Data through close

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

As of close · rank #1000 by open interest · snapshot page

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ROST's nearest-expiration max pain is 235.00 for 2026-10-09, its GEX flip is 255.11, net GEX is -7,270,938, its put/call open-interest ratio is 1.92. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
228.54
prev 234.10
Gamma max
275.82
+20.7% from close
Delta neutral
238.79
+4.5% from close
Gamma neutral
255.11
+11.6% from close
Open interest
49,151
-2.6% vs prev
Contracts listed
457
289 calls · 247 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
235.00
+2.8% from close
2026-10-09
GEX flip
255.11
+11.6% from close
Net GEX
-7,270,938
-14,793,062 per 100k OI
Call wall
240.00
+5.0% from close
Put wall
240.00
+5.0% from close
Put/call OI
1.92
32,324 puts / 16,827 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
46.7
within trailing 52-week range
Front / back ATM IV
+28.0% / +32.4%
-4.4 pp front premium
Expected move
+3.9%
7 DTE · one standard deviation
ATM straddle / spot
+2.9%
front-window midpoint premium
25Δ risk reversal
-4.6 pp
put IV minus call IV
IV butterfly
1.7 pp
front-window smile convexity
Volume / open interest
0.03
1,601 contracts traded
Normalized net delta
-0.114
option-holder convention
Modeled dealer delta
0.112
opposite-side scenario
Vanna / 100k OI
1,024
volatility-sensitive delta
Charm / 100k OI
5,883,330
time-decay-sensitive delta
IV surface range
38.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ROST closed 20.7% below its gamma max of 275.82. It is 4.5% below the delta neutral price of 238.79. Total open interest is 49,151, -2.6% 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

← KOLD (#999) CE (#1001) →

Questions people ask about ROST

Where is ROST's gamma max today?

As of Oct 2, 2026, the gamma max for ROST is 275.82, +20.7% from the 228.54 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: 228.54 against a delta neutral price of 238.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ROST have?

49,151 contracts of open interest across 457 listed contracts on Oct 2, 2026, -2.6% 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.