakdown

Total Calls 2,212
Total Puts 1,842
Put/Call Ratio 0.83
Net Difference 370

Prior 7-Day Put/Call Summary

Total Calls 24,090
Total Puts 3,965
Average Put/Call Ratio 0.22
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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