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Rockwell Automation ROK 424.47 8.85 2.13%

ROK Gamma Exposure (GEX)

ROK (Rockwell Automation): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.262
Put Call Ratio (OI)
0.91
Put Call Ratio (Vol)
0.866
IV Rank
20.1
IV Percentile
14.5
Max Pain
430

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-295.0
295.0
View values by strike
ROK · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
200.00 0 -28.8
210.00 0 -784
220.00 220 -885
230.00 208 -5.5 K
240.00 250 -6.53 K
250.00 856 -3.68 K
260.00 640 -3.57 K
270.00 16.2 K -3.3 K
280.00 1.4 K -3.85 K
290.00 1.59 K -3.91 K
300.00 5.19 K -14.3 K
310.00 37.7 K -44.5 K
320.00 12.1 K -24.7 K
330.00 8.83 K -47.6 K
340.00 15.7 K -76.2 K
350.00 108 K -68.3 K
360.00 15.1 K -137 K
370.00 30.5 K -387 K
380.00 40.4 K -140 K
390.00 53.3 K -1.86 M
400.00 79.1 K -616 K
410.00 210 K -176 K
420.00 315 K -1.4 M
430.00 108 K -202 K
440.00 1.53 M -488 K
450.00 189 K -179 K
460.00 221 K -53.4 K
470.00 162 K -147 K
480.00 125 K -19.9 K
490.00 98.7 K -4.62 K
500.00 113 K -41.5 K
510.00 342 K -623
520.00 65.3 K -1.13 K
530.00 103 K 0
540.00 82.6 K 0
550.00 24.5 K 0
560.00 224 K -1.69 K
570.00 31.2 K 0
580.00 45 K 0
590.00 3.52 K 0
600.00 62.3 K 0
610.00 229 0
620.00 7.55 K 0
630.00 1.98 K 0
640.00 17.2 K 0
650.00 3.52 K 0
660.00 16.5 K 0
670.00 145 0
680.00 4.33 K 0
700.00 100 K 0
720.00 23.2 K 0