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Call Traders Target Surging Roku Stock After Google Deal

ROKU call volume is running at nine times the intraday average

Deputy Editor
Dec 8, 2021 at 11:42 AM
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Roku Inc (NASDAQ:ROKU) stock is flying up this charts this afternoon, last seen 10.5% higher at $232.39, on news that the streaming concern reached a multiyear agreement with Google. The deal, of which financial terms weren't disclosed, allows Roku to keep popular apps YouTube and YouTube TV on its platform. Back in October, Google threatened to pull YouTube services from Roku devices by Dec. 9, a move that caught the attention of Congress amid a push of Big Tech antitrust legislation.

It's not even noon and 155,000 call contracts have already crossed the tape, which is nine times what is typically seen at this point. Most popular by far is the weekly 12/10 250-strike call, followed by the 240-strike call in the same series, with positions being opened at both. This indicates these traders see even more upside for the security by the time the contracts expire at the close of Friday's session.

The appetite for calls was already strong, according to ROKU's Schaeffer's put/call open interest ratio (SOIR), which stands higher than just 10% of readings from the past year. Simply put, near-term options traders have rarely been more call-biased. 

Now may be an ideal time to weigh in on Roku stock's next move with options, as the equity sports attractively priced premiums at the moment. ROKU's Schaeffer's Volatility Index (SVI) of 56% stands higher than just 17% of readings from the last 12 months. This suggests the options market is pricing in low volatility expectations for the equity right now. What's more, the security's Schaeffer's Volatility Scorecard (SVS) sits at 94 out of 100, meaning the shares have often realized higher volatility than the options pits have priced in -- a boon for premium buyers.

Roku stock has had a tough time since an Aug. 27, all-time high of $490.76. In fact, the shares breached their year-to-date breakeven level around the time Google made its initial announcement in August, with ROKU now nursing a 28% deficit in 2021. However, the stock is on track for its best single-day percentage gain since July and the 10-day moving average, which pressured the stock lower recently, has been toppled. Plus, ROKU's Relative Strength Index (RSI) came in at 26 yesterday, firmly in "oversold" territory, and possibly helping fuel today's bounce.

ROKU Chart Dec 8

 

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