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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rockwell Automation (ROK) - NYSE Next Earnings Date: Estimated on Nov. 5, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.6
Avg Daily Volume: 835,575    Market Cap: 47.6B
Sector: Industrials    Short Interest: 3.28
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 4, 2026 BO 3.6 $480.98 @$480.00 $45.30
($480.98)
9.44% -9.94% O -7.43% I $445.23 $40.95
( $445.23 )
-9.6%
May 5, 2026 BO 3.6 $400.31 @$400.00 $30.95
($400.31)
7.74% 13.57% O 8.89% O $435.93 $40.45
( $435.93 )
30.69%
Feb. 5, 2026 BO 3.4 $429.84 @$430.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 3.3 $362.60 @$360.00
Aug. 6, 2025 BO 3.2 $346.00 @$350.00
May 7, 2025 BO 3.3 $253.05 @$250.00
Feb. 10, 2025 BO 2.9 $268.40 @$270.00
Nov. 7, 2024 BO 3.1 $294.00 @$290.00
Aug. 7, 2024 BO 3.2 $250.77 @$250.00
May 7, 2024 BO 3.1 $277.39 @$280.00

 
 
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