Tour v346
ROKU
ROKU INC A
$144.43 +0.42%
$144.07 (-0.25%)🌙
as of 07/17 07:14 PM
7/17 19:14

Option Volume

Detail
Current (07/17) 21,244
Calls: 20,782 (98%)
Puts: 462 (2%)
Prior (07/16) 3,555
Calls: 3,246 (91%)
Puts: 309 (9%)
Current vs Prior +497.58%
Calls: +540.23% (Calls)
Puts: +49.51% (Puts)
Prior 7-Day Total 34,266
Calls: 31,553 (92%)
Puts: 2,713 (8%)
Prior 7-Day Average 4,895
Calls: 4,507 (92%)
Puts: 387 (8%)
Current vs Prior 7-Day Avg +333.98%
Calls: +361.05%
Puts: +19.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $16.73M
Calls: $16.52M (99%)
Puts: $206.1K (1%)
Prior (07/16) $7.69M
Calls: $7.51M (98%)
Puts: $185.8K (2%)
Current vs Prior +117.45%
Calls: +120.08%
Puts: +10.92%
Prior 7-Day Total $106.52M
Calls: $105.94M (99%)
Puts: $574.5K (1%)
Prior 7-Day Average $15.22M
Calls: $15.13M (99%)
Puts: $82.1K (1%)
Current vs Prior 7-Day Avg +9.94%
Calls: +9.17%
Puts: +151.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.02
Prior (07/16) 0.10
Current vs Prior -76.65%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg -83.13%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 33,829
Calls: 29,375 (87%)
Puts: 4,454 (13%)
Prior (07/16) 35,872
Calls: 30,577 (85%)
Puts: 5,295 (15%)
Current vs Prior -5.70%
Prior 7-Day Total 192,570
Calls: 160,693 (83%)
Puts: 31,877 (17%)
Prior 7-Day Average 27,510
Calls: 22,956 (83%)
Puts: 4,553 (17%)
Current vs Prior 7-Day Avg +22.97%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.25% | 2.21%1.25% | 7.62%
Prior 1.13% | 2.27%1.13% | 7.11%
Current vs Prior +96.08% | +61.39%+10.64% | +7.18%
Prior 7-Day Avg 1.89% | 2.69%2.01% | 7.63%
Current vs 7-Day Avg +16.80% | +36.40%-38.10% | -0.20%
Prior 7-Day Eod 1.13% | 2.27%1.13% | 7.11%
Current vs 7-Day Eod +96.08% | +61.39%+10.64% | +7.18%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 46.84% | 46.55%
Calls: 51.25% | 43.09%
Puts: 42.42% | 50.00%
Prior 46.84% | 46.55%
Calls: 51.25% | 43.09%
Puts: 42.42% | 50.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 46.84% | 46.55%
Calls: 51.25% | 43.09%
Puts: 42.42% | 50.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 99% of dollar volume in calls ($16.52M) vs puts ($206.1K). Massive premium surge with dollar volume up 117% vs prior. Unusually high activity with volume up 498% vs prior - elevated interest. Volume explosion - 334% above 7-day average (21,244 vs avg 4,895).

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 7.9%, best 7.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2110.3511.20$10.777.9%30.8416
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. 52 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1723.4026.60$25.0012.8%321.00485
$130.00Jul 1712.7516.05$14.4022.9%421.00827
$135.00Jul 177.6511.60$9.6341.0%631.00745
$136.00Jul 176.4010.60$8.5049.4%111.0034
$139.00Jul 173.407.60$5.5076.4%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 170.000.93$0.47197.9%21.00--
$145.00Jul 170.012.85$1.43198.6%60.9139
$160.00Aug 2813.4017.60$15.5027.1%20.85--
$145.00Jul 240.003.50$1.75200.0%50.58--
$145.00Aug 212.745.80$4.2771.7%70.579

