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Roku ROKU 160.52 0.15 0.09%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for ROKU.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.94%
Average actual move
8.14%
Beyond the implied move
1 / 6
Median IV change
-44.64%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±5.13% +3.11% 0.61× —
August 07, 2026 ±3.29% +2.03% 0.62× —
May 01, 2026 ±10.90% +6.02% 0.55× —
August 01, 2025 ±12.48% -15.06% 1.21× 86.5% → 55.0%
May 02, 2025 ±12.67% -8.50% 0.67× 96.5% → 53.2%
February 14, 2025 ±15.18% +14.14% 0.93× 103.7% → 57.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →