Current pen input mainly utilizes the position of the pen tip, and occasionally, a button press. Other possible device parameters, such as rolling the pen around its longitudinal axis, are rarely used. We explore pen rolling as a supporting input modality for pen-based interaction. Through two studies, we are able to determine 1) the parameters that separate intentional pen rolling for the purpose of interaction from incidental pen rolling caused by regular writing and drawing, and 2) the parameter range within which accurate and timely intentional pen rolling interactions can occur. Building on our experimental results, we present an exploration of the design space of rolling-based interaction techniques, which showcase three scenarios where pen rolling interactions can be useful: enhanced stimulus-response compatibility in rotation tasks, multi-parameter input, and simplified mode selection.