Rockwell Automation, Inc. (ROK) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Rockwell Automation, Inc. (ROK) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $50.63B, listed on NYSE, employing roughly 27,000 people, carrying a beta of 1.56 to the broader market. Rockwell Automation, Inc. Led by Blake D. Moret, public since 1981-12-31.
Snapshot as of May 15, 2026.
- Spot Price
- $448.71
- ATM IV
- 30.4%
- IV Skew 25Δ
- 0.013
- IV Rank
- 23.5%
- IV Percentile
- 51.2%
- Term Structure Slope
- -0.002
As of May 15, 2026, Rockwell Automation, Inc. (ROK) at-the-money implied volatility is 30.4%. IV rank is 23.5% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 51.2%. The 25-delta skew is +0.013: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
ROK Strategy Selection at Current Volatility Levels
For Rockwell Automation, Inc. options at 30.4% ATM IV, low IV rank (23.5%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked ROK volatility skew questions
- What is the current ROK ATM implied volatility?
- As of May 15, 2026, Rockwell Automation, Inc. (ROK) at-the-money implied volatility is 30.4%. IV rank is 23.5% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is ROK IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does ROK volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Rockwell Automation, Inc. skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.