What move does the options market price into Rockwell Automation's report?

Implied ±6.8%, either direction.

How often does Rockwell Automation move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

ROKNYSEMeasuring & Controlling Devices, NEC

Rockwell Automation, Inc (ROK) earnings date, market-implied expected move, and options open interest by expiry

434.75

−16.65 · −3.69%

post 434.78 +0.01%

Closed16:00 ET

Open445.00Volume614,063Mkt cap$48.4BP/E40.56EPS10.72Div yield1.27%

Day433.52 – 446.5710%52-wk345.40 – 495.8359%

ROK

Rockwell Automation, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.8%implied · report alone

8Q avg ±7.5%·×0.91·fair

406.55465.85

straddle ±8.0%

spot 436.20exp Nov 20ATM strike 440ATM straddle 41.20IV 49%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 5 days

est.Q4 FY26

Calendar

Next report

Last report

−7.43%

vs ±8.3% implied · ×0.89

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

20.00%

of ROK revenue · Two largest distributors

customerROK 10-K

Largest filed tie

13F top-10 QoQ

+2.21%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

1,545 managers

Top fund weight

0.96%

ROK weight · XLI

N-PORTJun 30 '26

12 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Rockwell Automation (ROK) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±7.0%
avg realized: ±7.5%

Nov 7 '24Nov 7 '24confirmed±6.6%▼−5.75%×0.86

Feb 10 '25Feb 10 '25confirmed±6.1%▲+12.65%×2.06

May 7 '25May 7 '25confirmed±6.7%▲+11.90%×1.77

Aug 6 '25Aug 6 '25confirmed±6.9%▼−5.01%×0.73

Nov 6 '25Nov 6 '25confirmed±7.0%▲+2.73%×0.39

Q1 FY26Feb 5 '26confirmed±7.3%▼−5.38%×0.74

Q2 FY26May 5 '26confirmed±6.8%▲+8.90%×1.31

Q3 FY26Aug 4 '26confirmed±8.3%▼−7.43%×0.89

quarterimplied−15%0+15%realized×

Q3 FY26±8.3%▼−7.43%×0.89

Q2 FY26±6.8%▲+8.90%×1.31

Q1 FY26±7.3%▼−5.38%×0.74

Nov '25±7.0%▲+2.73%×0.39

Aug '25±6.9%▼−5.01%×0.73

May '25±6.7%▲+11.90%×1.77

2 older reports

Feb '25±6.1%▲+12.65%×2.06

Nov '24±6.6%▼−5.75%×0.86

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 5 expiries · Oct 26 close

0.69OI · 5 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,289+71%Nov 2020d3,329+35%

37—Dec 1848d0.14266—0.14

454+6%Jan 1576d0.301,497+6%0.30

483+3%Feb 19111d1.43337+11%1.43

28—Apr 16167d0.20139—0.20

ExpiryPutsCallsP/C

Nov 2020d2,289+71%3,329+35%0.69

Dec 1848d37—266—0.14

Jan 1576d454+6%1,497+6%0.30

Feb 19111d483+3%337+11%1.43

Apr 16167d28—139—0.20

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±8.0%

Funds 4

XLI±0.1%

FTC±0.1%

VIG±0.0%

RSP±0.0%

Suppliers 1

SLB±3.4%×0.42

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

17.64%as filednet margin · revenue +3.31% QoQ · +7.88% YoY

Revenue

$2.3B+3.31% QoQ

Gross profit

$1.1B+1.69% QoQ

49.46% margin

Operating income

$481M+3.00% QoQ

20.80% margin

Pre-tax income

$470M+6.82% QoQ

Net income

$408M+16.24% QoQ

17.64% margin

Cost of revenue

$1.2B+4.94% QoQ

Operating expenses

$663M+0.76% QoQ

SG&A $490M

R&D $173M

Other expense

$11M

Tax

$62M−30.34% QoQ

Revenue$2.3B+3.31%

Gross profit

$1.1B+1.69%

49.46% margin

Operating income

$481M+3.00%

20.80% margin

Pre-tax income

$470M+6.82%

Net income

$408M+16.24%

17.64% margin

Cost of revenue

$1.2B+4.94%

Operating expenses

$663M+0.76%

SG&A $490M

R&D $173M

Other expense

$11M

Tax$62M−30.34%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.87· ±2.6% vs ±1.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.6%11 of 24×1.87

NFPjobs report±1.5%3 of 9×1.12

CPIconsumer prices±1.4%7 of 10×1.04

PCEpersonal income & outlays±1.2%15 of 19×0.85

PPIproducer prices±1.2%2 of 10×0.84

GDPgross domestic product±1.0%13 of 19×0.70

CPROFcorporate profits±1.0%8 of 12×0.70

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 3.65 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 4 '26 · confirmed	3.65	—
Q2 FY26	May 5 '26 · confirmed	3.10	—
Q1 FY26	Feb 5 '26 · confirmed	2.69	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod