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Roku options imply 14.8% move in share price post-earnings

Roku options imply 14.8% move in share price post-earnings

Pre-earnings options volume in Roku (ROKU) is 2.7x normal with calls leading puts 10:3. Implied volatility suggests the market is anticipating a move near 14.8%, or $11.53, after results are released. Median move over the past eight quarters is 10.7%.

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