Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
ROK options intelligence
Rockwell Automation Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
49
Market data through 31 Jul 2026
Checked 1 Aug 2026 07:53 · complete available chain
Volatility expansion watch
Volatility pressure
ROK currently carries volatility options pressure with a 49/100 conviction score. The nearest-chain expected move is 10.4%, with volume/open-interest participation at 0.03.
Expected move
10.4%
Wider near-term move priced
Activity / OI
0.03
Current volume is quieter versus prior open interest
Put-call
0.35
Call-side skew
Trend fit
44
Options are not fully confirming trend
Weekly backdrop
+3.9%
RS 11.6
Expected move
10.4%
Put-call volume
0.35
Volume / OI
0.03
Reference IV
0.51
Max pain
440.00
Underlying
462.16
Nearest expiry
21 Aug 2026
Contracts
858
Research Brief
ROK has a volatility chain read with 49/100 evidence alignment.
The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 414.06–510.26; The largest call open-interest concentration is 490.00; the largest put concentration is 380.00. The most active strike by current volume is 510.00.
Priced range414.06–510.26
Call concentration490.00
Put concentration380.00
Max pain reference440.00
- A clear directional pressure reading develops and price begins to agree.
- Volatility falls and the chain remains directionally mixed.
- Options and the weekly trend are not yet giving the same message.
- Front-expiry volatility is rich, so the signal may be event-driven and vulnerable to volatility compression.
Priced Move
Where the chain says movement becomes exceptional
Options imply 414.06 to 510.26. Max pain at 440.00 sits inside that range, 4.8% below spot.
Spot
Max pain
414.06462.16 ± 48.10510.26
Confirmation level
A close beyond 510.26 or below 414.06 at the 21 Aug expiry would exceed the move currently priced by this chain.
Important limitation
The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.
Score Construction
Why conviction is 49/100
Pressure is 50/100 toward calls; conviction uses its strength, while the signal label carries its direction.
Directional pressure50 × 42%
+21.2
How strongly activity leans toward calls or puts.
Participation41 × 22%
+9.0
Volume relative to existing open interest and contract-level activity.
Trend agreement44 × 26%
+11.5
How closely the chain read agrees with the underlying trend backdrop.
Volatility76 × 10%
+7.6
The intensity of implied volatility and the priced move.
Positioning by Strike
Where open interest and current activity concentrate
The largest call open-interest concentration is 490.00; the largest put concentration is 380.00. The most active strike by current volume is 510.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.
Put open interestStrikeCall open interest
26
370.00-19.9%
43
3002
380.00-17.8%
48
144
400.00-13.4%
37
1391
410.00-11.3%
15
79
420.00-9.1%
42
147
430.00-7.0%
163
42
440.00-4.8%
286
214
450.00-2.6%
123
54
460.00-0.5%
86
59
470.001.7%
388
150
480.003.9%
210
109
490.006.0%
1364
4
500.008.2%
138
0
510.0010.4%
85
0
520.0012.5%
88
0
540.0016.8%
126
1
560.0021.2%
1291
Nearest spot strike Max pain strikeBars show relative OI within this expiry
Volatility Curve
Front-loaded volatility
Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.
0.51
21 Aug
21d
0.41
18 Sep
49d
0.39
16 Oct
77d
0.41
20 Nov
112d
0.37
15 Jan
168d
0.38
19 Feb
203d
0.38
21 May
294d
0.37
20 Aug
385d
Volatility by Strike
Downside protection premium
Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.
370
380
390
400
410
420
430
440
450
460
470
480
490
500
510
520
530
540
550
Put IV Call IV
Historical Replay
How matured reads behaved through expiry
Forward validation is building. The earliest eligible stored read expires 21 Aug 2026; its result will appear after the matched closing reference is stored.
Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
- Versioned calculationv2 observations only
- Independent entryone read per market session
- Point-in-time referencerequired at entry
- Matched expiry closereported only after maturity
Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.
Evidence Quality
High
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
- Chain status
- Complete available chain
- Market date
- 31 Jul 2026
- Calculation
- v2.0
- Contracts
- 858 / 858
- No material coverage gap was detected in the retained chain.
Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.
Options Intent Radar
Earnings/event positioning
Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Earnings/event positioning matters because it connects the options headline to the actual evidence: $1.4M of estimated gross traded notional, calls · 91+ days · itm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.
Options pressure+50
1W price+3.9%
Call premium88%
Put premium12%
Notional split
C 88% / P 12%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.03
Volume divided by open interest across the visible chain.
Trend fit
44/100
Agreement between options pressure and Sharemaestro market context.
