Pre-earnings options volume in Roku is 1.1x normal with calls leading puts 5:4. Implied volatility suggests the market is anticipating a move near 11.6%, or $6.35, after results are released. Median move over the past eight quarters is 17.1%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on ROKU:
- Options Volatility and Implied Earnings Moves Today, August 01, 2024
- Options Volatility and Implied Earnings Moves This Week, July 29 – August 02, 2024
- Roku’s (NASDAQ:ROKU) New Ad Plan No Help for Shares
- Roku names Louise Pentland as General Counsel
- Roku (NASDAQ:ROKU) Slips despite News About Its Leading Market Position