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ROKU - Roku - Class A
Implied Volatility Analysis

Implied Volatility:
102.2%
Put/Call-Ratio:
0.81

Roku - Class A has an Implied Volatility (IV) of 102.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ROKU is 73 and the Implied Volatility Percentile (IVP) is 89. The current Implied Volatility Index for ROKU is 1.23 standard deviations away from its 1 year mean.

Market Cap$7.38B
Next Earnings Date10/27/2022 (27d)
Implied Volatility (IV) 30d
102.18
Implied Volatility Rank (IVR) 1y
72.72
Implied Volatility Percentile (IVP) 1y
88.54
Historical Volatility (HV) 30d
66.36
IV / HV
1.54
Open Interest
451.09K
Option Volume
62.94K
Put/Call Ratio (Volume)
0.81

Data was calculated after the 9/29/2022 closing.

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