Event window
4 Aug
Matched earnings event is 2 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 91+ days · ITM
calls cluster with 35 contracts traded, $559595 estimated gross traded notional, and 39% of visible notional.
$559595
Calls · 46-90 days · OTM
calls cluster with 161 contracts traded, $236120 estimated gross traded notional, and 17% of visible notional.
$236120
Calls · 8-21 days · OTM
calls cluster with 139 contracts traded, $136105 estimated gross traded notional, and 10% of visible notional.
$136105
Calls · 91+ days · OTM
calls cluster with 43 contracts traded, $132970 estimated gross traded notional, and 9% of visible notional.
$132970
Calls · 8-21 days · ITM
calls cluster with 17 contracts traded, $88635 estimated gross traded notional, and 6% of visible notional.
$88635
Setup Classification
Opportunity and risk frame
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
Activity Anomaly
Warming up
3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.
Baseline: 3 completed sessions
Volume rank-
Volume/OI rank-
IV rank-
Market Context
Underlying confirmation
Close480.08
1W+3.9%
RS11.6
Fair value+52.1%
Options pressure50
Speculation41
Volatility76
Trend fit44
Today Versus Normal
Stored-options context
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
30d avg - · 3/10 sessions
-
90d avg - · 3/30 sessions
-
180d avg - · 3/60 sessions
-
Pressure Trail
Recent pressure and volatility
29 Jul 10:08
Volatility
Pressure -85
Move 10.8%
30 Jul 10:05
Volatility
Pressure 53
Move 10.4%
31 Jul 05:26
Mixed
Pressure -9
Move 9.7%
31 Jul 06:44
Volatility
Pressure -14
Move 10.4%
31 Jul 17:06
Mixed
Pressure -13
Move 10.6%
1 Aug 06:53
Volatility
Pressure 50
Move 10.4%
Strike Map
Where activity is clustering
Strike220.00
Calls · V 0 · OI 0
Puts · V 0 · OI 11
Strike230.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike240.00
Calls · V 0 · OI 0
Puts · V 0 · OI 5
Strike250.00
Calls · V 0 · OI 1
Puts · V 0 · OI 4
Strike260.00
Calls · V 0 · OI 1
Puts · V 0 · OI 16
Strike270.00
Calls · V 0 · OI 1
Puts · V 0 · OI 15
Strike280.00
Calls · V 0 · OI 0
Puts · V 0 · OI 28
Strike290.00
Calls · V 0 · OI 0
Puts · V 0 · OI 10
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts84
Avg IV0.51
Put-call0.84
Expiry18 Sep 2026
Contracts58
Avg IV0.41
Put-call0.03
Expiry16 Oct 2026
Contracts80
Avg IV0.39
Put-call-
Expiry20 Nov 2026
Contracts90
Avg IV0.41
Put-call0.12
Expiry15 Jan 2027
Contracts86
Avg IV0.37
Put-call-
Skew
Call/put IV balance
21 Aug 2026Balanced skew
Call IV0.48
Put IV0.51
Skew0.03
18 Sep 2026Balanced skew
Call IV0.39
Put IV0.42
Skew0.04
16 Oct 2026Balanced skew
Call IV0.37
Put IV0.40
Skew0.03
20 Nov 2026Balanced skew
Call IV0.39
Put IV0.42
Skew0.04
15 Jan 2027Balanced skew
Call IV0.35
Put IV0.39
Skew0.04
Contract Tape
Most active contracts
ContractROK261016C00540000
SideCall
Expiry16 Oct 2026
Strike540.00
Volume106
OI129
IV0.37
ContractROK260821C00510000
SideCall
Expiry21 Aug 2026
Strike510.00
Volume81
OI85
IV0.49
ContractROK260821P00460000
SidePut
Expiry21 Aug 2026
Strike460.00
Volume57
OI54
IV0.50
ContractROK260821P00440000
SidePut
Expiry21 Aug 2026
Strike440.00
Volume56
OI42
IV0.51
ContractROK260821C00520000
SideCall
Expiry21 Aug 2026
Strike520.00
Volume22
OI88
IV0.48
ContractROK260821C00550000
SideCall
Expiry21 Aug 2026
Strike550.00
Volume19
OI41
IV0.49
ContractROK261016C00510000
SideCall
Expiry16 Oct 2026
Strike510.00
Volume12
OI16
IV0.38
ContractROK260821P00450000
SidePut
Expiry21 Aug 2026
Strike450.00
Volume10
OI214
IV0.51
Research Graph
Related research and context
Sharemaestro research
Related News
Market Watch
No recent market-watch posts yet.
Earnings
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.