# BOSCHLTD gamma exposure, walls and max pain

Canonical: https://squawkflow.com/india/stocks/boschltd

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 https://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.

## 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.

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.

## Levels for the next session

| Level | Value |
| --- | --- |
| Close | 50,700.73 (6 Nov 2026) |
| Call wall | 52,000 |
| Put wall | 48,000 |
| Gamma flip | 49,059 |
| Net GEX, Dealers long calls, short puts | ₹17.5 cr per 1% move |
| Net GEX, Option writers short every option | -₹80.6 cr per 1% move |
| Max pain, 23 Nov 2026 expiry | 50,000 |
| PCR (OI), all expiries | 0.68 |
| PCR (OI), nearest expiry | 0.68 |
| Lot size (nearest expiry) | 25 |

## Expiries

| Expiry | Days | Lot | 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 |

## By strike (within 5% of the close)

GEX in ₹ crore per 1% move. OI and OI change in units.

| 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 |

## Recent sessions

| Date | Close | Call wall | Put wall | Gamma flip | Max pain | PCR |
| --- | --- | --- | --- | --- | --- | --- |
| 6 Nov 2026 | 50,700.73 | 52,000 | 48,000 | 49,059 | 50,000 | 0.68 |
| 5 Nov 2026 | 52,474.81 | 55,000 | 48,000 | 50,511 | 49,000 | 1.08 |
| 4 Nov 2026 | 50,924.5 | 54,000 | 48,000 | 48,517 | 48,000 | 0.94 |
| 3 Nov 2026 | 49,645.51 | 50,000 | 49,000 | 46,281 | 47,000 | 0.82 |
| 2 Nov 2026 | 48,100 | 51,000 | 44,000 | 46,176 | 46,000 | 0.95 |
| 30 Oct 2026 | 47,200 | 48,000 | 44,000 | 46,287 | 46,000 | 1.04 |
| 29 Oct 2026 | 47,565.29 | 47,000 | 44,000 | 46,530 | 45,500 | 1.14 |
| 28 Oct 2026 | 47,628.9 | 47,000 | 44,000 | 46,409 | 45,000 | 1.11 |
| 27 Oct 2026 | 45,599.93 | 44,000 | 44,000 | 46,739 | 44,000 | 1.39 |
| 26 Oct 2026 | 44,900 | 44,000 | 44,000 | 44,941 | 45,000 | 0.82 |
| 23 Oct 2026 | 44,084.95 | 44,000 | 44,000 | 44,042 | 45,000 | 0.65 |
| 22 Oct 2026 | 44,070 | 44,000 | 44,000 | 44,034 | 45,000 | 0.67 |
| 21 Oct 2026 | 44,500 | 44,000 | 44,000 | 44,413 | 45,000 | 0.72 |
| 19 Oct 2026 | 45,195 | 45,000 | 44,000 | 44,629 | 45,000 | 0.74 |
| 16 Oct 2026 | 45,560 | 47,000 | 45,000 | 44,731 | 45,000 | 0.75 |
| 15 Oct 2026 | 45,034.45 | 44,000 | 44,000 | 44,633 | 45,000 | 0.89 |
| 14 Oct 2026 | 44,998.29 | 44,000 | 43,000 | 44,597 | 45,000 | 0.88 |
| 13 Oct 2026 | 44,900.37 | 44,000 | 43,000 | 44,414 | 45,000 | 0.89 |
| 12 Oct 2026 | 44,584.74 | 44,000 | 42,000 | 44,322 | 45,000 | 0.80 |
| 9 Oct 2026 | 43,541.47 | 45,000 | 42,000 | 43,700 | 45,000 | 0.67 |

## Method

Implied volatility from settlement prices, carry from put-call parity, risk-free rate 5.5%. 88 contracts used, 0 skipped (no solvable volatility), 0 expiring on the trade date left out. Full method: https://squawkflow.com/india/method