Data through close

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

As of close · rank #1825 by open interest · snapshot page

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ROK's nearest-expiration max pain is 430.00 for 2026-10-16, its GEX flip is 435.45, net GEX is 533,735, its put/call open-interest ratio is 0.87. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
454.25
prev 442.45
Gamma max
519.38
+14.3% from close
Delta neutral
429.06
-5.5% from close
Gamma neutral
435.45
-4.1% from close
Open interest
14,037
-0.0% vs prev
Contracts listed
366
253 calls · 166 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
430.00
-5.3% from close
2026-10-16
GEX flip
435.45
-4.1% from close
Net GEX
533,735
3,802,346 per 100k OI
Call wall
440.00
-3.1% from close
Put wall
390.00
-14.1% from close
Put/call OI
0.87
6,527 puts / 7,510 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
34.7
within trailing 52-week range
Front / back ATM IV
+26.4% / +36.1%
-9.7 pp front premium
Expected move
+5.2%
14 DTE · one standard deviation
ATM straddle / spot
+4.1%
front-window midpoint premium
25Δ risk reversal
0.9 pp
put IV minus call IV
IV butterfly
1.8 pp
front-window smile convexity
Volume / open interest
0.02
303 contracts traded
Normalized net delta
0.170
option-holder convention
Modeled dealer delta
-0.169
opposite-side scenario
Vanna / 100k OI
2,180
volatility-sensitive delta
Charm / 100k OI
-3,054,819
time-decay-sensitive delta
IV surface range
110.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ROK closed 14.3% below its gamma max of 519.38. It is 5.5% above the delta neutral price of 429.06. Total open interest is 14,037, -0.0% 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

← LINE (#1824) TARS (#1826) →

Questions people ask about ROK

Where is ROK's gamma max today?

As of Oct 2, 2026, the gamma max for ROK is 519.38, +14.3% from the 454.25 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 above delta neutral: 454.25 against a delta neutral price of 429.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ROK have?

14,037 contracts of open interest across 366 listed contracts on Oct 2, 2026, -0.0% 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.