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
$5.90
7-Day Straddle
$4.12
Avg IV
0.7%
IV Rank
72%
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 |
|---|---|---|---|---|
| 20260915 | $5.90 | $4.12 | 0.7% | 72% |
| 20260914 | $6.20 | $2.12 | 0.5% | 52% |
| 20260911 | $5.29 | $2.91 | 0.3% | 17% |
| 20260910 | $5.18 | $3.04 | 0.4% | 22% |
| 20260909 | $6.20 | $3.94 | 0.4% | 22% |
| 20260908 | $7.42 | $4.28 | 0.3% | 16% |
| 20260904 | $6.84 | $3.46 | 0.4% | 21% |
| 20260903 | $5.85 | $3.55 | 0.3% | 19% |
| 20260902 | $6.76 | $3.36 | 0.3% | 16% |
| 20260901 | $6.84 | $4.65 | 0.4% | 28% |
| 20260831 | $6.35 | $2.92 | 0.3% | 15% |
| 20260828 | $5.65 | $2.54 | 0.3% | 15% |
| 20260827 | $6.73 | $4.72 | 0.4% | 31% |
| 20260826 | $6.36 | $3.67 | 0.4% | 26% |
| 20260825 | $6.39 | $3.51 | 0.3% | 4% |
| 20260824 | $6.69 | $2.11 | 0.4% | 16% |
| 20260821 | $5.61 | $1.98 | 0.7% | 51% |
| 20260820 | $6.83 | $2.75 | 0.8% | 73% |
| 20260819 | $6.27 | $2.83 | 0.7% | 59% |
| 20260818 | $5.95 | $3.28 | 0.8% | 62% |
| 20260817 | $5.92 | $1.57 | 0.5% | 27% |
| 20260814 | $5.19 | $2.72 | 0.2% | 1% |
| 20260813 | $6.67 | $2.86 | 0.2% | 0% |
| 20260812 | $6.02 | $3.02 | 0.3% | 2% |
| 20260811 | $5.94 | $3.58 | 0.4% | 12% |
| 20260810 | $6.08 | $2.04 | 0.3% | 10% |
| 20260806 | $7.52 | $6.72 | 0.3% | 10% |
| 20260805 | $7.55 | $6.40 | 0.3% | 10% |
| 20260804 | $7.57 | $5.94 | 0.3% | 0% |
| 20260803 | $7.14 | $4.35 | 0.3% | 8% |
| 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% |