Share price$423.87
1D-0.5%
Sold putSold callAH
Rockwell Automation, Inc. ROK
i
Market datapartial · fetched 2026-10-22T21:05:34.611Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:10:00.001044722Z
FundamentalsAlpha Vantage · unavailable
Rockwell Automation, Inc. options
PutsExpensive1.45×
CallsExpensive1.55×
SkewBearish+4.78 pp
Implied moveBearish±$43.53
TiltBearish13.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 473.70 | 42.4% | 13.0% | 382.42 | 48.5% | 11.4% |
| 25Δ | 464.21 | 42.2% | 11.2% | 391.52 | 48.1% | 9.8% |
| 30Δ | 455.75 | 42.0% | 9.7% | 399.69 | 48.0% | 8.5% |
| 35Δ | 448.40 | 42.3% | 8.4% | 407.23 | 48.1% | 7.4% |
| 40Δ | 441.47 | 42.5% | 7.3% | 414.61 | 48.0% | 6.4% |
| 45Δ | 434.84 | 42.7% | 6.4% | 421.85 | 47.7% | 5.4% |
| 50Δ | 428.31 | 42.9% | 5.5% | 428.95 | 47.1% | 4.6% |
| 55Δ | 421.85 | 43.1% | 4.8% | 436.26 | 47.2% | 3.9% |
| 60Δ | 415.29 | 43.3% | 4.1% | 443.85 | 47.4% | 3.2% |
| 65Δ | 408.59 | 43.4% | 3.4% | 451.79 | 47.5% | 2.6% |
| 70Δ | 401.48 | 43.9% | 2.8% | 460.16 | 47.4% | 2.0% |
| 75Δ | 394.08 | 43.8% | 2.3% | 469.98 | 47.9% | 1.5% |
| 80Δ | 386.05 | 43.7% | 1.8% | 480.18 | 47.5% | 1.1% |
20Δ
- Pseudo strike
- 473.70
- IV
- 42.4%
- B/E move
- 13.0%
- Pseudo strike
- 382.42
- IV
- 48.5%
- B/E move
- 11.4%
25Δ
- Pseudo strike
- 464.21
- IV
- 42.2%
- B/E move
- 11.2%
- Pseudo strike
- 391.52
- IV
- 48.1%
- B/E move
- 9.8%
30Δ
- Pseudo strike
- 455.75
- IV
- 42.0%
- B/E move
- 9.7%
- Pseudo strike
- 399.69
- IV
- 48.0%
- B/E move
- 8.5%
35Δ
- Pseudo strike
- 448.40
- IV
- 42.3%
- B/E move
- 8.4%
- Pseudo strike
- 407.23
- IV
- 48.1%
- B/E move
- 7.4%
40Δ
- Pseudo strike
- 441.47
- IV
- 42.5%
- B/E move
- 7.3%
- Pseudo strike
- 414.61
- IV
- 48.0%
- B/E move
- 6.4%
45Δ
- Pseudo strike
- 434.84
- IV
- 42.7%
- B/E move
- 6.4%
- Pseudo strike
- 421.85
- IV
- 47.7%
- B/E move
- 5.4%
50Δ
- Pseudo strike
- 428.31
- IV
- 42.9%
- B/E move
- 5.5%
- Pseudo strike
- 428.95
- IV
- 47.1%
- B/E move
- 4.6%
55Δ
- Pseudo strike
- 421.85
- IV
- 43.1%
- B/E move
- 4.8%
- Pseudo strike
- 436.26
- IV
- 47.2%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 415.29
- IV
- 43.3%
- B/E move
- 4.1%
- Pseudo strike
- 443.85
- IV
- 47.4%
- B/E move
- 3.2%
65Δ
- Pseudo strike
- 408.59
- IV
- 43.4%
- B/E move
- 3.4%
- Pseudo strike
- 451.79
- IV
- 47.5%
- B/E move
- 2.6%
70Δ
- Pseudo strike
- 401.48
- IV
- 43.9%
- B/E move
- 2.8%
- Pseudo strike
- 460.16
- IV
- 47.4%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 394.08
- IV
- 43.8%
- B/E move
- 2.3%
- Pseudo strike
- 469.98
- IV
- 47.9%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 386.05
- IV
- 43.7%
- B/E move
- 1.8%
- Pseudo strike
- 480.18
- IV
- 47.5%
- B/E move
- 1.1%
Options history
No recorded observations