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ROKU - Roku - Class A
Implied Volatility Analysis

Implied Volatility:
74.3%
Put/Call-Ratio:
1.08

Roku - Class A has an Implied Volatility (IV) of 74.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ROKU is 17 and the Implied Volatility Percentile (IVP) is 20. The current Implied Volatility Index for ROKU is -0.94 standard deviations away from its 1 year mean.

Market Cap$7.75B
Next Earnings Date4/27/2023 (33d)
Implied Volatility (IV) 30d
74.26
Implied Volatility Rank (IVR) 1y
17.28
Implied Volatility Percentile (IVP) 1y
19.71
Historical Volatility (HV) 30d
52.44
IV / HV
1.42
Open Interest
375.96K
Option Volume
49.96K
Put/Call Ratio (Volume)
1.08

Data was calculated after the 3/24/2023 closing.

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