ROKU · Expected Move
Roku, Inc. Class A Common Stock
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).
ROKU straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ROKU Expected Move
30-Day Straddle
$6.43
7-Day Straddle
$4.87
30-Day ATM IV
18.4%
IV Rank
47%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $6.43 | $4.87 | 18.4% | 47% |
| 20261029 | $6.85 | $4.91 | 18.8% | 51% |
| 20261028 | $6.55 | $5.22 | 18.3% | 45% |
| 20261027 | $7.19 | $5.20 | 18.7% | 50% |
| 20261026 | $7.67 | $2.40 | 20.1% | 56% |
| 20261023 | $7.41 | $3.90 | 19.8% | 52% |
| 20261022 | $8.03 | $4.54 | 20.5% | 59% |
| 20261021 | $8.16 | $4.93 | 22.0% | 21% |
| 20261020 | $7.54 | $4.74 | 20.3% | 17% |
| 20261019 | $6.61 | $2.88 | 19.2% | 14% |
| 20261016 | $7.37 | $2.62 | 20.9% | 18% |
| 20261015 | $6.70 | $3.01 | 19.4% | 14% |
| 20261014 | $6.83 | $3.42 | 19.5% | 15% |
| 20261013 | $6.81 | $3.15 | 19.1% | 14% |
| 20261012 | $6.28 | $1.98 | 17.8% | 10% |
| 20261009 | $5.76 | $1.83 | 17.1% | 8% |
| 20261008 | $6.50 | $3.66 | 18.6% | 12% |
| 20261007 | $6.97 | $3.27 | 19.9% | 16% |
| 20261006 | $7.33 | $3.78 | 20.4% | 17% |
| 20261005 | $7.22 | $2.26 | 19.0% | 13% |
| 20261002 | $5.70 | $2.79 | 17.8% | 10% |
| 20261001 | $5.68 | $3.52 | 17.6% | 9% |
| 20260930 | $7.20 | $3.45 | 20.8% | 18% |
| 20260929 | $7.41 | $3.67 | 20.4% | 17% |
| 20260928 | $7.38 | $2.61 | 20.4% | 17% |
| 20260925 | $6.66 | $3.39 | 20.2% | 16% |
| 20260924 | $7.13 | $4.91 | 19.3% | 14% |
| 20260923 | $5.87 | $3.48 | 16.3% | 6% |
| 20260922 | $6.43 | $3.09 | 17.6% | 10% |
| 20260921 | $6.38 | $2.31 | 16.7% | 7% |
| 20260918 | $4.30 | $2.79 | 14.0% | 0% |
| 20260917 | $5.14 | $3.38 | 15.2% | 1% |
| 20260916 | $6.37 | $3.00 | 17.8% | 8% |
| 20260915 | $5.90 | $4.12 | 15.5% | 2% |
| 20260914 | $6.20 | $2.12 | 15.7% | 2% |
| 20260911 | $5.29 | $2.91 | 16.4% | 4% |
| 20260910 | $5.18 | $3.04 | 14.8% | 0% |
| 20260909 | $6.20 | $3.94 | 17.6% | 7% |
| 20260908 | $7.42 | $4.28 | 20.1% | 9% |
| 20260904 | $6.84 | $3.46 | 18.7% | 7% |
| 20260903 | $5.85 | $3.55 | 16.1% | 2% |
| 20260902 | $6.76 | $3.36 | 18.6% | 7% |
| 20260901 | $6.84 | $4.65 | 18.5% | 6% |
| 20260831 | $6.35 | $2.92 | 17.2% | 4% |
| 20260828 | $5.65 | $2.54 | 16.7% | 3% |
| 20260827 | $6.73 | $4.72 | 18.2% | 6% |
| 20260826 | $6.36 | $3.67 | 17.0% | 4% |
| 20260825 | $6.39 | $3.51 | 17.3% | 4% |
| 20260824 | $6.69 | $2.11 | 17.6% | 5% |
| 20260821 | $5.61 | $1.98 | 16.0% | 2% |
| 20260820 | $6.83 | $2.75 | 17.0% | 4% |
| 20260819 | $6.27 | $2.83 | 16.8% | 3% |
| 20260818 | $5.95 | $3.28 | 16.0% | 2% |
| 20260817 | $5.92 | $1.57 | 14.8% | 0% |
| 20260814 | $5.19 | $2.72 | 14.9% | 0% |
| 20260813 | $6.67 | $2.86 | 17.6% | 2% |
| 20260812 | $6.02 | $3.02 | 16.4% | 0% |
| 20260811 | $5.94 | $3.58 | 16.7% | 0% |
| 20260810 | $6.08 | $2.04 | 16.7% | 0% |
| 20260807 | — | — | 16.6% | 0% |
More on ROKU
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.