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Rockwell Automation ROK 397.16 7.8 2.0%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 10, 2026 close · $397.01
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$5.79 $391.21 – $402.80 $390.06 – $403.96 $384.58 – $409.43
2 sessions ±2.0% ±$8.06 $388.95 – $405.07 $387.24 – $406.77 $379.62 – $414.40
3 sessions ±2.6% ±$10.16 $386.84 – $407.17 $384.90 – $409.12 $375.37 – $418.64
1 week ±3.3% ±$12.90 $384.11 – $409.91 $381.21 – $412.81 $369.50 – $424.52
2 weeks ±4.5% ±$17.70 $379.30 – $414.71 $375.09 – $418.92 $359.17 – $434.84
3 weeks ±5.4% ±$21.28 $375.73 – $418.29 $370.53 – $423.49 $351.99 – $442.03
1 month ±6.3% ±$24.89 $372.12 – $421.90 $365.92 – $428.09 $344.21 – $449.81
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.77%
Average actual move
9.61%
Beyond the implied move
3 / 4
Median IV change
-20.58%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±7.83% +8.90% 1.14× —
August 06, 2025 ±8.24% -5.01% 0.61× 61.6% → 33.1%
May 07, 2025 ±7.73% +11.90% 1.54× —
February 10, 2025 ±7.30% +12.65% 1.73× 46.3% → 48.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →