Tour v533
ROKU
ROKU INC Class A
$159.07 +2.28%
◀ 11/3 10:00 ▶

Option Volume

Detail
ℹ
Current (11/03 10:00am) 4,123
Calls: 1,388 (34%)
Puts: 2,735 (66%)
Prior --
Calls: 3,884 (61%)
Puts: 2,452 (39%)
Current vs Prior +0.00%
Calls: -64.26% (Calls)
Puts: +11.54% (Puts)
Prior 7-Day Total 59,629
Calls: 34,487 (58%)
Puts: 25,142 (42%)
Prior 7-Day Average 8,518
Calls: 4,926 (58%)
Puts: 3,591 (42%)
Current vs Prior 7-Day Avg -51.60%
Calls: -71.83%
Puts: -23.85%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03 10:00am) $720.1K
Calls: $644.7K (90%)
Puts: $75.3K (10%)
Prior --
Calls: $2.96M (77%)
Puts: $874.2K (23%)
Current vs Prior +0.00%
Calls: -78.20%
Puts: -91.38%
Prior 7-Day Total $26.76M
Calls: $22.61M (84%)
Puts: $4.15M (16%)
Prior 7-Day Average $3.82M
Calls: $3.23M (84%)
Puts: $592.8K (16%)
Current vs Prior 7-Day Avg -81.17%
Calls: -80.04%
Puts: -87.29%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03 10:00am) 1.97
Prior 1.00
Current vs Prior +97.05%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +147.63%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03 10:00am) 108,194
Calls: 56,279 (52%)
Puts: 51,915 (48%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 845,701
Calls: 435,695 (52%)
Puts: 410,006 (48%)
Prior 7-Day Average 120,814
Calls: 62,242 (52%)
Puts: 58,572 (48%)
Current vs Prior 7-Day Avg -10.45%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.76% | 3.77%4.04% | 6.46%
Prior 1.79% | 4.24%5.05% | 7.36%
Current vs Prior +109.78% | -11.14%-19.90% | -12.22%
Prior 7-Day Avg 5.75% | 7.17%4.67% | 7.36%
Current vs 7-Day Avg -34.59% | -47.47%-13.45% | -12.21%
Prior 7-Day Eod 1.79% | 4.24%5.45% | 8.39%
Current vs 7-Day Eod +109.78% | -11.14%-25.78% | -22.98%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 41.08% | 96.59%
Calls: 18.18% | 73.58%
Puts: 63.97% | 119.59%
Prior 96.17% | 37.86%
Calls: 38.84% | 57.11%
Puts: 153.49% | 18.60%
Current vs Prior -57.28% | +155.12%
Prior 7-Day Avg 45.96% | 49.73%
Calls: 35.40% | 63.57%
Puts: 56.53% | 35.88%
Current vs 7-Day Avg -10.62% | +94.24%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($644.7K) vs puts ($75.3K). Extreme bearish P/C ratio of 1.97 - heavy put buying. P/C ratio rising 97% - increased hedging/bearish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH

📈 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 9.4%, best 9.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 2027.4530.15$28.809.4%--0.9020
$130.00Nov 627.1029.80$28.459.5%--1.0053
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.11, cheapest $0.11)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Nov 60.100.12$0.1118.2%6370.051.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 46 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 627.1029.80$28.459.5%--1.0053
$135.00Nov 622.1024.85$23.4811.7%--1.0018
$140.00Nov 617.4520.05$18.7513.9%--1.00101
$142.00Nov 615.5017.85$16.6814.1%--1.00106
$145.00Nov 612.2015.10$13.6521.2%401.0096
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Nov 65.058.20$6.6347.5%10.87--
$167.50Nov 137.4510.55$9.0034.4%10.87--
$162.50Nov 61.905.95$3.93103.1%100.7914
$165.00Dec 44.658.75$6.7061.2%--0.7710
$165.00Dec 185.959.10$7.5341.8%--0.7396

