ROST gamma max, delta neutral & open interest levels
As of close · rank #905 by open interest · snapshot page
ROST closed 15.3% below its gamma max of 266.02. It is 3.6% below the delta neutral price of 238.98. Total open interest is 62,116, -1.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ROST
Where is ROST's gamma max today?
As of Sep 11, 2026, the gamma max for ROST is 266.02, +15.3% from the 230.74 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 ROST above or below its delta neutral price?
ROST closed below delta neutral: 230.74 against a delta neutral price of 238.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ROST have?
62,116 contracts of open interest across 539 listed contracts on Sep 11, 2026, -1.8% 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.