Tour v528
ROKU
ROKU INC A
$153.33 -0.10%
$154.06 (+0.48%)🌙
as of 09/24 07:03 PM
◀ 9/24 19:03 ▶

Option Volume

Detail
ℹ
Current (09/24) 1,183
Calls: 396 (33%)
Puts: 787 (67%)
Prior (09/21) 719
Calls: 532 (74%)
Puts: 187 (26%)
Current vs Prior +64.53%
Calls: -25.56% (Calls)
Puts: +320.86% (Puts)
Prior 7-Day Total 15,762
Calls: 6,631 (42%)
Puts: 9,131 (58%)
Prior 7-Day Average 2,251
Calls: 947 (42%)
Puts: 1,304 (58%)
Current vs Prior 7-Day Avg -47.46%
Calls: -58.20%
Puts: -39.67%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/24) $550.4K
Calls: $497.0K (90%)
Puts: $53.4K (10%)
Prior (09/21) $269.6K
Calls: $249.5K (93%)
Puts: $20.1K (7%)
Current vs Prior +104.18%
Calls: +99.22%
Puts: +165.80%
Prior 7-Day Total $13.15M
Calls: $12.58M (96%)
Puts: $571.9K (4%)
Prior 7-Day Average $1.88M
Calls: $1.80M (96%)
Puts: $81.7K (4%)
Current vs Prior 7-Day Avg -70.70%
Calls: -72.34%
Puts: -34.59%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 1.99
Prior (09/21) 0.35
Current vs Prior +465.39%
Prior 7-Day Average 1.50
Current vs Prior 7-Day Avg +32.85%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/24) 14,016
Calls: 6,605 (47%)
Puts: 7,411 (53%)
Prior (09/21) 6,117
Calls: 5,207 (85%)
Puts: 910 (15%)
Current vs Prior +129.13%
Prior 7-Day Total 124,962
Calls: 74,665 (60%)
Puts: 50,297 (40%)
Prior 7-Day Average 17,851
Calls: 10,666 (60%)
Puts: 7,185 (40%)
Current vs Prior 7-Day Avg -21.49%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 2.03% | 3.55%4.33% | 8.54%
Prior 2.90% | 3.23%4.27% | 8.90%
Current vs Prior -29.97% | +10.15%+1.41% | -3.97%
Prior 7-Day Avg 2.67% | 3.26%3.21% | 6.46%
Current vs 7-Day Avg -24.15% | +8.89%+34.84% | +32.16%
Prior 7-Day Eod 2.90% | 3.23%4.27% | 8.90%
Current vs 7-Day Eod -29.97% | +10.15%+1.41% | -3.97%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
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 90% of dollar volume in calls ($497.0K) vs puts ($53.4K). Massive premium surge with dollar volume up 104% vs prior. Above-average activity with volume up 65% vs prior. Extreme bearish P/C ratio of 1.99 - 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 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 -- 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. 19 found (avg delta 0.83, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 1617.5020.30$18.9014.8%30.98--
$149.00Sep 253.205.85$4.5358.5%70.9722
$148.00Sep 254.356.75$5.5543.2%70.9315
$130.00Oct 1622.0526.05$24.0516.6%50.93--
$150.00Sep 251.824.85$3.3490.7%10.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Sep 252.715.40$4.0666.3%80.97--
$165.00Oct 169.4513.60$11.5236.0%20.941
$155.00Sep 250.713.40$2.05131.2%10.8142
$157.50Oct 92.456.45$4.4589.9%40.79--
$157.50Oct 22.886.30$4.5974.5%40.71--

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 1.0K, top 445)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 250.040.39$0.22159.1%990.19197
$157.50Sep 250.000.05$0.03166.7%300.03--
$150.00Oct 163.156.85$5.0074.0%200.74--
$160.00Oct 230.451.99$1.22126.2%130.2368
$160.00Oct 90.002.31$1.16199.1%100.23--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 250.060.20$0.13107.7%4450.10226
$152.50Sep 250.100.54$0.32137.5%1350.3292
$155.00Oct 162.883.55$3.2220.8%450.57295
$145.00Oct 160.321.20$0.76115.8%310.15172
$155.00Oct 20.854.20$2.53132.4%240.6640

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 41.1%, max 54.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Sep 25Nov 626.3%20.6%27.6%102197
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Sep 25Oct 1626.3%17.0%54.6%46337

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 12.89, avg 8.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$160.00Oct 9$0.57$4.43$0.5740%7.77$155.57
$160.00$165.00Oct 23$0.29$4.71$0.2923%16.24$160.29
$150.00$155.00Sep 25$3.12$1.88$3.1292%0.60$153.12
$155.00$157.50Sep 25$0.19$2.31$0.1919%12.16$155.19
$150.00$160.00Oct 16$4.50$5.50$4.5074%1.22$154.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$152.50Oct 2$0.18$2.32$0.1866%12.89$154.82
$150.00$145.00Oct 16$0.23$4.77$0.2326%20.74$149.77
$157.50$145.00Oct 9$4.01$8.49$4.0179%2.12$153.49
$152.50$150.00Sep 25$0.19$2.31$0.1932%12.16$152.31
$145.00$140.00Oct 16$0.51$4.49$0.5116%8.80$144.49