Most actively traded options today. High liquidity = easy entry/exit. 96 active (total vol 17.3K, top 14.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$147.00Jul 170.000.01$0.01100.0%14.3K0.0175
$145.00Jul 170.010.10$0.06150.0%1.1K0.132.2K
$146.00Jul 170.000.01$0.01100.0%3160.01588
$144.00Jul 170.010.72$0.37191.9%2271.00259
$140.00Jul 173.355.60$4.4750.3%1720.772.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$143.00Jul 170.000.55$0.28196.4%420.32100
$142.00Jul 240.000.71$0.36197.2%370.2131
$142.00Jul 170.002.22$1.11200.0%240.35120
$143.00Jul 240.641.10$0.8752.9%240.3629
$141.00Jul 170.002.17$1.09199.1%180.3055

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 1290.6%, max 3599.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Jul 17Aug 14694.9%18.8%3599.8%1424
$133.00Jul 17Jul 241086.9%31.8%3317.3%812
$140.00Jul 17Aug 21579.8%22.1%2524.9%1742.1K
$137.00Jul 17Jul 31804.2%35.3%2179.7%624
$135.00Jul 17Aug 21533.0%25.2%2010.9%66761
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Jul 17Jul 31420.1%28.7%1362.6%25120
$143.00Jul 17Jul 31122.8%14.6%739.7%43100
$139.00Jul 17Jul 24179.6%39.4%355.3%78
$145.00Jul 17Aug 2192.2%20.6%348.1%1348
$137.00Jul 24Aug 747.8%29.4%62.6%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 11.70, avg 3.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$146.00$147.00Jul 24$0.10$0.90$0.109.00$146.10
$160.00$170.00Jul 31$1.14$8.86$1.147.77$161.14
$148.00$150.00Jul 24$0.25$1.75$0.257.00$148.25
$150.00$155.00Aug 21$0.87$4.13$0.874.75$150.87
$142.00$143.00Jul 24$0.22$0.78$0.223.55$142.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$140.00$132.00Jul 31$0.63$7.37$0.6311.70$139.37
$144.00$143.00Jul 17$0.19$0.81$0.194.26$143.81
$145.00$140.00Aug 21$1.74$3.26$1.741.87$143.26
$145.00$143.00Jul 24$0.88$1.12$0.881.27$144.12
$142.00$140.00Jul 31$0.93$1.07$0.931.15$141.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 29.30, avg 3.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$130.00Aug 21$9.67$9.67$0.3329.30$129.67
$138.00$140.00Aug 14$1.88$1.88$0.1215.67$139.88
$130.00$135.00Aug 21$4.51$4.51$0.499.20$134.51
$120.00$125.00Jul 17$4.45$4.45$0.558.09$124.45
$128.00$129.00Jul 17$0.87$0.87$0.136.69$128.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$141.00$139.00Jul 17$1.08$1.08$0.921.17$139.92
$143.00$142.00Jul 24$0.51$0.51$0.491.04$142.49
$142.00$140.00Jul 31$0.93$0.93$1.070.87$141.07
$145.00$143.00Jul 24$0.88$0.88$1.120.79$144.12
$145.00$140.00Aug 21$1.74$1.74$3.260.53$143.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.61, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$142.00Jul 17Jul 24$0.07420.1%14.6%
$150.00Jul 17Jul 24$0.12229.2%19.4%
$128.00Jul 17Jul 24$0.151426.8%80.5%
$133.00Jul 17Jul 24$0.151086.9%31.8%
$138.00Jul 17Jul 24$0.18694.9%30.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$137.00Jul 24Aug 7$0.1347.8%29.4%
$145.00Jul 17Jul 24$0.3292.2%18.3%
$143.00Jul 17Jul 24$0.59122.8%17.9%
$139.00Jul 17Jul 24$1.12179.6%39.4%
$140.00Jul 31Aug 21$1.2426.5%22.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 0.58% of stock, avg 3.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$144.00Jul 17$0.37$0.47$0.84$143.16$144.840.58%
$145.00Jul 17$0.06$1.43$1.49$143.51$146.491.03%
$143.00Jul 17$1.32$0.28$1.60$141.40$144.601.11%
$142.00Jul 24$2.44$0.36$2.80$139.20$144.801.94%
$145.00Jul 24$1.12$1.75$2.87$142.13$147.871.99%
$143.00Jul 24$2.22$0.87$3.09$139.91$146.092.14%
$142.00Jul 17$2.37$1.11$3.48$138.52$145.482.41%
$145.00Jul 31$2.21$1.92$4.13$140.87$149.132.86%
$143.00Jul 31$3.11$1.10$4.21$138.79$147.212.91%
$139.00Jul 17$5.50$0.01$5.51$133.49$144.513.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 54 found (cheapest 0.24% of stock, avg 1.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$145.00$143.00Jul 17$0.06$0.28$0.34$142.66$145.34
$150.00$142.00Jul 24$0.13$0.36$0.49$141.51$150.49
$148.00$142.00Jul 24$0.38$0.36$0.74$141.26$148.74
$147.00$142.00Jul 24$0.41$0.36$0.77$141.23$147.77
$165.00$143.00Jul 17$0.50$0.28$0.78$142.22$165.78
$146.00$142.00Jul 24$0.51$0.36$0.87$141.13$146.87
$150.00$143.00Jul 24$0.13$0.87$1.00$142.00$151.00
$145.00$125.00Jul 17$0.06$1.07$1.13$123.87$146.13
$145.00$141.00Jul 17$0.06$1.09$1.15$139.85$146.15
$145.00$142.00Jul 17$0.06$1.11$1.17$140.83$146.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 2.28, avg credit $1.96)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
140/142145/147Jul 31$1.39$0.612.28$140.61$146.39
140/142147/150Jul 31$2.07$0.932.23$139.93$149.07
140/145150/155Aug 21$2.61$2.391.09$142.39$152.61
143/144160/170Jul 31$3.00$7.000.43$141.00$163.00
132/140142/143Jul 31$1.99$6.010.33$138.01$143.99
132/140144/145Jul 31$1.80$6.200.29$138.20$145.80
132/140147/150Jul 31$1.77$6.230.28$138.23$148.77
140/142160/170Jul 31$2.07$7.930.26$139.93$162.07
132/140160/170Jul 31$1.77$8.230.22$138.23$161.77
132/140145/147Jul 31$1.09$6.910.16$138.91$146.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 37.46, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$135.00$140.00$145.00Aug 21$0.13$4.8737.46
$138.00$139.00$140.00Jul 24$0.07$0.9313.29
$146.00$147.00$148.00Jul 24$0.07$0.9313.29
$130.00$135.00$140.00Aug 21$0.47$4.539.64
$142.00$143.00$144.00Jul 17$0.10$0.909.00
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$143.00$144.00$145.00Jul 17$0.77$0.230.30

