ROKRockwell Automation, Inc.
Options Analysis Report•MEASURING & CONTROLLING DEVICES, NEC
Market Cap $46.7B|NYSE
● 2026-04-17$415.73
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +83.2%YTD +4.3%7D +5.0%
Options Vol
1,339
30D
Implied Move
±12.7%
IV Rank
36%
ROK Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 52.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.28x — IV premium over HV
Sector Relative≤50%
Sector percentile 57% — above sector median
Term Structure
<1.1xFront/Back 1.27x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 36.6% — normal range
Spread-Adjusted Value
<80%Effective IV 59.9% (ATM 36.6% + spread 11.7% + bias) — good value
Execution Efficiency
<3.0%Total drag 18.83% (spread 11.66% + slippage 7.17%) — high friction
Vega Efficiency
≥5.0Vega efficiency 103.42 (vega 120.592 / spread 11.66%) — efficient
Sentiment
Bullish or bearish?
5.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Moderate signal (Conviction: +14%, Raw: +7%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +14% (bullish) — Raw: +7%
OI Skew Magnitude
≥15%|OI skew| 18.9% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +10.1%, OI skew -18.9% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 48%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +9%, ATM: +3%, OTM: +14% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 53% — neutral vs sector
Activity
Unusual activity?
3.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 5.6% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +3.2% (5d) — building
Sector Relative≥60%
Sector activity percentile 65% — active vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 28% — patient
Flow Conviction
≥30Conviction +14 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 11.7% — wide
Adequate OI
≥10,000OI 24,059 — adequate
Active Volume
≥500Volume 1,339/day — adequate
Reasonable Cost
≤$0.50$0.58 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 59% — neutral vs sector
Order Book Depth
≥100 contractsDepth 25.299999999999997 contracts (bid:9.7 ask:15.6) — thin
Execution Quality
<1.0%Avg slippage 7.17% — poor
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +26.6% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 52% — neutral
Event Detection
≥10pts kinkIV kink 9.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1063.42 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: Earnings in 19d (low risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +14% @ 57% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.2
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.0
bullishIV fair, mixed flow
Covered Call4.8
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.