ROK · Expected Move
Rockwell Automation, Inc.
The expected move for ROK is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ROK straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ROK Expected Move
30-Day Straddle
$31.35
7-Day Straddle
$19.20
30-Day ATM IV
30.9%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to ROK's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ROK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $31.35 | $19.20 | 30.9% | 22% |
| 20261106 | $32.55 | $21.75 | 32.8% | 31% |
| 20261105 | $34.10 | $21.65 | 33.2% | 33% |
| 20261104 | $39.00 | $39.00 | 41.2% | 69% |
| 20261103 | $39.05 | $39.05 | 42.2% | 73% |
| 20261102 | $40.25 | $40.25 | 43.7% | 80% |
| 20261030 | $41.20 | $41.20 | 42.9% | 76% |
| 20261029 | $41.70 | $41.70 | 42.3% | 74% |
| 20261028 | $42.40 | $42.40 | 42.9% | 76% |
| 20261027 | $42.15 | $42.15 | 43.6% | 79% |
| 20261026 | $42.55 | $42.55 | 44.7% | 84% |
| 20261023 | $44.15 | $44.15 | 45.2% | 87% |
| 20261022 | $43.30 | $43.30 | 44.4% | 83% |
| 20261021 | $43.60 | $43.60 | 43.5% | 79% |
| 20261020 | $41.55 | $41.55 | 41.6% | 70% |
| 20261019 | $39.85 | $39.85 | 39.4% | 61% |
| 20261016 | $41.85 | $6.35 | 39.4% | 61% |
| 20261015 | $41.30 | $6.47 | 38.9% | 58% |
| 20261014 | $42.35 | $8.38 | 39.0% | 59% |
| 20261013 | $42.70 | $9.90 | 38.3% | 55% |
| 20261012 | $42.70 | $10.62 | 37.4% | 52% |
| 20261009 | $43.15 | $12.60 | 36.3% | 47% |
| 20261008 | $43.80 | $13.40 | 35.6% | 43% |
| 20261007 | $44.40 | $14.65 | 35.2% | 42% |
| 20261006 | $45.80 | $17.05 | 34.3% | 38% |
| 20261005 | $46.55 | $16.80 | 34.3% | 38% |
| 20261002 | $18.70 | $18.70 | 33.2% | 32% |
| 20261001 | $19.45 | $19.45 | 33.5% | 34% |
| 20260930 | $20.45 | $20.45 | 33.3% | 33% |
| 20260929 | $20.55 | $20.55 | 33.1% | 32% |
| 20260928 | $21.40 | $21.40 | 32.7% | 30% |
| 20260925 | $22.45 | $22.45 | 30.9% | 22% |
| 20260924 | $22.00 | $22.00 | 30.1% | 19% |
| 20260923 | $23.30 | $23.30 | 30.1% | 18% |
| 20260922 | $23.85 | $23.85 | 29.9% | 18% |
| 20260921 | $24.10 | $24.10 | 28.7% | 12% |
| 20260918 | $24.50 | $7.20 | 26.2% | 1% |
| 20260917 | $24.60 | $6.20 | 26.8% | 4% |
| 20260916 | $26.55 | $9.97 | 27.1% | 5% |
| 20260915 | $26.95 | $10.15 | 27.6% | 7% |
| 20260914 | $26.50 | $10.30 | 26.8% | 4% |
| 20260911 | $27.45 | $12.20 | 26.0% | 0% |
| 20260910 | $29.25 | $14.55 | 27.8% | 8% |
| 20260909 | $30.20 | $15.90 | 27.9% | 8% |
| 20260908 | $30.75 | $16.70 | 28.1% | 9% |
| 20260904 | $30.80 | $18.25 | 26.0% | 0% |
| 20260903 | $31.70 | $18.15 | 26.8% | 3% |
| 20260902 | $19.00 | $19.00 | 26.3% | 1% |
| 20260901 | $19.40 | $19.40 | 26.6% | 2% |
| 20260831 | $19.40 | $19.40 | 26.1% | 0% |
| 20260828 | $21.20 | $21.20 | 26.2% | 0% |
| 20260827 | $23.40 | $23.40 | 27.5% | 1% |
| 20260826 | $23.55 | $23.55 | 27.5% | 1% |
| 20260825 | $24.95 | $24.95 | 28.7% | 7% |
| 20260824 | $25.25 | $25.25 | 28.5% | 6% |
| 20260821 | $26.90 | $3.27 | 27.8% | 3% |
| 20260820 | $28.25 | $7.10 | 29.0% | 9% |
| 20260819 | $28.10 | $8.25 | 27.8% | 3% |
| 20260818 | $27.90 | $9.48 | 27.2% | 0% |
| 20260817 | $30.25 | $12.97 | 28.4% | 0% |
More on ROK
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.