Pre-earnings options volume in Roku is 1.7x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 12.6%, or $7.87, 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, April 25, 2024
- Investors Rush for Exits from Cathie Wood’s ARK Funds
- Options Volatility and Implied Earnings Moves This Week, April 22 – April 26, 2024
- Unusually active option classes on open April 19th
- Roku price target lowered to $80 from $120 at Wedbush