Data through close

RBLX max pain, gamma exposure (GEX) & options open interest

As of close · rank #269 by open interest · 1,322 sessions of history since Mar 17, 2021

RBLX's nearest-expiration max pain is 43.50 for 2026-10-09, its GEX flip is 43.18, net GEX is 941,983, its put/call open-interest ratio is 0.65. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
44.12
prev 43.00
Gamma max
60.41
+36.9% from close
Delta neutral
45.76
+3.7% from close
Gamma neutral
43.18
-2.1% from close
Open interest
361,334
-5.5% vs prev
Contracts listed
667
413 calls · 321 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
43.50
-1.4% from close
2026-10-09
GEX flip
43.18
-2.1% from close
Net GEX
941,983
260,696 per 100k OI
Call wall
50.00
+13.3% from close
Put wall
40.00
-9.3% from close
Put/call OI
0.65
142,766 puts / 218,568 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
38.6
cross-sectional score / 100
Directional score
-14.9
mixed positioning
IV rank
65.2
within trailing 52-week range
Front / back ATM IV
+62.6% / +76.6%
-14.0 pp front premium
Expected move
+8.7%
7 DTE · one standard deviation
ATM straddle / spot
+6.3%
front-window midpoint premium
25Δ risk reversal
4.6 pp
put IV minus call IV
IV butterfly
-1.0 pp
front-window smile convexity
Volume / open interest
0.07
27,080 contracts traded
Normalized net delta
-0.004
option-holder convention
Modeled dealer delta
0.004
opposite-side scenario
Vanna / 100k OI
3,018
volatility-sensitive delta
Charm / 100k OI
291,952
time-decay-sensitive delta
IV surface range
66.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RBLX closed 36.9% below its gamma max of 60.41. It is 3.7% below the delta neutral price of 45.76. Total open interest is 361,334, -5.5% versus the previous session. Its options catalyst-intensity score is 38.6 out of 100. What gamma max means · What delta neutral means

Call versus put open interest changes

Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.

RBLX call and put open interest changes
Measure Value
Call OI change, 1 session -14,243 contracts · -6.1%
Put OI change, 1 session -6,749 contracts · -4.5%
Call minus put OI growth, 1 session -1.6 pp
Call OI change, 5 sessions +7,009 contracts · +3.3%
Put OI change, 5 sessions +4,978 contracts · +3.6%
Call minus put OI growth, 5 sessions -0.3 pp
Daily call OI change surprise -0.81σ (252 prior changes)
Daily put OI change surprise -0.60σ (252 prior changes)
Daily call-minus-put growth surprise -0.61σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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What followed prior gamma-max crosses?

Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.

