Roku Integration - Volume not working

I added my Roku TV successfully via the UI and am able to select source/power on off, but not set the volume. Here is a complete log and the error I get when I try. Any ideas what to do?

2020-05-03 16:13:00 ERROR (MainThread) [homeassistant.components.websocket_api.http.connection.140652328702352]
Traceback (most recent call last):
  File "/usr/src/homeassistant/homeassistant/components/websocket_api/commands.py", line 134, in handle_call_service
    connection.context(msg),
  File "/usr/src/homeassistant/homeassistant/core.py", line 1232, in async_call
    await asyncio.shield(self._execute_service(handler, service_call))
  File "/usr/src/homeassistant/homeassistant/core.py", line 1255, in _execute_service
    await handler.func(service_call)
  File "/usr/src/homeassistant/homeassistant/helpers/entity_component.py", line 213, in handle_service
    self._platforms.values(), func, call, required_features
  File "/usr/src/homeassistant/homeassistant/helpers/service.py", line 412, in entity_service_call
    future.result()  # pop exception if have
  File "/usr/src/homeassistant/homeassistant/helpers/entity.py", line 600, in async_request_call
    await coro
  File "/usr/src/homeassistant/homeassistant/helpers/service.py", line 443, in _handle_entity_call
    await result
  File "/usr/src/homeassistant/homeassistant/components/media_player/__init__.py", line 542, in async_set_volume_level
    await self.hass.async_add_job(self.set_volume_level, volume)
  File "/usr/local/lib/python3.7/concurrent/futures/thread.py", line 57, in run
    result = self.fn(*self.args, **self.kwargs)
  File "/usr/src/homeassistant/homeassistant/components/media_player/__init__.py", line 538, in set_volume_level
    raise NotImplementedError()
NotImplementedError

Error in UI:

Failed to call service media_player/volume_set