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ROKU

Roku Inc
ROKU KEY LEVELSCaptured 2026-09-16 05:10 ET
$156.62ROKU last price
+0.00%Change on the session
$3.6MNet dealer gamma, Neutral Gamma: Spot At the Flip
160Call wall, largest gamma strike at $2.5M net
150Put wall

Prices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.

TechnologyEntertainmentMkt Cap: 10BAvg Vol: 5M

LIVE MARKET SNAPSHOT

LAST PRICE
$156.62+0.00%
Volume 344
DEALER GAMMA (GEX)
Call Wall160
Put Wall150
GEX Flip157.5
Vol Trigger150
Net GEX$3.6M
Neutral Gamma: Spot At the Flip

Cached snapshot as of 2026-09-16 09:10 UTC, live streaming data in the terminal.

ROKU DEALER GAMMA BY STRIKE

Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.

Net gamma exposure at each strike near ROKU's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.

Unit: USD of dealer gamma per 1 percent move in spot. A window of the ROKU option chain, not the whole book: the 30 strikes nearest spot out of 59 seen, 200 contract rows spanning 2 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.

New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.

StrikeNet GEXCall GEXPut GEXConcentration
133-$601$86-$687
134$0$0$0
135$18.3K$22.6K-$4.3K
136-$1.7K$115-$1.8K
137$128$128$0
138$15.4K$15.4K$0
139$0$157-$157
140$33.1K$36.5K-$3.3K
141$0$0$0
142$223$223$0
143$0$0$0
144-$500$83-$584
145-$34.1K$72.7K-$106.9K
146-$434$6.9K-$7.4K
147-$1.8K$7.2K-$9.0K
148$1.1K$1.1K$0
149$2.2K$2.2K$0
150PUT WALL$373.6K$954.4K-$580.8K
152.5-$36.8K$14.4K-$51.2K
155$425.2K$962.8K-$537.6K
157.5SPOTGEX FLIP-$89.5K$260.0K-$349.5K
160CALL WALL$2.5M$2.6M-$112.4K
162.5$80.9K$80.9K$0
165$151.4K$156.0K-$4.5K
167.5$22.0K$22.0K$0
170$63.3K$63.4K-$169
172.5$255$255$0
175$13.5K$13.5K$0
177.5$0$0$0
180$20.4K$20.4K$0

These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.

ABOUT ROKU

Roku operates a TV streaming platform providing hardware devices, smart TV operating systems, and The Roku Channel ad-supported content. The company sells streaming players and licenses its OS to TV manufacturers. Platform revenue from advertising and content distribution is the primary growth driver.

WHY TRACK ROKU ON SQUAWKFLOW

ROKU options are heavily traded around connected TV advertising revenue reports. Streaming hours and ARPU data create binary earnings events. Cord-cutting acceleration or deceleration signals show up in options positioning weeks before results.

ROKU DATA ON SQUAWKFLOW

Options Flow

ROKU options flow, unusual activity, and volume concentrations from the session chain

Latest Snapshot

Last ROKU price, change, volume, and the current dealer-gamma regime

GEX Dashboard

ROKU gamma exposure levels, call/put walls, and GEX flip

AI Narration

AI-powered analysis of ROKU market microstructure in real time

News Sentiment

ROKU news with AI sentiment scoring and impact analysis

Sector Context

Technology sector rotation and relative strength vs peers

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