Rockwell Automation (ROK) November volatility at 26 into trading halt

Rockwell Automation (NYSE: ROK) November call option implied volatility is at 26, December is at 21; compared to its 52-week range of 17 to 35 into CNBC's David Faber reported Rockwell rejected $215 per share takeover bid from Emerson Electric (EMR) in early October.

You May Also Be Interested In

• NIO Inc. (NIO) call put ratio 4.2 calls to 1 put with a focus on September 4.5 and 5 calls into quarter results
• PG&E Corp. (PCG) call put ratio 2.5 calls to 1 put with a focus on September 4 weekly options as share price down 18.2%
• Dell Technologies (DELL) call put ratio 1 call to 1.3 puts into quarter results