APOLLOHOSP gamma exposure, walls and max pain for 9 Oct 2026
Source: NSE end-of-day data, 8 Oct 2026. End of day, not live. Not investment advice.
APOLLOHOSP levels for the session of 9 Oct 2026, from the 8 Oct 2026 close of 7,666: call wall 8,000, put wall 8,000, gamma flip 7,539 (the close sat above it), max pain 8,000 for the 27 Oct 2026 expiry, put/call OI ratio 0.51, net GEX ₹11.6 cr per 1% move.
- Close
- 7,666
- 8 Oct 2026
- Call wall
- 8,000
- +4.36%
- Put wall
- 8,000
- +4.36%
- Gamma flip
- 7,539
- Max pain
- 8,000
- Tue 27 Oct 2026 expiry
- PCR (OI)
- 0.51
- nearest 0.52
- Net GEX
- ₹11.6 cr
- per 1% move
Sign convention on screen: Dealers long calls, short puts. Under the other reading (option writers short every option), net GEX is -₹122 cr per 1% move and there is no gamma flip. Why both are shown.
Gamma exposure by strike
Open interest and OI change by strike
| Strike | Call OI | Put OI | Call OI chg | Put OI chg | Call GEX | Put GEX | Net GEX |
|---|---|---|---|---|---|---|---|
| 7,300 | 0 | 23,000 | 0 | +5,000 | ₹0 cr | -₹0.81 cr | -₹0.81 cr |
| 7,400 | 0 | 83,750 | 0 | -3,125 | ₹0 cr | -₹3.5 cr | -₹3.5 cr |
| 7,500 | 6,250 | 1,09,250 | +6,250 | +19,250 | ₹0.3 cr | -₹5.1 cr | -₹4.8 cr |
| 7,600 | 26,500 | 59,250 | +22,375 | +6,000 | ₹1.4 cr | -₹3 cr | -₹1.7 cr |
| 7,700 | 1,00,875 | 1,08,750 | +91,625 | +33,375 | ₹5.5 cr | -₹5.8 cr | -₹0.37 cr |
| 7,800 | 1,18,750 | 1,44,750 | +32,250 | -28,875 | ₹6.2 cr | -₹7.6 cr | -₹1.3 cr |
| 7,900 | 1,39,625 | 1,14,375 | +30,875 | -26,250 | ₹6.6 cr | -₹5.4 cr | ₹1.2 cr |
| 8,000 | 3,14,375 | 2,06,375 | +59,875 | -30,625 | ₹12.6 cr | -₹8.5 cr | ₹4.2 cr |
Strike by expiry heatmap
| Strike | Tue 27 Oct 2026 | Mon 23 Nov 2026 |
|---|---|---|
| 8,200 | ₹4.4 | |
| 8,100 | ₹3.7 | |
| 8,000 | ₹2.5 | ₹1.7 |
| 7,900 | ₹1.2 | |
| 7,800 | -₹1.2 | -₹0.11 |
| 7,700 | -₹0.21 | -₹0.17 |
| 7,600 | -₹1.5 | -₹0.12 |
| 7,500 | -₹4.5 | -₹0.32 |
| 7,400 | -₹3.5 | |
| 7,300 | -₹0.81 | |
| 7,200 | -₹2 | -₹0.05 |
| 7,100 | -₹1.8 |
Expiries
| Expiry | Days | Lot size | Call OI | Put OI | PCR | Max pain |
|---|---|---|---|---|---|---|
| Tue 27 Oct 2026 | 19 | 125 | 31,42,875 | 16,36,375 | 0.52 | 8,000 |
| Mon 23 Nov 2026 | 46 | 125 | 1,13,125 | 33,125 | 0.29 | 8,000 |
| Tue 29 Dec 2026 | 82 | 125 | 625 | 1,125 | 1.80 | 8,000 |
Wall migration
| Date | Close | Call wall | Put wall | Gamma flip | Max pain | PCR | Call OI chg | Put OI chg |
|---|---|---|---|---|---|---|---|---|
| 8 Oct 2026 | 7,666 | 8,000 | 8,000 | 7,539 | 8,000 | 0.51 | +2,38,250 | -4,375 |
| 7 Oct 2026 | 7,916.89 | 8,000 | 8,000 | 7,767 | 8,100 | 0.56 | +2,42,875 | +33,250 |
| 6 Oct 2026 | 7,914.49 | 8,000 | 8,000 | 7,800 | 8,100 | 0.59 | +2,29,125 | +1,13,875 |
Method
Implied volatility from settlement prices, carry from put-call parity, risk-free rate 5.5%. 96 contracts used, 0 skipped with no solvable volatility, 0 expiring on the trade date left out. GEX is in ₹ crore per 1% move. Full method and sign convention.
Archive: 3 sessions stored since 6 Oct 2026, free, no account.