Roku ROKU 154.08 -1.04 -0.67%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ROKU / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.19
2.95
Mean
30.63
Window
-78.2%
ATM IV
z -1.99
0.17
Mean
0.53
Window
-64.1%
IV Percentile
z -1.37
3.19
Mean
45.01
Window
-86.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.93 | 0.94 |
| ATM IV | 0.93 | 1.00 | 0.93 |
| IV Percent... | 0.94 | 0.93 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-17 | 154.08 | 2.95 | 0.17 | 3.19 |
| 2026-09-16 | 155.12 | 3.62 | 0.17 | 3.98 |
| 2026-09-15 | 156.62 | 2.03 | 0.16 | 1.99 |
| 2026-09-14 | 157.45 | 0.44 | 0.15 | 0.8 |
| 2026-09-11 | 154.93 | 6.21 | 0.19 | 8.37 |
| 2026-09-10 | 154.12 | 2.49 | 0.16 | 1.59 |
| 2026-09-09 | 152.9 | 5.49 | 0.19 | 6.77 |
| 2026-09-08 | 155.34 | 7.13 | 0.2 | 9.56 |
| 2026-09-07 | 155.59 | 7.34 | 0.2 | 10 |
| 2026-09-04 | 155.59 | 6.12 | 0.19 | 7.17 |
| 2026-09-03 | 158.31 | 4.06 | 0.18 | 3.59 |
| 2026-09-02 | 157.7 | 6.55 | 0.2 | 7.17 |
| 2026-09-01 | 155.53 | 7.02 | 0.2 | 8 |
| 2026-08-31 | 156.93 | 4.11 | 0.18 | 3.61 |
| 2026-08-28 | 157.68 | 1.57 | 0.16 | 1.2 |
| 2026-08-27 | 156.25 | 4.32 | 0.18 | 4 |
| 2026-08-26 | 158.6 | 5.64 | 0.19 | 5.2 |
| 2026-08-25 | 159.76 | 3.3 | 0.17 | 2 |
| 2026-08-24 | 158.18 | 4.28 | 0.18 | 3.21 |
| 2026-08-21 | 157.49 | 1.56 | 0.16 | 0.8 |
| 2026-08-20 | 157.12 | 11.95 | 0.24 | 16.4 |
| 2026-08-19 | 156.8 | 4.34 | 0.18 | 2.8 |
| 2026-08-18 | 157.78 | 3.67 | 0.17 | 1.6 |
| 2026-08-17 | 158.31 | 4.75 | 0.18 | 2.41 |
| 2026-08-14 | 157.68 | 0.1 | 0.14 | 0.4 |
| 2026-08-13 | 154.08 | 2.72 | 0.17 | 0.4 |
| 2026-08-12 | 151.79 | 3.13 | 0.17 | 0.4 |
| 2026-08-11 | 150.91 | 4.26 | 0.18 | 0.8 |
| 2026-08-10 | 151.84 | 3.72 | 0.17 | 0.4 |
| 2026-08-07 | 153.11 | 0 | 0.14 | 0 |
| 2026-08-06 | 150.07 | 3.63 | 0.21 | 4.4 |
| 2026-08-05 | 146.96 | 4.28 | 0.22 | 5.6 |
| 2026-08-04 | 147.33 | 1.76 | 0.2 | 0.8 |
| 2026-08-03 | 145.84 | 2.69 | 0.2 | 2.41 |
| 2026-07-31 | 145.01 | 7.2 | 0.24 | 10.8 |
| 2026-07-30 | 145.09 | 4.96 | 0.22 | 6.8 |
| 2026-07-29 | 145.33 | 6.89 | 0.24 | 10 |
| 2026-07-28 | 143.91 | 7.6 | 0.24 | 10 |
| 2026-07-27 | 142.92 | 5.26 | 0.22 | 7.23 |
| 2026-07-24 | 141.97 | 3.32 | 0.21 | 2.4 |
| 2026-07-23 | 141.67 | 2.47 | 0.2 | 1.6 |
| 2026-07-22 | 143.08 | 2.5 | 0.2 | 1.6 |
| 2026-07-21 | 144.27 | 1.59 | 0.2 | 0.4 |
| 2026-07-20 | 144.13 | 4.21 | 0.22 | 2.41 |
| 2026-07-17 | 144.43 | 4.62 | 0.22 | 3.2 |
| 2026-07-16 | 143.82 | 8.53 | 0.25 | 7.6 |
| 2026-07-15 | 143.32 | 4.81 | 0.22 | 3.6 |
| 2026-07-14 | 141.76 | 6.25 | 0.23 | 6 |
| 2026-07-13 | 142.34 | 5.34 | 0.22 | 4.42 |
| 2026-07-10 | 140.69 | 4.66 | 0.22 | 3.2 |