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 2.38, avg 0.44)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$157.50$160.00Oct 2$0.95$0.95$1.5571%0.61$158.45
$155.00$157.50Sep 25$0.19$0.19$2.3181%0.08$155.19
$160.00$165.00Oct 23$0.29$0.29$4.7177%0.06$160.29
$155.00$160.00Oct 9$0.57$0.57$4.4360%0.13$155.57
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$152.50$150.00Oct 2$1.76$1.76$0.7454%2.38$150.74
$145.00$140.00Oct 16$0.51$0.51$4.4984%0.11$144.49
$152.50$150.00Sep 25$0.19$0.19$2.3168%0.08$152.31
$150.00$145.00Oct 16$0.23$0.23$4.7774%0.05$149.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $2.03, cheapest $2.03)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 25Oct 2$2.0320.1%28.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.48% of stock, avg 3.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$155.00Sep 25$0.22$2.05$2.27$152.73$157.271.48%
$150.00Sep 25$3.34$0.13$3.47$146.53$153.472.26%
$155.00Oct 2$1.11$2.53$3.64$151.36$158.642.37%
$157.50Sep 25$0.03$4.06$4.09$153.41$161.592.67%
$149.00Sep 25$4.53$0.06$4.59$144.41$153.592.99%
$152.50Oct 2$2.92$2.35$5.27$147.23$157.773.44%
$148.00Sep 25$5.55$0.14$5.69$142.31$153.693.71%
$157.50Oct 2$1.35$4.59$5.94$151.56$163.443.87%
$150.00Oct 16$5.00$0.99$5.99$144.01$155.993.91%
$145.00Oct 16$9.65$0.76$10.41$134.59$155.416.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 14 found (cheapest 0.23% of stock, avg 1.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$150.00Sep 25$0.22$0.13$0.35$149.65$155.35
$155.00$148.00Sep 25$0.22$0.14$0.36$147.64$155.36
$155.00$152.50Sep 25$0.22$0.32$0.54$151.96$155.54
$160.00$140.00Oct 16$0.50$0.25$0.75$139.25$160.75
$160.00$150.00Oct 2$0.40$0.59$0.99$149.01$160.99
$160.00$145.00Oct 16$0.50$0.76$1.26$143.74$161.26
$160.00$150.00Oct 16$0.50$0.99$1.49$148.51$161.49
$160.00$145.00Oct 9$1.16$0.44$1.60$143.40$161.60
$155.00$150.00Oct 2$1.11$0.59$1.70$148.30$156.70
$157.50$150.00Oct 2$1.35$0.59$1.94$148.06$159.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.18, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
150/152155/158Sep 25$0.38$2.1249%0.18$152.12$155.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 7.93, cheapest $0.15)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$157.50$160.00Sep 25$0.22$2.2816%10.36
$152.50$155.00$157.50Oct 2$2.05$0.4525%0.22
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$152.50$155.00$157.50Sep 25$0.28$2.2265%7.93
$150.00$152.50$155.00Sep 25$1.54$0.9670%0.62
$148.00$149.00$150.00Sep 25$0.15$0.852%5.67
$145.00$150.00$155.00Oct 16$2.00$3.0042%1.50
$152.50$155.00$157.50Oct 2$1.88$0.6225%0.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.40, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$145.001:2Oct 16-$0.40$9.60
$145.00$150.001:2Oct 16-$0.35$4.65
$155.00$160.001:2Oct 9-$0.59$4.41
$160.00$165.001:2Oct 23-$0.64$4.36
$157.50$160.001:2Sep 25-$0.09$2.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$157.50$155.001:2Sep 25-$0.04$2.46
$157.50$155.001:2Oct 2-$0.47$2.03
$150.00$145.001:2Oct 16-$0.53$4.47
$147.00$145.001:2Sep 25-$0.07$1.93
$149.00$148.001:2Sep 25-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.26%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$155.00Nov 6$1.930.451.1%1.26%2.35%3--
$160.00Oct 30$0.660.264.3%0.43%4.78%212
$160.00Oct 23$0.450.234.3%0.29%4.64%1368

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 396
Total Puts 787
Put/Call Ratio 1.99
Net Difference -391

Prior's Put/Call Breakdown

Total Calls 532
Total Puts 187
Put/Call Ratio 0.35
Net Difference 345

Prior 7-Day Put/Call Summary

Total Calls 6,631
Total Puts 9,131
Average Put/Call Ratio 1.50
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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