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Rockwell Automation ROK 443.88 -2.5 -0.56%

Previous-day view · Wed Nov 4 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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ROK / Comparative study

3 signals / 506 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.80
53.56
Mean
34.21
Window
-4.6%
ATM IV z 0.57
0.37
Mean
0.33
Window
-4.3%
IV Percentile z 0.37
64.06
Mean
53.52
Window
-23.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.96 0.88
ATM IV 0.96 1.00 0.93
IV Percent... 0.88 0.93 1.00
Source observations

Data inspector

1-50 of 506
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-11-04 443.88 53.56 0.37 64.06
2026-11-03 446.38 57.15 0.38 66.8
2026-11-02 440.16 90.56 0.49 96.08
2026-10-30 436.2 86.1 0.48 95.31
2026-10-29 451.4 82.27 0.47 94.14
2026-10-28 443.81 81.28 0.46 91.8
2026-10-27 439.2 81.39 0.46 92.19
2026-10-26 429.89 82.09 0.47 94.12
2026-10-23 426.11 80.24 0.46 91.8
2026-10-22 423.87 75.22 0.44 89.45
2026-10-21 438.51 69.94 0.43 85.55
2026-10-20 427.77 64.76 0.41 80.86
2026-10-19 424.47 59.94 0.39 70.59
2026-10-15 422.03 59.89 0.39 70.04
2026-10-14 423.42 56.89 0.38 66.54
2026-10-13 432.29 55.18 0.38 65.37
2026-10-12 433.97 53.39 0.37 63.67
2026-10-09 432.59 52.43 0.37 63.04
2026-10-08 434.14 49.44 0.36 58.75
2026-10-07 441.9 49.65 0.36 59.14
2026-10-06 450.74 48.92 0.36 57.98
2026-10-05 455.18 48.76 0.36 57.81
2026-10-02 454.35 47.79 0.35 57.2
2026-10-01 442.45 34.72 0.31 33.85
2026-09-30 435.33 24.83 0.28 24.12
2026-09-29 431.53 27.1 0.29 26.46
2026-09-28 431.22 24.55 0.28 24.22
2026-09-25 434.15 21.64 0.27 18.68
2026-09-24 432.93 18.31 0.26 10.94
2026-09-23 432.89 18.87 0.26 11.33
2026-09-22 427.19 20.46 0.26 15.63
2026-09-21 424.89 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