· wheel strategy
Rockwell Automation, Inc. (ROK) · wheel strategy $454.35
Day +2.7% · RSI 67 · Live · 15-min delayed · as of 10:55 AM ET
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IV rank · 1 year43
Year lowYear high
Implied vol 35%.
Sellers are paid the gap between implied and realized volatility. Cboe research puts the long-run S&P 500 gap near 4 points.
Fair valueNo fair value yet
No fair value yet for this stock. Add your own mark in Rules → Fair values, or wait for the engine's valuation run.
- Quality gates✓ Pass
- Under fair value–
- Market cap$50B
Next earningsNov 5Last ex-dividendAug 17
Closest put · nothing clears the default rules today
ROK 400P · Nov 20
46 days · Δ0.16 · $5.60 mid · 11.3% annualized · 84% probability of profit
Score38
Market expects ±10.5% on earnings Nov 5; your strike is 12.0% away.(from the Nov 20 straddle)
IV rank4312.9 pts
Return4310.8 pts
Liquidity00.0 pts
Safety497.3 pts
Timing487.3 pts
Strike on the chart
Checklist
Value ?SizeRed dayOversoldSupport
ValueRequired rule, metRed daySignal on todaySupportAlmostOversoldNot today
- Under fair value (required rule)
- Position under limit (required rule)0.0% of account · required to stay under 5% ✓
- Big red day+2.7% today · lit at -2.0% or lower –
- OversoldRSI 67 · lit at 30 or under –
- Near support10% above support $406.92 · lit within 3% –
Live · 15-min delayed. Default rules, not yours.
Rule-based setup from your own filters in Wheelhouse Trader. Not a recommendation.
Score it with your own rules.
Score it with your own rules