Data through close

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

As of close · rank #4406 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

ROKT's nearest-expiration max pain is 110.00 for 2026-10-16, net GEX is 26,373, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
105.66
prev 104.99
Gamma max
115.20
+9.0% from close
Delta neutral
94.16
-10.9% from close
Gamma neutral
105.66
0.0% from close
Open interest
248
0.0% vs prev
Contracts listed
34
26 calls · 10 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
110.00
+4.1% from close
2026-10-16
GEX flip
–
Net GEX
26,373
10,634,082 per 100k OI
Call wall
110.00
+4.1% from close
Put wall
123.00
+16.4% from close
Put/call OI
0.16
35 puts / 213 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
93.9
within trailing 52-week range
Front / back ATM IV
+39.8% / +29.2%
10.6 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.100
option-holder convention
Modeled dealer delta
-0.100
opposite-side scenario
Vanna / 100k OI
806
volatility-sensitive delta
Charm / 100k OI
-974,597
time-decay-sensitive delta
IV surface range
95.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ROKT closed 9.0% below its gamma max of 115.20. It is 10.9% above the delta neutral price of 94.16. Total open interest is 248, 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

← ASR (#4405) LEMB (#4407) →

Questions people ask about ROKT

Where is ROKT's gamma max today?

As of Oct 2, 2026, the gamma max for ROKT is 115.20, +9.0% from the 105.66 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 ROKT above or below its delta neutral price?

ROKT closed above delta neutral: 105.66 against a delta neutral price of 94.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ROKT have?

248 contracts of open interest across 34 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.