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.

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