ROL gamma max, delta neutral & open interest levels
As of close · rank #1409 by open interest · snapshot page
ROL closed 20.6% below its gamma max of 41.89. It is 3.9% below the delta neutral price of 36.09. Total open interest is 27,187, +1.3% 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 ROL
Where is ROL's gamma max today?
As of Sep 11, 2026, the gamma max for ROL is 41.89, +20.6% from the 34.73 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 ROL above or below its delta neutral price?
ROL closed below delta neutral: 34.73 against a delta neutral price of 36.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ROL have?
27,187 contracts of open interest across 108 listed contracts on Sep 11, 2026, +1.3% 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.