EICHERMOT 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.
EICHERMOT levels for the session of 9 Oct 2026, from the 8 Oct 2026 close of 6,767.69: call wall 7,000, put wall 7,000, gamma flip 7,052 (the close sat below it), max pain 7,200 for the 27 Oct 2026 expiry, put/call OI ratio 0.94, net GEX -₹18.4 cr per 1% move.
- Close
- 6,767.69
- 8 Oct 2026
- Call wall
- 7,000
- +3.43%
- Put wall
- 7,000
- +3.43%
- Gamma flip
- 7,052
- Max pain
- 7,200
- Tue 27 Oct 2026 expiry
- PCR (OI)
- 0.94
- nearest 0.94
- Net GEX
- -₹18.4 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 -₹77.3 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 |
|---|---|---|---|---|---|---|---|
| 6,500 | 0 | 80,600 | 0 | -6,600 | ₹0 cr | -₹2.7 cr | -₹2.7 cr |
| 6,600 | 8,100 | 1,58,000 | +4,800 | -7,500 | ₹0.34 cr | -₹6.6 cr | -₹6.2 cr |
| 6,700 | 8,000 | 78,500 | +7,200 | +32,400 | ₹0.39 cr | -₹3.8 cr | -₹3.4 cr |
| 6,800 | 43,100 | 54,200 | +13,400 | -900 | ₹2.2 cr | -₹2.7 cr | -₹0.45 cr |
| 6,900 | 52,500 | 1,18,500 | -300 | +34,600 | ₹2.6 cr | -₹5.9 cr | -₹3.3 cr |
| 7,000 | 1,39,500 | 3,01,700 | +12,300 | +1,200 | ₹6.3 cr | -₹13.8 cr | -₹7.5 cr |
| 7,100 | 76,700 | 34,000 | -9,100 | -1,300 | ₹3 cr | -₹1.3 cr | ₹1.6 cr |
Strike by expiry heatmap
| Strike | Tue 27 Oct 2026 | Mon 23 Nov 2026 |
|---|---|---|
| 7,300 | -₹0.64 | |
| 7,200 | ₹1.6 | |
| 7,100 | ₹1.6 | |
| 7,000 | -₹7.7 | ₹0.14 |
| 6,900 | -₹3.3 | |
| 6,800 | -₹0.3 | -₹0.16 |
| 6,700 | -₹3.4 | |
| 6,600 | -₹6.1 | -₹0.08 |
| 6,500 | -₹2.7 | |
| 6,400 | -₹2.1 | |
| 6,300 | -₹0.39 |
Expiries
| Expiry | Days | Lot size | Call OI | Put OI | PCR | Max pain |
|---|---|---|---|---|---|---|
| