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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

Expected move

November 04, 2026 close · $443.23
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±6.6% ±$29.30 $413.93 – $472.53 $406.49 – $479.97 $379.32 – $507.14
2 sessions Earnings ±7.0% ±$31.20 $412.03 – $474.43 $404.40 – $482.06 $375.64 – $510.82
3 sessions Earnings ±7.4% ±$32.89 $410.34 – $476.12 $402.76 – $483.70 $372.71 – $513.75
1 week Earnings ±7.7% ±$34.17 $409.06 – $477.40 $400.77 – $485.69 $371.38 – $515.08
2 weeks Earnings ±8.2% ±$36.43 $406.80 – $479.66 $398.24 – $488.22 $366.46 – $520.00
3 weeks Earnings ±8.7% ±$38.34 $404.89 – $481.57 $395.76 – $490.70 $362.65 – $523.81
1 month Earnings ±9.1% ±$40.42 $402.81 – $483.65 $393.06 – $493.40 $358.17 – $528.29
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ROK reports in 1 session; only the horizons marked Earnings include its jump. 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
±7.79%
Average actual move
8.84%
Beyond the implied move
3 / 5
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%
November 07, 2024 ±7.84% -5.75% 0.73× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →