AUBANK gamma exposure, walls and max pain for 28 Oct 2026
AUBANK closed at ₹848.02 on 27 Oct 2026. Levels for the session of 28 Oct 2026 from that close: call wall ₹900, put wall ₹860, gamma flip ₹800 (the close sat above it), max pain ₹880 for the 23 Nov 2026 expiry. Call open interest exceeded put open interest: 83,73,000 call units and 48,59,000 put units. Calls added 17,78,000 units; puts added 7,51,000 units against the prior file. The AUBANK gamma exposure by strike chart, the strike by expiry heatmap and the wall migration across archived sessions are at squawkflow.com/india/stocks/aubank, updated after each end-of-day exchange file.
Source: public end-of-day exchange data, 27 Oct 2026. End of day, not live. Not investment advice.
Computed from the 27 Oct 2026 close. Next update after the 28 Oct 2026 close, checked hourly from 18:10 to 21:10 IST that day.
- Close
- 848.02
- 27 Oct 2026, lot size 1000
- Call wall
- 900
- +6.13% from the close
- Put wall
- 860
- +1.41% from the close
- Gamma flip
- 800
- close above it
- Max pain
- 880
- Mon 23 Nov 2026 expiry
- PCR (OI)
- 0.58
- nearest expiry 0.58
- Net GEX
- ₹6.7 cr
- per 1% move
- Call wall900+6.13%
- Max pain880+3.77%
- Put wall860+1.41%
- Close848.02close
- Gamma flip800-5.66%
AUBANK: what changed in the exchange file
AUBANK's 23 Nov 2026 max pain was ₹880, above the close by 3.77%. This is an open-interest payout minimum, not a price target.
The largest absolute call OI change in AUBANK's stored strike aggregation was at ₹1,000: +3,91,000 units, an addition.
The largest absolute put OI change in AUBANK's stored strike aggregation was at ₹1,000: +2,92,000 units, an addition.
In AUBANK's stored 26 Oct 2026 row, the close was ₹869.01, call OI 1,52,35,000 and put OI 97,44,000.
For AUBANK's 23 Nov 2026 future, the closing price fell (-1.42%) and open interest increased (11.00%) on 27 Oct 2026. Futures and option units are separate series.
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 |
|---|---|---|---|---|---|---|---|
| 810 | 0 | 52,000 | 0 | +32,000 | ₹0 cr | -₹0.16 cr | -₹0.16 cr |
| 820 | 0 | 1,41,000 | 0 | +29,000 | ₹0 cr | -₹0.47 cr | -₹0.47 cr |
| 830 | 28,000 | 1,41,000 | 0 | +56,000 | ₹0.1 cr | -₹0.51 cr | -₹0.41 cr |
| 840 | 34,000 | 2,04,000 | +9,000 | +47,000 | ₹0.13 cr | -₹0.8 cr | -₹0.66 cr |
| 850 | 2,47,000 | 4,97,000 | +91,000 | -88,000 | ₹1 cr | -₹2 cr | -₹1 cr |
| 860 | 4,58,000 | 5,89,000 | +1,21,000 | +1,03,000 | ₹2 cr | -₹2.5 cr | -₹0.56 cr |
| 870 | 6,47,000 | 5,20,000 | +1,04,000 | +61,000 | ₹2.7 cr | -₹2.2 cr | ₹0.54 cr |
| 880 | 6,09,000 | 4,81,000 | +2,10,000 | +56,000 | ₹2.5 cr | -₹2 cr | ₹0.53 cr |
| 890 | 2,34,000 | 1,30,000 | +48,000 | +4,000 | ₹0.93 cr | -₹0.52 cr | ₹0.41 cr |
Strike by expiry heatmap
| Strike | Mon 23 Nov 2026 |
|---|---|
| 910 | ₹0.37 |
| 900 | ₹4 |
| 890 | ₹0.41 |
| 880 | ₹0.53 |
| 870 | ₹0.54 |
| 860 | -₹0.56 |
| 850 | -₹1 |
| 840 | -₹0.66 |
| 830 | -₹0.41 |
| 820 | -₹0.47 |
| 810 | -₹0.16 |
| 800 | -₹0.71 |
| 790 | -₹0.13 |
Expiries
| Expiry | Days | Lot size | Call OI | Put OI | PCR | Max pain |
|---|---|---|---|---|---|---|
| Mon 23 Nov 2026 | 27 | 1000 | 83,66,000 | 48,56,000 | 0.58 | 880 |
| Tue 29 Dec 2026 | 63 | 1000 | 7,000 | 3,000 | 0.43 | 900 |
Wall migration
- Call wall1,040 to 900
- Put wall1,000 to 860
- Max pain1,020 to 880
- Close1,028.02 to 848.02
| Date | Close | Call wall | Put wall | Gamma flip | Max pain | PCR | Call OI chg | Put OI chg |
|---|---|---|---|---|---|---|---|---|
| 27 Oct 2026 | 848.02 | 900 | 860 | 800 | 880 | 0.58 | +17,78,000 | +7,51,000 |
| 26 Oct 2026 | 869.01 | 880 | 860 | 861 | 960 | 0.64 | +44,59,000 | +19,46,000 |
| 23 Oct 2026 | 932.94 | 1,000 | 950 | 927 | 980 | 0.72 | +10,72,000 | +3,27,000 |
| 22 Oct 2026 | 953.89 | 1,000 | 950 | 951 | 990 | 0.77 | -46,000 | +2,24,000 |
| 21 Oct 2026 | 953.79 | 1,000 | 950 | 948 | 990 | 0.74 | +16,59,000 | +3,26,000 |
| 19 Oct 2026 | 971.7 | 1,000 | 1,000 | 974 | 1,000 | 0.85 | +4,32,000 | +3,13,000 |
| 16 Oct 2026 | 989.4 | 1,000 | 1,000 | 979 | 1,000 | 0.86 | +5,46,000 | +1,33,000 |
| 15 Oct 2026 | 1,002.69 | 1,000 | 1,000 | 987 | 1,000 | 0.91 | +1,46,000 | +2,21,000 |
| 14 Oct 2026 | 999.5 | 1,000 | 1,000 | 986 | 1,000 | 0.90 | +2,02,000 | +96,000 |
| 13 Oct 2026 | 991.29 | 1,000 | 1,000 | 984 | 1,000 | 0.91 | +29,000 | +2,47,000 |
| 12 Oct 2026 | 977.2 | 1,000 | 1,000 | 976 | 1,000 | 0.88 | +1,43,000 | +1,63,000 |
| 9 Oct 2026 | 981.99 | 1,000 | 1,000 | 975 | 1,000 | 0.87 | +5,22,000 | +1,15,000 |
| 8 Oct 2026 | 975 | 1,000 | 1,000 | 986 | 1,000 | 0.93 | -2,60,000 | +67,000 |
| 7 Oct 2026 | 993.41 | 1,040 | 1,000 | 983 | 1,010 | 0.88 | +8,50,000 | +3,62,000 |
| 6 Oct 2026 | 1,028.02 | 1,040 | 1,000 | 1,000 | 1,020 | 0.95 | +1,24,000 | -10,000 |
Method and sign convention
Sign convention on screen: Dealers long calls, short puts. Under the other reading (option writers short every option), net GEX is -₹37.3 cr per 1% move and there is no gamma flip. Why both are shown.
Settlement prices and open interest from 27 Oct 2026. 86 contracts used; 0 skipped with no solvable volatility. Calculation details and limits.