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.01, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$160.001:2Jul 17-$0.01$9.99
$150.00$160.001:2Jul 31-$1.73$8.27
$155.00$160.001:2Aug 21-$0.41$4.59
$120.00$130.001:2Aug 21-$5.61$4.39
$160.00$165.001:2Jul 17-$0.99$4.01
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$136.00$125.001:2Jul 17-$2.12$8.88
$140.00$132.001:2Jul 31-$0.03$7.97
$145.00$140.001:2Aug 21-$0.79$4.21
$139.00$136.001:2Jul 17-$0.03$2.97
$142.00$140.001:2Jul 31-$0.36$1.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 1.16%, avg 0.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Aug 28$1.670.490.4%1.16%1.55%51
$145.00Aug 21$1.630.440.4%1.13%1.52%75225
$145.00Jul 31$1.600.460.4%1.11%1.50%1358
$146.00Aug 28$1.150.451.1%0.80%1.88%1--
$145.00Jul 24$0.980.420.4%0.68%1.07%135250
$145.00Aug 7$0.860.490.4%0.60%0.99%19--
$150.00Aug 21$0.750.253.9%0.52%4.38%73101
$147.00Aug 28$0.680.391.8%0.47%2.25%1--
$146.00Aug 7$0.420.441.1%0.29%1.38%17
$148.00Aug 14$0.190.302.5%0.13%2.60%1--

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 20,782
Total Puts 462
Put/Call Ratio 0.02
Net Difference 20,320

Prior's Put/Call Breakdown

Total Calls 3,246
Total Puts 309
Put/Call Ratio 0.10
Net Difference 2,937

Prior 7-Day Put/Call Summary

Total Calls 31,553
Total Puts 2,713
Average Put/Call Ratio 0.13
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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