BOSCHLTD gamma exposure, walls and max pain for 9 Nov 2026
BOSCHLTD closed at ₹50,700.73 on 6 Nov 2026. Levels for the session of 9 Nov 2026 from that close: call wall ₹52,000, put wall ₹48,000, gamma flip ₹49,059 (the close sat above it), max pain ₹50,000 for the 23 Nov 2026 expiry. Call open interest exceeded put open interest: 2,62,600 call units and 1,78,845 put units. Calls added 1,12,800 units; puts added 17,075 units against the prior file. The BOSCHLTD gamma exposure by strike chart, the strike by expiry heatmap and the wall migration across archived sessions are at squawkflow.com/india/stocks/boschltd, updated after each end-of-day exchange file.
Source: public end-of-day exchange data, 6 Nov 2026. End of day, not live. Not investment advice.
Computed from the 6 Nov 2026 close. Next update after the 9 Nov 2026 close, checked hourly from 19:10 to 22:10 IST that day.
- Close
- 50,700.73
- 6 Nov 2026, lot size 25
- Call wall
- 52,000
- +2.56% from the close
- Put wall
- 48,000
- -5.33% from the close
- Gamma flip
- 49,059
- close above it
- Max pain
- 50,000
- Mon 23 Nov 2026 expiry
- PCR (OI)
- 0.68
- nearest expiry 0.68
- Net GEX
- ₹17.5 cr
- per 1% move
- Call wall52,000+2.56%
- Close50,700.73close
- Max pain50,000-1.38%
- Gamma flip49,059-3.24%
- Put wall48,000-5.33%
BOSCHLTD: what changed in the exchange file
BOSCHLTD's 23 Nov 2026 max pain was ₹50,000, below the close by 1.38%. This is an open-interest payout minimum, not a price target.
The largest absolute call OI change in BOSCHLTD's stored strike aggregation was at ₹52,000: +16,200 units, an addition.
The largest absolute put OI change in BOSCHLTD's stored strike aggregation was at ₹51,000: +6,400 units, an addition.
In BOSCHLTD's stored 5 Nov 2026 row, the close was ₹52,474.81, call OI 1,49,800 and put OI 1,61,770.
For BOSCHLTD's 23 Nov 2026 future, the closing price fell (-3.41%) and open interest increased (7.98%) on 6 Nov 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 |
|---|---|---|---|---|---|---|---|
| 48,500 | 1,325 | 3,625 | -50 | +625 | ₹0.33 cr | -₹0.91 cr | -₹0.58 cr |
| 49,000 | 4,625 | 11,700 | +1,625 | +3,600 | ₹1.3 cr | -₹3.3 cr | -₹2 cr |
| 49,500 | 1,025 | 2,775 | +75 | -1,800 | ₹0.31 cr | -₹0.84 cr | -₹0.53 cr |
| 50,000 | 7,925 | 13,405 | +1,125 | +1,400 | ₹2.5 cr | -₹4.2 cr | -₹1.7 cr |
| 50,500 | 6,250 | 6,200 | +2,275 | +2,275 | ₹2 cr | -₹2 cr | ₹0.02 cr |
| 51,000 | 19,075 | 11,025 | +12,050 | +6,400 | ₹6 cr | -₹3.5 cr | ₹2.5 cr |
| 51,500 | 9,925 | 3,025 | +6,450 | +575 | ₹3 cr | -₹0.92 cr | ₹2.1 cr |
| 52,000 | 23,625 | 4,125 | +16,200 | +750 | ₹6.7 cr | -₹1.2 cr | ₹5.5 cr |
| 52,500 | 6,225 | 1,700 | +1,475 | +275 | ₹1.6 cr | -₹0.45 cr | ₹1.2 cr |
| 53,000 | 18,050 | 0 | +5,575 | 0 | ₹4.3 cr | ₹0 cr | ₹4.3 cr |
Strike by expiry heatmap
| Strike | Mon 23 Nov 2026 | Tue 29 Dec 2026 |
|---|---|---|
| 54,500 | ₹0.56 | |
