Data through close

RBLX gamma max, delta neutral & open interest levels

As of close · rank #254 by open interest · 1,307 sessions of history since Mar 17, 2021

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Close
45.50
prev 44.88
Gamma max
48.73
+7.1% from close
Delta neutral
43.16
-5.1% from close
Gamma neutral
39.13
-14.0% from close
Open interest
426,462
-3.3% vs prev
Contracts listed
749
420 calls · 331 puts

RBLX closed 7.1% below its gamma max of 48.73. It is 5.1% above the delta neutral price of 43.16. Total open interest is 426,462, -3.3% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max0%
Gamma max crosses0
Delta neutral crosses18
Open interest percentile (1y)33th
Open interest change, 5 sessions-0.7%
Open interest change, 21 sessions+0.1%
History availableMar 17, 2021 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 41.51 vs 41.36 (+0.4%)
  2. closed below delta neutral at 48.67 vs 49.29 (-1.3%)
  3. closed above delta neutral at 49.50 vs 49.12 (+0.8%)
  4. closed below delta neutral at 47.55 vs 49.01 (-3.1%)
  5. closed above delta neutral at 47.39 vs 47.10 (+0.6%)
  6. closed below delta neutral at 46.38 vs 47.20 (-1.8%)
  7. closed above delta neutral at 47.19 vs 47.07 (+0.2%)
  8. closed below delta neutral at 46.85 vs 47.03 (-0.4%)
  9. closed above delta neutral at 49.53 vs 47.22 (+4.7%)
  10. closed below delta neutral at 59.64 vs 59.88 (-0.4%)

In today's screens

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Neighbours by open interest

Questions people ask about RBLX

Where is RBLX's gamma max today?

As of Sep 11, 2026, the gamma max for RBLX is 48.73, +7.1% from the 45.50 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 above delta neutral: 45.50 against a delta neutral price of 43.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RBLX have?

426,462 contracts of open interest across 749 listed contracts on Sep 11, 2026, -3.3% versus the previous session. What open interest measures.

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