Data through close

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

As of close · rank #3430 by open interest · snapshot page

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ROG's nearest-expiration max pain is 140.00 for 2026-10-16, its GEX flip is 93.22, net GEX is 138,767, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
160.00
prev 155.80
Gamma max
165.15
+3.2% from close
Delta neutral
127.61
-20.2% from close
Gamma neutral
93.22
-41.7% from close
Open interest
1,483
+1.4% vs prev
Contracts listed
75
52 calls · 35 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
140.00
-12.5% from close
2026-10-16
GEX flip
93.22
-41.7% from close
Net GEX
138,767
9,357,171 per 100k OI
Call wall
210.00
+31.3% from close
Put wall
150.00
-6.3% from close
Put/call OI
0.19
235 puts / 1,248 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
18.8
within trailing 52-week range
Front / back ATM IV
+43.9% / +50.3%
-6.4 pp front premium
Expected move
+8.6%
14 DTE · one standard deviation
ATM straddle / spot
+6.9%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
8.3 pp
front-window smile convexity
Volume / open interest
0.02
37 contracts traded
Normalized net delta
0.295
option-holder convention
Modeled dealer delta
-0.295
opposite-side scenario
Vanna / 100k OI
3,304
volatility-sensitive delta
Charm / 100k OI
-707,215
time-decay-sensitive delta
IV surface range
26.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ROG closed 3.2% below its gamma max of 165.15. It is 20.2% above the delta neutral price of 127.61. Total open interest is 1,483, +1.4% 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

← AVY (#3429) NGNE (#3431) →

Questions people ask about ROG

Where is ROG's gamma max today?

As of Oct 2, 2026, the gamma max for ROG is 165.15, +3.2% from the 160.00 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 ROG above or below its delta neutral price?

ROG closed above delta neutral: 160.00 against a delta neutral price of 127.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ROG have?

1,483 contracts of open interest across 75 listed contracts on Oct 2, 2026, +1.4% 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.