ROKU gamma max, delta neutral & open interest levels
As of close · rank #638 by open interest · 1,379 sessions of history since Dec 1, 2020
ROKU closed 3.9% below its gamma max of 160.98. It is 16.7% above the delta neutral price of 129.05. Total open interest is 106,646, -3.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 8th |
| Open interest change, 5 sessions | -5.0% |
| Open interest change, 21 sessions | -1.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 158.18 vs 162.51 (-2.7%)
- closed above gamma max at 157.49 vs 154.24 (+2.1%)
- closed below gamma max at 153.11 vs 153.75 (-0.4%)
- closed above gamma max at 150.07 vs 149.94 (+0.1%)
- closed below gamma max at 138.26 vs 143.86 (-4.0%)
- closed above gamma max at 144.17 vs 140.90 (+2.3%)
- closed below gamma max at 114.11 vs 115.42 (-1.1%)
- closed above gamma max at 116.21 vs 112.92 (+2.8%)
- closed above delta neutral at 90.06 vs 86.32 (+4.2%)
- closed below delta neutral at 82.93 vs 85.40 (-3.0%)
In today's screens
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Neighbours by open interest
Questions people ask about ROKU
Where is ROKU's gamma max today?
As of Sep 11, 2026, the gamma max for ROKU is 160.98, +3.9% from the 154.93 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 ROKU above or below its delta neutral price?
ROKU closed above delta neutral: 154.93 against a delta neutral price of 129.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ROKU have?
106,646 contracts of open interest across 480 listed contracts on Sep 11, 2026, -3.5% 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.