ROK Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete ROK options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around ROK.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

390

Exp: 2026-10-16

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.996

Shows put vs call positioning

IV Skew

-3.18

Put–call IV difference

Max Pain Price Volatility

σ = 40.02

high volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 62%

Current DPI is 0.426(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for ROK are at 426.59, 419.93, and 400.97, while the resistance levels are at 437.99, 444.65, and 463.61. The pivot point, a key reference price for traders, is at 390.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 1.32% 1-day move.

The expected range for the next 3 days is 413.08 — 442.18 , corresponding to +2.29% / -4.44% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 447.34 (3.48% above spot).

Bearish positioning points to downside pressure toward 400.90 (7.26% below spot).

Options flow strength: 0.71 (0–1 scale). ATM Strike: 430.00, Call: 5.80, Put: 4.10, Straddle Cost: 9.90.

Market signals are mixed and less reliable. The short-term gamma flip is near 425.43 .