ROKU (Roku, Inc. Class A Common Stock)
Expected Move & Straddle Price History
The expected move for ROKU is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current ROKU Expected Move
30-Day Straddle
$6.94
7-Day Straddle
$3.97
Avg IV
0.4%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to ROKU's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ROKU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260731 | $6.94 | $3.97 | 0.4% | 14% |
| 20260730 | $6.91 | $5.05 | 0.3% | 1% |
| 20260729 | $6.80 | $5.54 | 0.3% | 2% |
| 20260728 | $7.02 | $5.56 | 0.3% | 7% |
| 20260727 | $6.97 | $3.12 | 0.3% | 8% |
| 20260724 | $6.33 | $2.66 | 0.4% | 16% |
| 20260723 | $6.21 | $4.15 | 0.4% | 15% |
| 20260722 | $6.21 | $3.54 | 0.4% | 16% |
| 20260721 | $6.50 | $3.44 | 0.3% | 10% |
| 20260720 | $7.01 | $2.57 | 0.3% | 10% |
| 20260716 | $6.28 | $2.75 | 0.3% | 0% |
| 20260715 | $7.36 | $3.04 | 0.3% | 0% |
| 20260714 | $7.36 | $2.75 | 0.3% | 9% |
| 20260713 | $7.25 | $2.03 | 0.3% | 0% |
| 20260710 | $6.68 | $3.01 | 0.4% | 7% |
| 20260709 | $5.96 | $3.32 | 0.3% | 2% |
| 20260708 | $7.29 | $3.60 | 0.4% | 10% |
| 20260707 | $7.51 | $3.41 | 0.4% | 9% |
| 20260706 | $7.76 | $2.18 | 0.3% | 0% |
| 20260702 | $7.36 | $2.98 | 0.4% | 0% |
| 20260701 | $7.58 | $3.83 | 0.4% | 2% |
| 20260630 | $7.72 | $4.94 | 0.4% | 1% |
| 20260629 | $7.63 | $2.80 | 0.4% | 3% |
| 20260626 | $6.26 | $3.04 | 0.4% | 2% |
| 20260625 | $6.72 | $3.64 | 0.4% | 4% |
| 20260624 | $6.58 | $3.80 | 0.4% | 2% |
| 20260623 | $6.59 | $3.54 | 0.4% | 0% |
| 20260622 | $6.74 | $2.95 | 0.4% | 0% |
| 20260618 | $6.24 | $3.10 | 0.7% | 43% |
| 20260617 | $7.83 | $4.54 | 0.8% | 51% |
| 20260616 | $7.45 | $4.85 | 0.5% | 13% |
| 20260615 | $8.27 | $2.69 | 0.6% | 27% |
| 20260613 | $16.98 | $9.40 | 0.5% | 13% |
| 20260612 | $17.23 | $8.43 | 0.6% | 28% |
| 20260611 | $13.70 | $7.04 | 0.5% | 13% |
| 20260610 | $13.60 | $7.20 | 0.5% | 12% |
| 20260609 | $14.50 | $8.38 | 0.5% | 13% |
| 20260608 | $15.10 | $6.33 | 0.5% | 12% |
| 20260605 | $13.65 | $7.30 | 0.5% | 11% |
| 20260604 | $14.28 | $7.29 | 0.6% | 17% |
| 20260603 | $14.43 | $7.88 | 0.5% | 11% |
| 20260602 | $14.40 | $9.22 | 0.5% | 8% |
| 20260601 | $14.73 | $6.53 | 0.5% | 14% |
| 20260529 | $13.18 | $6.23 | 0.5% | 11% |
| 20260528 | $13.73 | $7.15 | 0.5% | 2% |
| 20260527 | $13.55 | $8.10 | 0.5% | 6% |
| 20260526 | $14.40 | $8.85 | 0.5% | 5% |
| 20260522 | $12.45 | $5.73 | 0.6% | 26% |
| 20260521 | $12.68 | $6.78 | 0.6% | 31% |
| 20260520 | $13.47 | $7.28 | 0.6% | 22% |
| 20260519 | $12.95 | $7.58 | 0.7% | 36% |
| 20260518 | $13.38 | $5.55 | 0.6% | 25% |
| 20260515 | $12.38 | $6.23 | 0.5% | 4% |
| 20260514 | $13.15 | $7.28 | 0.5% | 7% |
| 20260513 | $14.45 | $8.43 | 0.6% | 22% |
| 20260512 | $14.52 | $8.98 | 0.5% | 7% |
| 20260511 | $14.68 | $6.13 | 0.6% | 22% |
| 20260510 | $15.28 | $6.65 | 0.5% | 21% |
| 20260508 | $13.47 | $6.65 | 0.6% | 30% |
| 20260507 | $12.50 | $6.44 | 0.5% | 12% |