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Rockwell Automation ROK 424.47 8.85 2.13%

ROK Historical Options Analysis

Explore ROK (Rockwell Automation) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab 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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ROK / Comparative study

3 signals / 505 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.59
20.1
Mean
34.16
Window
+1.6%
ATM IV z -0.79
0.26
Mean
0.33
Window
+0.7%
IV Percentile z -1.40
14.51
Mean
54.75
Window
-72.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.96 0.89
ATM IV 0.96 1.00 0.93
IV Percent... 0.89 0.93 1.00
Source observations

Data inspector

1-50 of 505
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 424.47 20.1 0.26 14.51
2026-09-18 415.62 19.95 0.26 14.06
2026-09-17 410.05 18.48 0.26 12.11
2026-09-16 414.92 21.42 0.27 17.58
2026-09-15 417 22.71 0.27 20.31
2026-09-14 418.85 21.7 0.27 18.43
2026-09-11 428.39 19.77 0.26 14.84
2026-09-10 421.37 23.72 0.27 22.66
2026-09-09 426.08 23.69 0.27 22.66
2026-09-08 429.13 23.62 0.27 22.66
2026-09-07 433.81 21.82 0.27 20
2026-09-04 433.81 20.06 0.26 17.19
2026-09-03 428.28 22.7 0.27 21.48
2026-09-02 425.36 20.69 0.26 19.14
2026-09-01 417.53 20.71 0.26 19.22
2026-08-31 424.43 17.59 0.25 14.96
2026-08-28 430.86 16.76 0.25 14.12
2026-08-27 433 20.94 0.26 20
2026-08-26 431.75 20.29 0.26 19.22
2026-08-25 429.4 24.16 0.28 23.53
2026-08-24 429.69 24.94 0.28 24.41
2026-08-21 437.08 24.91 0.28 24.71
2026-08-20 431.45 24.46 0.28 24.71
2026-08-19 433.27 23.85 0.27 24.31
2026-08-18 433.67 22.2 0.27 22.75
2026-08-17 444.6 24.02 0.28 24.41
2026-08-14 449.37 30.6 0.3 27.84
2026-08-13 445.51 30.22 0.3 27.84
2026-08-12 451.39 33.14 0.31 31.37
2026-08-11 447 36.23 0.32 36.86
2026-08-10 435.22 37.22 0.32 40.16
2026-08-07 441.04 36.3 0.32 37.65
2026-08-06 441.8 35.33 0.31 36.08
2026-08-05 450.05 37.8 0.32 40.78
2026-08-04 445.23 40.01 0.33 46.27
2026-08-03 480.98 100 0.53 100
2026-07-31 480.08 95.79 0.5 98.04
2026-07-30 471.01 93.78 0.5 97.25
2026-07-29 459.39 97.12 0.51 98.82
2026-07-28 471.17 94.89 0.5 98.43
2026-07-27 466 92.07 0.49 98.03
2026-07-24 462.16 84.36 0.47 96.47
2026-07-23 460.65 84.79 0.47 96.86
2026-07-22 458.2 83.13 0.46 95.29
2026-07-21 464.82 83.98 0.46 96.08
2026-07-20 458.71 81.5 0.46 95.67
2026-07-17 461.85 77.03 0.44 92.94
2026-07-16 468.67 76.98 0.44 92.94
2026-07-15 461.92 78.17 0.45 94.12
2026-07-14 469.77 78.6 0.45 95.29