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Rockwell Automation, Inc. ROK

i

Market dataready · fetched 2026-11-12T02:46:07.572Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001669385Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:46:07.110115+00:00

Share price$406.19
1D+0.5%
AH$401$405$408$412$4165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROK
Sold putSold callAH

Rockwell Automation, Inc. options

Live interpolated ROK call and put midpoint premiums by absolute delta.Rockwell Automation, Inc.$2.09$7.79$13.48$19.18$24.88$338.63$370.35$402.08$433.80$465.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROK spot · $406.19ROK PRICE$2.71$3.46$4.24$5.18$6.11$7.07$8.43$9.79$11.15$12.88$15.37$17.85$20.95$2.96$3.73$4.65$5.57$6.73$8.11$9.50$10.90$12.86$14.83$16.79$19.83$23.23
PutsCheap0.41×
CallsCheap0.73×
SkewBearish+1.23 pp
Implied moveBearish±$17.92
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ429.1339.1%6.3%385.6740.7%5.8%
25Δ424.2037.4%5.3%391.1037.9%4.6%
30Δ419.5235.9%4.3%394.7036.9%4.0%
35Δ416.2935.1%3.8%398.3035.8%3.3%
40Δ413.0734.4%3.2%401.5135.3%2.8%
45Δ409.8733.6%2.6%404.3635.3%2.4%
50Δ407.1833.5%2.3%407.2135.4%2.1%
55Δ404.4833.3%2.0%410.0735.4%1.7%
60Δ401.7933.2%1.7%413.1235.3%1.5%
65Δ398.8733.3%1.4%416.1735.2%1.2%
70Δ395.5234.1%1.2%419.2135.1%0.9%
75Δ392.1634.8%0.9%423.1235.4%0.7%
80Δ388.2335.6%0.7%427.3335.8%0.5%

20Δ

Calls
Pseudo strike
429.13
IV
39.1%
B/E move
6.3%
Puts
Pseudo strike
385.67
IV
40.7%
B/E move
5.8%

25Δ

Calls
Pseudo strike
424.20
IV
37.4%
B/E move
5.3%
Puts
Pseudo strike
391.10
IV
37.9%
B/E move
4.6%

30Δ

Calls
Pseudo strike
419.52
IV
35.9%
B/E move
4.3%
Puts
Pseudo strike
394.70
IV
36.9%
B/E move
4.0%

35Δ

Calls
Pseudo strike
416.29
IV
35.1%
B/E move
3.8%
Puts
Pseudo strike
398.30
IV
35.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
413.07
IV
34.4%
B/E move
3.2%
Puts
Pseudo strike
401.51
IV
35.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
409.87
IV
33.6%
B/E move
2.6%
Puts
Pseudo strike
404.36
IV
35.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
407.18
IV
33.5%
B/E move
2.3%
Puts
Pseudo strike
407.21
IV
35.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
404.48
IV
33.3%
B/E move
2.0%
Puts
Pseudo strike
410.07
IV
35.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
401.79
IV
33.2%
B/E move
1.7%
Puts
Pseudo strike
413.12
IV
35.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
398.87
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
416.17
IV
35.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
395.52
IV
34.1%
B/E move
1.2%
Puts
Pseudo strike
419.21
IV
35.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
392.16
IV
34.8%
B/E move
0.9%
Puts
Pseudo strike
423.12
IV
35.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
388.23
IV
35.6%
B/E move
0.7%
Puts
Pseudo strike
427.33
IV
35.8%
B/E move
0.5%

Options history

IV · four-Friday blend38.95%
Daily close
ROK28.0%33.9%39.8%2026-08-13: 31.47%2026-08-14: 30.46%2026-08-17: 31.37%2026-08-18: 30.72%2026-08-19: 31.47%2026-08-20: 33.39%2026-08-21: 31.16%2026-08-24: 31.02%2026-08-25: 30.77%2026-08-26: 30.05%2026-08-27: 30.03%2026-08-28: 28.84%2026-08-31: 29.03%2026-09-01: 29.33%2026-09-02: 29.10%2026-09-03: 29.24%2026-09-04: 28.96%2026-09-08: 30.79%2026-09-09: 30.92%2026-09-10: 30.23%2026-09-11: 28.84%2026-09-14: 30.31%2026-09-15: 31.61%2026-09-16: 32.41%2026-09-17: 32.15%2026-09-18: 31.05%2026-09-21: 31.06%2026-09-22: 31.31%2026-09-23: 31.49%2026-09-24: 31.23%2026-09-25: 31.49%2026-09-28: 31.93%2026-09-29: 31.90%2026-09-30: 32.04%2026-10-01: 31.57%2026-10-02: 30.93%2026-10-05: 31.37%2026-10-06: 31.03%2026-10-07: 31.55%2026-10-08: 31.33%2026-10-09: 31.65%2026-10-12: 32.48%2026-10-13: 33.56%2026-10-14: 33.89%2026-10-15: 34.66%2026-10-16: 34.65%2026-10-19: 34.60%2026-10-20: 35.44%2026-10-21: 36.54%2026-10-22: 37.64%2026-10-23: 38.65%2026-10-26: 38.58%2026-10-27: 37.94%2026-10-28: 38.05%2026-10-29: 37.68%2026-10-30: 38.95%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.47%
30.46%
31.37%
30.72%
31.47%
33.39%
31.16%
31.02%
30.77%
30.05%
30.03%
28.84%
29.03%
29.33%
29.10%
29.24%
28.96%
30.79%
30.92%
30.23%
28.84%
30.31%
31.61%
32.41%
32.15%
31.05%
31.06%
31.31%
31.49%
31.23%
31.49%
31.93%
31.90%
32.04%
31.57%
30.93%
31.37%
31.03%
31.55%
31.33%
31.65%
32.48%
33.56%
33.89%
34.66%
34.65%
34.60%
35.44%
36.54%
37.64%
38.65%
38.58%
37.94%
38.05%
37.68%
38.95%