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Rockwell Automation Inc ROK

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-22T21:53:25.769Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.001044722Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:53:23.826738+00:00

Share price$423.87
1D-0.5%
AH$418$421$424$427$4305:30 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$3.72$19.09$34.46$49.82$65.19$353.98$387.50$421.02$454.54$488.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROK spot · $423.87ROK PRICE$5.38$7.11$9.04$11.19$13.55$16.19$19.04$22.24$25.79$29.67$34.33$39.38$45.24$6.93$9.22$11.75$14.67$17.78$21.05$24.49$28.79$33.61$38.97$44.92$52.63$60.76
PutsExpensive1.45×
CallsExpensive1.55×
SkewBearish+4.78 pp
Implied moveBearish±$43.53
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ473.7042.4%13.0%382.4248.5%11.4%
25Δ464.2142.2%11.2%391.5248.1%9.8%
30Δ455.7542.0%9.7%399.6948.0%8.5%
35Δ448.4042.3%8.4%407.2348.1%7.4%
40Δ441.4742.5%7.3%414.6148.0%6.4%
45Δ434.8442.7%6.4%421.8547.7%5.4%
50Δ428.3142.9%5.5%428.9547.1%4.6%
55Δ421.8543.1%4.8%436.2647.2%3.9%
60Δ415.2943.3%4.1%443.8547.4%3.2%
65Δ408.5943.4%3.4%451.7947.5%2.6%
70Δ401.4843.9%2.8%460.1647.4%2.0%
75Δ394.0843.8%2.3%469.9847.9%1.5%
80Δ386.0543.7%1.8%480.1847.5%1.1%

20Δ

Calls
Pseudo strike
473.70
IV
42.4%
B/E move
13.0%
Puts
Pseudo strike
382.42
IV
48.5%
B/E move
11.4%

25Δ

Calls
Pseudo strike
464.21
IV
42.2%
B/E move
11.2%
Puts
Pseudo strike
391.52
IV
48.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
455.75
IV
42.0%
B/E move
9.7%
Puts
Pseudo strike
399.69
IV
48.0%
B/E move
8.5%

35Δ

Calls
Pseudo strike
448.40
IV
42.3%
B/E move
8.4%
Puts
Pseudo strike
407.23
IV
48.1%
B/E move
7.4%

40Δ

Calls
Pseudo strike
441.47
IV
42.5%
B/E move
7.3%
Puts
Pseudo strike
414.61
IV
48.0%
B/E move
6.4%

45Δ

Calls
Pseudo strike
434.84
IV
42.7%
B/E move
6.4%
Puts
Pseudo strike
421.85
IV
47.7%
B/E move
5.4%

50Δ

Calls
Pseudo strike
428.31
IV
42.9%
B/E move
5.5%
Puts
Pseudo strike
428.95
IV
47.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
421.85
IV
43.1%
B/E move
4.8%
Puts
Pseudo strike
436.26
IV
47.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
415.29
IV
43.3%
B/E move
4.1%
Puts
Pseudo strike
443.85
IV
47.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
408.59
IV
43.4%
B/E move
3.4%
Puts
Pseudo strike
451.79
IV
47.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
401.48
IV
43.9%
B/E move
2.8%
Puts
Pseudo strike
460.16
IV
47.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
394.08
IV
43.8%
B/E move
2.3%
Puts
Pseudo strike
469.98
IV
47.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
386.05
IV
43.7%
B/E move
1.8%
Puts
Pseudo strike
480.18
IV
47.5%
B/E move
1.1%

Options history

No recorded observations