ASHOKLEY 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.
ASHOKLEY levels for the session of 9 Oct 2026, from the 8 Oct 2026 close of 145.03: call wall 150, put wall 150, gamma flip 144 (the close sat above it), max pain 155 for the 27 Oct 2026 expiry, put/call OI ratio 0.71, net GEX ₹0.89 cr per 1% move.
- Close
- 145.03
- 8 Oct 2026
- Call wall
- 150
- +3.43%
- Put wall
- 150
- +3.43%
- Gamma flip
- 144
- Max pain
- 155
- Tue 27 Oct 2026 expiry
- PCR (OI)
- 0.71
- nearest 0.72
- Net GEX
- ₹0.89 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 -₹55.3 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 |
|---|---|---|---|---|---|---|---|
| 140 | 6,70,000 | 48,80,000 | +1,75,000 | +9,95,000 | ₹0.44 cr | -₹3.2 cr | -₹2.7 cr |
| 142.5 | 2,20,000 | 12,80,000 | +2,20,000 | +5,50,000 | ₹0.16 cr | -₹0.96 cr | -₹0.8 cr |
| 145 | 16,00,000 | 45,70,000 | +11,30,000 | -1,15,000 | ₹1.3 cr | -₹3.6 cr | -₹2.3 cr |
| 147.5 | 21,30,000 | 41,55,000 | +9,40,000 | +5,40,000 | ₹1.7 cr | -₹3.2 cr | -₹1.6 cr |
| 150 | 69,00,000 | 58,95,000 | +19,30,000 | -6,25,000 | ₹5 cr | -₹4.3 cr | ₹0.73 cr |
Strike by expiry heatmap
| Strike | Tue 27 Oct 2026 | Mon 23 Nov 2026 |
|---|---|---|
| 155 | ₹1.1 | ₹0.06 |
| 152.5 | ₹0.68 | |
| 150 | ₹0.74 | |
| 147.5 | -₹1.6 | |
| 145 | -₹2.3 | |
| 142.5 | -₹0.8 | |
| 140 | -₹2.5 | -₹0.21 |
| 137.5 | -₹0.37 | |
| 135 | -₹0.2 |
Expiries
| Expiry | Days | Lot size | Call OI | Put OI | PCR | Max pain |
|---|---|---|---|---|---|---|
| Tue 27 Oct 2026 | 19 | 5000 | 7,70,05,000 | 5,54,65,000 | 0.72 | 155 |
| Mon 23 Nov 2026 | 46 | 5000 | 21,95,000 | 11,25,000 | 0.51 | 150 |
| Tue 29 Dec 2026 | 82 | 5000 | 20,000 | 0 | 0.00 | no open interest yet |
Wall migration
| Date | Close | Call wall | Put wall | Gamma flip | Max pain | PCR | Call OI chg | Put OI chg |
|---|---|---|---|---|---|---|---|---|
| 8 Oct 2026 | 145.03 | 150 | 150 | 144 | 155 | 0.71 | +1,25,000 | +12,15,000 |
| 7 Oct 2026 | 149.21 | 155 | 155 | 145 | 155 | 0.70 | +71,95,000 | +38,25,000 |
| 6 Oct 2026 | 153.7 | 155 | 155 | 146 | 157.5 | 0.72 | +76,00,000 | +70,000 |
Method
Implied volatility from settlement prices, carry from put-call parity, risk-free rate 5.5%. 83 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.