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 3.9K, top 637)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Nov 61.051.50$1.2735.4%3260.39407
$157.50Nov 62.503.00$2.7518.2%1190.65120
$165.00Nov 60.100.62$0.36144.4%1120.13457
$160.00Nov 272.233.30$2.7638.8%950.47353
$162.50Nov 60.500.72$0.6136.1%920.21128
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Nov 60.100.12$0.1118.2%6370.051.6K
$148.00Nov 60.030.10$0.07100.0%3500.03204
$140.00Nov 60.000.02$0.01200.0%2750.001.1K
$150.00Nov 130.050.53$0.29165.5%2270.09150
$145.00Nov 60.010.04$0.03100.0%1980.01497

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 67.1%, max 104.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Nov 6Dec 1836.2%17.7%104.1%4072.0K
$157.50Nov 6Nov 2027.9%19.2%45.5%130182
$162.50Nov 6Nov 2034.8%24.6%41.5%93171
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Nov 6Dec 1836.2%17.7%104.1%1461
$155.00Nov 6Dec 1829.2%15.6%87.7%113522
$157.50Nov 6Nov 2027.9%19.2%45.5%5767
$162.50Nov 6Nov 2034.8%24.6%41.5%1116

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 20.05, avg 6.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$162.50Nov 20$0.25$2.25$0.2545%9.00$160.25
$162.50$170.00Nov 13$0.24$7.26$0.2424%30.25$162.74
$165.00$170.00Nov 20$0.14$4.86$0.1418%34.71$165.14
$155.00$157.50Nov 13$1.22$1.28$1.2273%1.05$156.22
$155.00$157.50Nov 20$1.37$1.13$1.3771%0.82$156.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$135.00Dec 4$0.95$19.05$0.9533%20.05$154.05
$162.50$160.00Nov 6$0.70$1.80$0.7079%2.57$161.80
$160.00$145.00Dec 11$2.50$12.50$2.5054%5.00$157.50
$165.00$155.00Dec 4$4.60$5.40$4.6076%1.17$160.40
$155.00$150.00Dec 18$0.78$4.22$0.7833%5.41$154.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 1.17, avg 0.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$162.50$165.00Nov 20$1.35$1.35$1.1565%1.17$163.85
$160.00$162.50Nov 13$1.14$1.14$1.3657%0.84$161.14
$170.00$175.00Dec 18$0.58$0.58$4.4284%0.13$170.58
$160.00$165.00Dec 18$1.83$1.83$3.1754%0.58$161.83
$160.00$165.00Nov 27$1.72$1.72$3.2853%0.52$161.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Nov 20$0.86$0.86$4.1488%0.21$139.14
$150.00$145.00Nov 27$0.81$0.81$4.1982%0.19$149.19
$138.00$135.00Nov 6$0.45$0.45$2.5593%0.18$137.55
$155.00$152.50Nov 20$0.90$0.90$1.6071%0.56$154.10
$150.00$145.00Nov 20$0.69$0.69$4.3184%0.16$149.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.54, cheapest $0.59)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Nov 6Nov 13$0.5936.2%22.8%
$157.50Nov 6Nov 13$0.3327.9%23.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Nov 6Nov 13$0.7027.9%23.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 2.55% of stock, avg 5.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$157.50Nov 6$2.75$1.30$4.05$153.45$161.552.55%
$160.00Nov 6$1.27$3.23$4.50$155.50$164.502.83%
$162.50Nov 6$0.61$3.93$4.54$157.96$167.042.85%
$157.50Nov 13$3.08$2.00$5.08$152.42$162.583.19%
$160.00Nov 20$2.22$2.90$5.12$154.88$165.123.22%
$155.00Nov 6$4.70$0.60$5.30$149.70$160.303.33%
$157.50Nov 20$3.53$1.94$5.47$152.03$162.973.44%
$155.00Nov 13$4.30$1.30$5.60$149.40$160.603.52%
$155.00Nov 20$4.90$1.44$6.34$148.66$161.343.99%