| 54,000 | ₹4.9 | |
| 53,500 | ₹1 | |
| 53,000 | ₹4.3 | |
| 52,500 | ₹1.2 | |
| 52,000 | ₹5.5 | |
| 51,500 | ₹2.1 | |
| 51,000 | ₹2.5 | |
| 50,500 | ||
| 50,000 | -₹1.7 | |
| 49,500 | -₹0.53 | |
| 49,000 | -₹2 | |
| 48,500 | -₹0.58 | |
| 48,000 | -₹4.9 | |
| 47,500 | -₹1.5 | |
| 47,000 | -₹0.59 |
Expiries
| Expiry | Days | Lot size | Call OI | Put OI | PCR | Max pain |
|---|---|---|---|---|---|---|
| Mon 23 Nov 2026 | 17 | 25 | 2,62,175 | 1,78,675 | 0.68 | 50,000 |
| Tue 29 Dec 2026 | 53 | 25 | 425 | 125 | 0.29 | 49,000 |
| Mon 25 Jan 2027 | 80 | 15 | 0 | 45 | n/a | no open interest yet |
Wall migration
- Call wall45,000 to 52,000
- Put wall44,000 to 48,000
- Max pain46,000 to 50,000
- Close45,000 to 50,700.73
| Date | Close | Call wall | Put wall | Gamma flip | Max pain | PCR | Call OI chg | Put OI chg |
|---|---|---|---|---|---|---|---|---|
| 6 Nov 2026 | 50,700.73 | 52,000 | 48,000 | 49,059 | 50,000 | 0.68 | +1,12,800 | +17,075 |
| 5 Nov 2026 | 52,474.81 | 55,000 | 48,000 | 50,511 | 49,000 | 1.08 | +4,525 | +24,875 |
| 4 Nov 2026 | 50,924.5 | 54,000 | 48,000 | 48,517 | 48,000 | 0.94 | +8,900 | +24,720 |
| 3 Nov 2026 | 49,645.51 | 50,000 | 49,000 | 46,281 | 47,000 | 0.82 | +34,475 | +15,825 |
| 2 Nov 2026 | 48,100 | 51,000 | 44,000 | 46,176 | 46,000 | 0.95 | +15,650 | +6,650 |
| 30 Oct 2026 | 47,200 | 48,000 | 44,000 | 46,287 | 46,000 | 1.04 | +11,150 | +4,300 |
| 29 Oct 2026 | 47,565.29 | 47,000 | 44,000 | 46,530 | 45,500 | 1.14 | +7,200 | +10,125 |
| 28 Oct 2026 | 47,628.9 | 47,000 | 44,000 | 46,409 | 45,000 | 1.11 | +30,200 | +23,025 |
| 27 Oct 2026 | 45,599.93 | 44,000 | 44,000 | 46,739 | 44,000 | 1.39 | +16,750 | +31,525 |
| 26 Oct 2026 | 44,900 | 44,000 | 44,000 | 44,941 | 45,000 | 0.82 | -44,350 | -5,825 |
| 23 Oct 2026 | 44,084.95 | 44,000 | 44,000 | 44,042 | 45,000 | 0.65 | -475 | -4,125 |
| 22 Oct 2026 | 44,070 | 44,000 | 44,000 | 44,034 | 45,000 | 0.67 | +450 | -8,075 |
| 21 Oct 2026 | 44,500 | 44,000 | 44,000 | 44,413 | 45,000 | 0.72 | +4,950 | -300 |
| 19 Oct 2026 | 45,195 | 45,000 | 44,000 | 44,629 | 45,000 | 0.74 | +2,750 | +675 |
| 16 Oct 2026 | 45,560 | 47,000 | 45,000 | 44,731 | 45,000 | 0.75 | -7,725 | -29,950 |
| 15 Oct 2026 | 45,034.45 | 44,000 | 44,000 | 44,633 | 45,000 | 0.89 | +1,050 | +1,450 |
| 14 Oct 2026 | 44,998.29 | 44,000 | 43,000 | 44,597 | 45,000 | 0.88 | +5,800 | +4,250 |
| 13 Oct 2026 | 44,900.37 | 44,000 | 43,000 | 44,414 | 45,000 | 0.89 | -10,425 | +7,175 |
| 12 Oct 2026 | 44,584.74 | 44,000 | 42,000 | 44,322 | 45,000 | 0.80 | +1,325 | +25,075 |
| 9 Oct 2026 | 43,541.47 | 45,000 | 42,000 | 43,700 | 45,000 | 0.67 | +13,500 | +26,900 |
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 -₹80.6 cr per 1% move and there is no gamma flip. Why both are shown.
Settlement prices and open interest from 6 Nov 2026. 88 contracts used; 0 skipped with no solvable volatility. Calculation details and limits.