ROK gamma max, delta neutral & open interest levels
As of close · rank #1655 by open interest · snapshot page
ROK closed 21.7% below its gamma max of 521.36. It is 2.9% below the delta neutral price of 441.02. Total open interest is 19,432, +0.8% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about ROK
Where is ROK's gamma max today?
As of Sep 11, 2026, the gamma max for ROK is 521.36, +21.7% from the 428.39 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 ROK above or below its delta neutral price?
ROK closed below delta neutral: 428.39 against a delta neutral price of 441.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ROK have?
19,432 contracts of open interest across 432 listed contracts on Sep 11, 2026, +0.8% 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.