$152.50Nov 6$6.68$0.15$6.83$145.67$159.334.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 102 found (cheapest 0.21% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$167.50$152.50Nov 6$0.19$0.15$0.34$152.16$167.84
$172.50$152.50Nov 6$0.25$0.15$0.40$152.10$172.90
$165.00$152.50Nov 6$0.36$0.15$0.51$151.99$165.51
$167.50$138.00Nov 6$0.19$0.47$0.66$137.34$168.16
$172.50$138.00Nov 6$0.25$0.47$0.72$137.28$173.22
$170.00$145.00Nov 27$0.48$0.22$0.70$144.30$170.70
$170.00$150.00Nov 13$0.48$0.29$0.77$149.23$170.77
$165.00$138.00Nov 6$0.36$0.47$0.83$137.17$165.83
$162.50$152.50Nov 6$0.61$0.15$0.76$151.74$163.26
$167.50$155.00Nov 6$0.19$0.60$0.79$154.21$168.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 0.77, avg credit $0.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
143/144175/178Nov 6$1.09$1.4182%0.77$142.91$176.09
143/144168/170Nov 6$1.09$1.4180%0.77$142.91$168.59
143/144165/168Nov 6$1.10$1.4074%0.79$142.90$166.10
143/144162/165Nov 6$1.18$1.3265%0.89$142.82$163.68
135/138175/178Nov 6$0.61$2.3988%0.26$137.39$175.61
135/138168/170Nov 6$0.61$2.3986%0.26$137.39$168.11
141/142175/178Nov 6$0.45$2.0589%0.22$141.55$175.45
141/142168/170Nov 6$0.45$2.0587%0.22$141.55$167.95
145/146175/178Nov 6$0.40$2.1088%0.19$145.60$175.40
145/146168/170Nov 6$0.40$2.1086%0.19$145.60$167.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 18.23, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$157.50$160.00Nov 6$0.47$2.0361%4.32
$140.00$150.00$160.00Dec 4$2.12$7.8841%3.72
$157.50$160.00$162.50Nov 13$0.08$2.4235%30.25
$155.00$157.50$160.00Nov 20$0.06$2.4426%40.67
$155.00$160.00$165.00Nov 27$1.25$3.7544%3.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Nov 27$0.26$4.7427%18.23
$152.50$155.00$157.50Nov 6$0.25$2.2535%9.00
$152.50$155.00$157.50Nov 13$0.07$2.4324%34.71
$150.00$152.50$155.00Nov 13$0.25$2.2520%9.00
$130.00$135.00$140.00Dec 18$0.14$4.863%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-0.08, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$150.001:2Nov 20-$0.08$9.92
$140.00$150.001:2Nov 27-$0.41$9.59
$140.00$150.001:2Dec 4-$0.87$9.13
$150.00$155.001:2Nov 20-$0.07$4.93
$150.00$155.001:2Nov 27-$1.39$3.61
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$160.001:2Dec 18-$0.37$4.63
$155.00$135.001:2Dec 4-$0.20$19.80
$165.00$162.501:2Nov 6-$1.23$1.27
$155.00$150.001:2Dec 18-$0.38$4.62
$162.50$160.001:2Nov 20-$0.95$1.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 1.64%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Dec 18$2.610.460.6%1.64%2.23%811.6K
$160.00Dec 11$2.490.460.6%1.57%2.15%17
$160.00Dec 4$2.370.460.6%1.49%2.07%62172
$160.00Nov 27$2.230.470.6%1.40%1.99%95353
$160.00Nov 20$1.750.450.6%1.10%1.68%13613
$165.00Dec 18$0.500.263.7%0.31%4.04%--1.2K
$160.00Nov 13$1.470.430.6%0.92%1.51%11231
$162.50Nov 20$0.580.352.2%0.36%2.52%143
$165.00Nov 27$0.250.233.7%0.16%3.89%23
$165.00Nov 20$0.450.183.7%0.28%4.01%191

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 1,388
Total Puts 2,735
Put/Call Ratio 1.97
Net Difference -1,347

Prior's Put/Call Breakdown

Total Calls 3,884
Total Puts 2,452
Put/Call Ratio 1.00
Net Difference 1,432

Prior 7-Day Put/Call Summary

Total Calls 34,487
Total Puts 25,142
Average Put/Call Ratio 0.80
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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