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ROK - Rockwell Automation
Implied Volatility Analysis

Implied Volatility:
32.4%
Put/Call-Ratio:
1.63

Rockwell Automation has an Implied Volatility (IV) of 32.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ROK is 25 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for ROK is -0.72 standard deviations away from its 1 year mean.

Market Cap$30.62B
Dividend Yield1.68% ($4.49)
Next Earnings Date1/26/2023 (60d)
Implied Volatility (IV) 30d
32.35
Implied Volatility Rank (IVR) 1y
25.06
Implied Volatility Percentile (IVP) 1y
29.17
Historical Volatility (HV) 30d
43.90
IV / HV
0.74
Open Interest
15.86K
Option Volume
21.00
Put/Call Ratio (Volume)
1.63

Data was calculated after the 11/25/2022 closing.

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