Crosses below gamma max 24 completed Day +10 paths · latest Sep 22, 2026
RBLX returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -16.0% -8.0% 0% +8.0% +16.0% Cross on Apr 14, 2021 Cross on May 12, 2021 Cross on May 25, 2021 Cross on Oct 22, 2021 Cross on Feb 16, 2023 Cross on Oct 6, 2023 Cross on Nov 3, 2023 Cross on Dec 15, 2023 Cross on Dec 28, 2023 Cross on Nov 4, 2024 Cross on Nov 13, 2024 Cross on Dec 9, 2024 Cross on Dec 18, 2024 Cross on Feb 3, 2025 Cross on Feb 5, 2025 Cross on May 5, 2025 Cross on May 21, 2025 Cross on May 28, 2025 Cross on Jun 3, 2025 Cross on Jun 10, 2025 Cross on Jun 20, 2025 Cross on Jul 17, 2025 Cross on Jul 21, 2025 Cross on Sep 15, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
RBLX historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 25 -0.8% -1.8% to +1.3% 48% -1.5% to +1.2% 0.0%
Day +2 25 +1.4% -4.5% to +2.6% 60% -3.7% to +2.2% 0.0%
Day +3 25 -0.2% -4.8% to +4.7% 48% -4.4% to +4.3% 0.0%
Day +4 25 +1.3% -4.6% to +4.3% 56% -2.9% to +3.9% 0.0%
Day +5 25 +0.2% -3.3% to +4.7% 56% -3.0% to +4.5% 0.0%
Day +6 25 +1.1% -6.6% to +7.2% 52% -5.0% to +7.2% 0.0%
Day +7 25 +0.4% -5.2% to +8.9% 52% -4.7% to +6.7% 0.0%
Day +8 25 +0.3% -7.3% to +10.4% 52% -6.7% to +8.0% 0.0%
Day +9 24 +1.9% -2.7% to +10.1% 67% -1.3% to +5.6% 0.0%
Day +10 24 +3.5% -5.4% to +10.4% 67% -2.1% to +8.6% 0.0%
Crosses above gamma max 23 completed Day +10 paths · latest Sep 21, 2026
RBLX returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -14.0% -7.0% 0% +7.0% +14.0% Cross on Apr 13, 2021 Cross on May 24, 2021 Cross on Oct 21, 2021 Cross on Nov 16, 2021 Cross on Oct 5, 2023 Cross on Nov 2, 2023 Cross on Dec 14, 2023 Cross on Dec 27, 2023 Cross on Nov 5, 2024 Cross on Dec 5, 2024 Cross on Dec 13, 2024 Cross on Jan 29, 2025 Cross on Feb 4, 2025 Cross on May 2, 2025 Cross on May 13, 2025 Cross on May 27, 2025 Cross on May 30, 2025 Cross on Jun 4, 2025 Cross on Jun 13, 2025 Cross on Jul 16, 2025 Cross on Jul 18, 2025 Cross on Jul 1, 2026 Cross on Sep 14, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
RBLX historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 24 +1.4% -1.0% to +3.2% 63% -0.9% to +3.1% 0.0%
Day +2 24 +0.3% -3.0% to +3.5% 54% -2.4% to +2.8% 0.0%
Day +3 24 +0.7% -4.7% to +4.5% 54% -4.5% to +3.7% 0.0%
Day +4 24 +1.3% -5.2% to +5.3% 54% -5.0% to +5.1% 0.0%
Day +5 24 +0.4% -2.8% to +6.1% 50% -1.1% to +6.1% 0.0%
Day +6 24 +1.1% -3.2% to +5.7% 54% -2.8% to +4.4% 0.0%
Day +7 24 +2.5% -5.0% to +5.9% 54% -4.5% to +5.6% 0.0%
Day +8 24 +2.8% -5.1% to +8.6% 63% -4.3% to +7.2% 0.0%
Day +9 24 +0.5% -5.8% to +9.1% 50% -1.6% to +8.7% 0.0%
Day +10 23 +2.1% -4.6% to +9.0% 57% -1.9% to +6.2% 0.0%

Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.

Last 252 sessions

RBLX trailing historical statistics
Sessions closed above gamma max 1%
Gamma max crosses 6
Delta neutral crosses 29
Prior-year sessions closer to gamma max 83.3% of 252
Prior-year sessions closer to delta neutral 35.3% of 252
Open interest percentile (1y) 8th
Daily open interest change versus prior year -0.75σ (-20,992 contracts; 252 prior changes)
Open interest change, 5 sessions +3.4%
Open interest change, 21 sessions -14.6%
History available Mar 17, 2021 → Oct 2, 2026

Recent crosses

  1. closed below delta neutral at 41.86 vs 44.85 (-7.1%)
  2. closed below gamma max at 49.87 vs 51.11 (-2.5%)
  3. closed above gamma max at 51.25 vs 50.15 (+2.1%)
  4. closed below gamma max at 50.24 vs 50.96 (-1.4%)
  5. closed above gamma max at 51.29 vs 50.22 (+2.1%)
  6. closed above delta neutral at 43.31 vs 42.53 (+1.8%)
  7. closed below delta neutral at 48.67 vs 49.52 (-1.7%)
  8. closed above delta neutral at 49.50 vs 49.28 (+0.4%)
  9. closed below delta neutral at 47.55 vs 48.97 (-3.0%)
  10. closed below gamma max at 55.41 vs 61.90 (-11.7%)

In today's screens

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Neighbours by open interest

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Canonical source: https://halfonadouble.com/stock/RBLX

Questions people ask about RBLX

Where is RBLX's gamma max today?

As of Oct 2, 2026, the gamma max for RBLX is 60.41, +36.9% from the 44.12 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is RBLX above or below its delta neutral price?

RBLX closed below delta neutral: 44.12 against a delta neutral price of 45.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RBLX have?

361,334 contracts of open interest across 667 listed contracts on Oct 2, 2026, -5.5% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.