ROKU · Options
Roku, Inc. (ROKU) options chain & liquidity
Term structure, skew and the liquidity of the published chain.
Update time unavailable
Loading graph — the exact table is available below.
2026-10-30: ATM IV: 22.75% 2 DTE · ATM strike $155.00 · No stored earnings marker Update time unavailable
Event / reference markers
- Earnings expiry 2026-11-06: 9
Exact data table
Volatility term structure · full stored dataset, independent of graph range/toggles
| Observation | ATM IV (%) | Context | Updated |
|---|---|---|---|
| 22.75% | 2 DTE · ATM strike $155.00 · No stored earnings marker | Update time unavailable | |
| 26.4% | 9 DTE · ATM strike $155.00 · Contains earnings | Update time unavailable | |
| 19.43% | 16 DTE · ATM strike $155.00 · No stored earnings marker | Update time unavailable | |
| 19.55% | 23 DTE · ATM strike $155.00 · No stored earnings marker | Update time unavailable |
- Liquidity classification
- POOR
- Median bid-ask width
- 109.5%
- 25-delta put IV
- 22.0%
- 25-delta call IV
- 34.9%
- Downside skew
- -5.6%
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 28, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.