The options market is pricing a ±2.8% (±$4.09) move for ROKU's 2026-08-06 · after close report. Over its last 8 reports, ROKU has actually moved ±10% on average (biggest: ±17.3%). That's a 3.54× realized-vs-implied ratio, so the options look underpriced — ROKU has historically moved more than the market prices in, which favors buying premium (long straddle/strangle) into the print. It has exceeded the implied move in 38% of those prints, beaten EPS estimates 100% of the time (8 quarters), and the 1-day reaction has been negative 50% of the time (avg -1.2%).
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-04-30 | 0.34 | 0.57 | beat | ±9.1% | +6% | +8.7% |
| 2026-02-12 | 0.28 | 0.53 | beat | ±11.7% | +8.6% | +8.1% |
| 2025-10-30 | 0.07 | 0.16 | beat | ±11.6% | +6.1% | +4.8% |
| 2025-07-31 | -0.16 | 0.07 | beat | ±11.1% | -15.1% | -11.7% |
| 2025-05-01 | -0.27 | -0.19 | beat | ±10.9% | -8.5% | -8.8% |
| 2025-02-13 | -0.44 | -0.24 | beat | ±12.5% | +14.1% | +6.9% |
| 2024-10-30 | -0.35 | -0.06 | beat | ±14.3% | -17.3% | -6.8% |
| 2024-08-01 | -0.45 | -0.24 | beat | ±12.1% | -4% | +0.5% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
ROKU is scheduled to report on 2026-08-06, after the close. Dates can shift until the company confirms.
The options market is pricing an expected move of about ±2.8% (±$4.09) for ROKU's upcoming report — the size of the move the ATM straddle is pricing in.
Over its last 8 reports, ROKU has beaten EPS estimates 100% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 8 reports, ROKU moved ±10% on average versus a ±2.8% implied move — a 3.54× ratio, so the options have been cheap (it moves more than priced). It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See ROKU's positioning too: ROKU gamma exposure → · ROKU options flow →
The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
