BANKBARODA 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.
BANKBARODA levels for the session of 9 Oct 2026, from the 8 Oct 2026 close of 234: call wall 240, put wall 230, gamma flip 231 (the close sat above it), max pain 240 for the 27 Oct 2026 expiry, put/call OI ratio 1.08, net GEX ₹3.7 cr per 1% move.
- Close
- 234
- 8 Oct 2026
- Call wall
- 240
- +2.56%
- Put wall
- 230
- -1.71%
- Gamma flip
- 231
- Max pain
- 240
- Tue 27 Oct 2026 expiry
- PCR (OI)
- 1.08
- nearest 1.08
- Net GEX
- ₹3.7 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 -₹73 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 |
|---|---|---|---|---|---|---|---|
| 222.5 | 8,775 | 3,04,200 | 0 | -61,425 | ₹0.01 cr | -₹0.29 cr | -₹0.29 cr |
| 225 | 6,02,550 | 20,88,450 | -14,625 | -3,27,600 | ₹0.67 cr | -₹2.3 cr | -₹1.6 cr |
| 227.5 | 2,28,150 | 8,74,575 | +17,550 | -2,925 | ₹0.28 cr | -₹1.1 cr | -₹0.8 cr |
| 230 | 35,27,550 | 55,60,425 | -1,84,275 | +49,725 | ₹4.8 cr | -₹7.5 cr | -₹2.7 cr |
| 232.5 | 8,45,325 | 14,30,325 | -64,350 | +6,17,175 | ₹1.2 cr | -₹2.1 cr | -₹0.85 cr |
| 235 | 37,64,475 | 31,73,625 | -1,81,350 | -35,100 | ₹5.7 cr | -₹4.8 cr | ₹0.9 cr |
| 237.5 | 8,89,200 | 3,68,550 | +52,650 | +1,05,300 | ₹1.4 cr | -₹0.56 cr | ₹0.79 cr |
| 240 | 89,38,800 | 38,49,300 | -1,28,700 | +4,79,700 | ₹13.1 cr | -₹5.6 cr | ₹7.5 cr |
| 242.5 | 5,82,075 | 1,75,500 | -14,625 | +73,125 | ₹0.8 cr | -₹0.24 cr | ₹0.56 cr |
| 245 | 29,98,125 | 4,88,475 | +58,500 | -2,925 | ₹3.7 cr | -₹0.61 cr | ₹3.1 cr |
Strike by expiry heatmap
| Strike | Tue 27 Oct 2026 | Mon 23 Nov 2026 |
|---|---|---|
| 252.5 | ₹0.3 | |
| 250 | ₹2.3 | ₹0.07 |
| 247.5 | ₹0.51 | |
| 245 | ₹3.1 | |
| 242.5 | ₹0.56 | |
| 240 | ₹7.5 | |
| 237.5 | ₹0.79 | |
| 235 | ₹0.9 | |
| 232.5 | -₹0.85 | |
| 230 | -₹2.6 | -₹0.13 |
| 227.5 | -₹0.8 | |
| 225 | -₹1.6 | |
| 222.5 | -₹0.29 | |
| 220 | -₹5.2 | -₹0.1 |
| 217.5 | -₹0.21 |
Expiries
| Expiry | Days | Lot size | Call OI | Put OI | PCR | Max pain |
|---|---|---|---|---|---|---|
| Tue 27 Oct 2026 | 19 | 2925 | 3,51,61,425 | 3,81,53,700 | 1.08 | 240 |
| Mon 23 Nov 2026 | 46 | 2925 | 4,94,325 | 5,23,575 | 1.06 | 240 |
| Tue 29 Dec 2026 | 82 | 2925 | 2,925 | 5,850 | 2.00 | 240 |
Wall migration
| Date | Close | Call wall | Put wall | Gamma flip | Max pain | PCR | Call OI chg | Put OI chg |
|---|---|---|---|---|---|---|---|---|
| 8 Oct 2026 | 234 | 240 | 230 | 231 | 240 | 1.08 | +1,40,400 | +18,42,750 |
| 7 Oct 2026 | 234.55 | 240 | 230 | 230 | 240 | 1.04 | +11,46,600 | +14,30,325 |
| 6 Oct 2026 | 232.73 | 240 | 230 | 229 | 240 | 1.03 | +15,67,800 | +7,34,175 |
Method
Implied volatility from settlement prices, carry from put-call parity, risk-free rate 5.5%. 87 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.