What move does the options market price into Roku's report?

Implied ±2.3%, either direction.

ROKUNasdaqCable & Other Pay Television Services

Roku, Inc (ROKU) earnings date, market-implied expected move, and options open interest by expiry

155.20

−1.13 · −0.72%

post 155.07 −0.08%

Closed17:50 ET

Open155.01Volume4.0MMkt cap$23.0BP/E64.34EPS2.41

Day154.56 – 156.4028%52-wk78.53 – 160.2294%

ROKU

Roku, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±2.3%implied · report alone

8Q avg ±9.7%·×0.23·cheap

151.58158.66

straddle ±2.7%

spot 155.12exp Nov 6ATM strike 155ATM straddle 4.99IV 28%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

+2.03%

vs ±2.8% implied · ×0.72

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

16hDV · customerDoubleVerify Q3 net income $15,929 thousand, revenue $205,638 thousand
22hAMZN · customerAmazon falls 2%, Intel dives 29%, as tech stocks sell off in post-earnings rout

News

Largest filed tie

13F top-10 QoQ

−0.41%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

786 managers

Top fund weight

2.13%

ROKU weight · EVNT

N-PORTAug 31 '26

6 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Roku (ROKU) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

—≥ implied

Oct 30 '24Oct 30 '24confirmed—▼−17.33%—

Feb 13 '25Feb 13 '25confirmed—▲+14.14%—

May 1 '25May 1 '25confirmed—▼−8.50%—

Jul 31 '25Jul 31 '25confirmed—▼−15.06%—

Q3 FY25Oct 30 '25confirmed—▲+6.10%—

Feb 12 '26Feb 12 '26confirmed—▲+8.60%—

Q1 FY26Apr 30 '26confirmed—▲+6.02%—

Q2 FY26Aug 6 '26confirmed±2.8%▲+2.03%×0.72

quarterimplied−20%0+20%realized×

Q2 FY26±2.8%▲+2.03%×0.72

Q1 FY26—▲+6.02%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 9 expiries · Oct 28 close

0.11OI · 9 expiries · Oct 28 closeP/C open interest · Nov 6 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

97+98%Nov 66d890+79%

164+3%Nov 1313d0.54304+67%0.54

699+2%Nov 2020d0.491,436+5%0.49

37+517%Nov 2727d0.13296+1038%0.13

2—Dec 434d0.012980%0.01

4 later expiries

9,187+1%Dec 1848d0.7811,722+1%0.78

28,8250%Jan 1576d2.01

ExpiryPutsCallsP/C

Nov 66d97+98%890+79%0.11

Nov 1313d164+3%304+67%0.54

Nov 2020d699+2%1,436+5%0.49

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±2.7%

Funds 4

EVNT±0.1%

MDY±0.0%

IGPT±0.0%

VTI±0.0%

Suppliers 2

ADEA±0.9%×0.32

NFLX±0.5%×0.19

Customers 3

AMZN±0.8%×0.31

BBY±0.7%×0.24

TGT±0.5%×0.18

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

12.12%as filednet margin · revenue +8.47% QoQ · +21.93% YoY

Revenue

$1.4B+8.47% QoQ

Gross profit

$674M+19.25% QoQ

49.73% margin

Operating income

$146M+182.34% QoQ

10.79% margin

Pre-tax income

$169M+91.09% QoQ

Net income

$164M+91.62% QoQ

12.12% margin

Cost of revenue

$681M−0.43% QoQ

Operating expenses

$528M+2.80% QoQ

Marketing $223M

R&D $180M

SG&A $125M

Tax

$5M+75.72% QoQ

Other income

$23M−37.04% QoQ

Revenue$1.4B+8.47%

Gross profit

$674M+19.25%

49.73% margin

Operating income

$146M+182.34%

10.79% margin

Pre-tax income

$169M+91.09%

Net income

$164M+91.62%

12.12% margin

Cost of revenue

$681M−0.43%

Operating expenses

$528M+2.80%

Marketing $223M

R&D $180M

SG&A $125M

Other income$23M−37.04%

Tax$5M+75.72%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:45 ET

Intraday

Event sensitivity

PPI ×1.08· ±2.4% vs ±2.3% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.4%6 of 10×1.08

Roku, Inc (ROKU) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Roku, Inc (ROKU) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Revenue flow

Positioning

Event sensitivity

Earnings history

Methodology

Intraday

Linked exposure

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.08	—
Q1 FY26	Apr 30 '26 · confirmed	0.57	—
Q3 FY25	Oct 30 '25 · confirmed	0.16	—