Data through close

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

As of close · rank #3911 by open interest · snapshot page

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ROCK's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 57.20, net GEX is -60,221, its put/call open-interest ratio is 2.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.15
prev 39.73
Gamma max
66.85
+66.5% from close
Delta neutral
47.82
+19.1% from close
Gamma neutral
57.20
+42.5% from close
Open interest
651
-10.8% vs prev
Contracts listed
27
17 calls · 12 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
45.00
+12.1% from close
2026-10-16
GEX flip
57.20
+42.5% from close
Net GEX
-60,221
-9,250,468 per 100k OI
Call wall
45.00
+12.1% from close
Put wall
45.00
+12.1% from close
Put/call OI
2.19
447 puts / 204 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
–
cross-sectional score / 100
Directional score
–
IV rank
57.2
within trailing 52-week range
Front / back ATM IV
+82.8% / +52.1%
30.6 pp front premium
Expected move
+16.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-50.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
2 contracts traded
Normalized net delta
-0.280
option-holder convention
Modeled dealer delta
0.280
opposite-side scenario
Vanna / 100k OI
-0
volatility-sensitive delta
Charm / 100k OI
474,347
time-decay-sensitive delta
IV surface range
85.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ROCK closed 66.5% below its gamma max of 66.85. It is 19.1% below the delta neutral price of 47.82. Total open interest is 651, -10.8% versus the previous session. What gamma max means · What delta neutral means

History

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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In today's screens

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Neighbours by open interest

← SNOU (#3910) OWLT (#3912) →

Questions people ask about ROCK

Where is ROCK's gamma max today?

As of Oct 2, 2026, the gamma max for ROCK is 66.85, +66.5% from the 40.15 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 ROCK above or below its delta neutral price?

ROCK closed below delta neutral: 40.15 against a delta neutral price of 47.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ROCK have?

651 contracts of open interest across 27 listed contracts on Oct 2, 2026, -10.8% 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.