Net delta exposure for Rockwell Automation Inc (ROK) options was $85.05M per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was $76.84M.
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Delta Exposure by Strike
Showing results for ROK, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for ROK, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for ROK, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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ROK Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is ROK delta exposure positive or negative?
Rockwell Automation net delta exposure was positive on Nov 4, 2026, at $85.05M. It has been positive on 20 of the last 20 trading days.
How has ROK delta exposure changed recently?
Rockwell Automation net delta exposure went from $76.84M on Oct 7, 2026 to $85.05M on Nov 4, 2026. See the ROK delta exposure history for a longer view.
What is Rockwell Automation Inc?
With roots tracing back to the early 1900s, Rockwell Automation is the successor to Rockwell International, which spun off its avionics segment in 2001.