Data through close

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

As of close · rank #1911 by open interest · snapshot page

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ROOT's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 41.63, net GEX is 94,975, its put/call open-interest ratio is 0.50. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
46.26
prev 46.21
Gamma max
57.80
+25.0% from close
Delta neutral
47.03
+1.7% from close
Gamma neutral
41.63
-10.0% from close
Open interest
12,607
+0.1% vs prev
Contracts listed
169
113 calls · 71 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
50.00
+8.1% from close
2026-10-16
GEX flip
41.63
-10.0% from close
Net GEX
94,975
753,349 per 100k OI
Call wall
50.00
+8.1% from close
Put wall
50.00
+8.1% from close
Put/call OI
0.50
4,189 puts / 8,418 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
19.5
within trailing 52-week range
Front / back ATM IV
+56.9% / +76.8%
-19.9 pp front premium
Expected move
+11.1%
14 DTE · one standard deviation
ATM straddle / spot
+8.8%
front-window midpoint premium
25Δ risk reversal
-7.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
110 contracts traded
Normalized net delta
0.019
option-holder convention
Modeled dealer delta
-0.019
opposite-side scenario
Vanna / 100k OI
1,467
volatility-sensitive delta
Charm / 100k OI
-187,856
time-decay-sensitive delta
IV surface range
56.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ROOT closed 25.0% below its gamma max of 57.80. It is 1.7% below the delta neutral price of 47.03. Total open interest is 12,607, +0.1% 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

← PAL (#1910) TRMB (#1912) →

Questions people ask about ROOT

Where is ROOT's gamma max today?

As of Oct 2, 2026, the gamma max for ROOT is 57.80, +25.0% from the 46.26 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 ROOT above or below its delta neutral price?

ROOT closed below delta neutral: 46.26 against a delta neutral price of 47.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ROOT have?

12,607 contracts of open interest across 169 listed contracts on Oct 2, 2026, +0.1% 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.