A smaller foam roller that you can take to the gym. You can pick one with the right density, depending on how comfortable you are with self-myofascial release.
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Pros
Pro You can get options with different density
PhysioPhit offer pink, blue, and black versions of the roller with the first one being the softest and the last one being the hardest. Depending on how experienced you are with self-myofascial release and how much pressure you want to put on yourself, you can get the appropriate option and then upgrade if necessary.
Pro It's portable
This roller is only 14 inches long, you can easily fit it in a gym back or a backpack and take along.
Pro It can give you deep tissue massage
All three versions of this foam roller have ridges that will give you an intensive massage to help with muscle knots and pains.
Cons
Con It's too small to massage your back
This foam roller is too short - only 14 inches - to be used for your back. A 36-inch option would be much more convenient.