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Roku ROKU 160.52 0.15 0.09%

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ATM IV
0.158
Put Call Ratio (OI)
0.811
Put Call Ratio (Vol)
0.784
IV Rank
1.82
IV Percentile
3.25
Max pain
153

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-130.3
130.3
View values by strike
ROKU · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 85.5 -4.13 K
35.00 108 -8.06 K
40.00 746 -4.67 K
45.00 3.94 K -31.5 K
50.00 1.51 K -2.08 K
55.00 622 -11.1 K
60.00 824 -23 K
65.00 1.76 K -14.6 K
70.00 13.6 K -17.2 K
75.00 3.13 K -17.7 K
80.00 4.86 K -22.3 K
85.00 3.04 K -22.9 K
90.00 2.99 K -21.2 K
95.00 568 -55.5 K
100.00 99.7 K -122 K
105.00 10.8 K -43.1 K
110.00 7.23 K -19.4 K
115.00 15.1 K -47.6 K
120.00 51.7 K -38.2 K
125.00 91.5 K -26.7 K
130.00 136 K -396 K
135.00 38.2 K -63.5 K
138.00 3.71 K -2.71 K
139.00 3.9 K -1.56 K
140.00 194 K -233 K
141.00 565 -6.7 K
142.00 11.2 K -1.3 K
143.00 1.53 K -7.77 K
144.00 278 -10.3 K
145.00 505 K -294 K
146.00 4.32 K -12.9 K
147.00 18.7 K -13 K
148.00 6.24 K -58.7 K
149.00 7.26 K -99.4 K
150.00 1.9 M -770 K
152.50 8.64 K -425 K
155.00 1.07 M -975 K
157.50 268 K -189 K
160.00 5.76 M -959 K
162.50 1.15 M -10.9 K
165.00 3.27 M -169 K
167.50 86.6 K 0
170.00 1.57 M -1.23 K
172.50 7.31 K 0
175.00 805 K -1 K
177.50 9.48 K 0
180.00 239 K -349
182.50 9.14 K 0
185.00 158 K 0
190.00 300 K -401
195.00 12.1 K 0
200.00 363 K 0
210.00 68.7 K 0
220.00 59.2 K 0
230.00 871 K 0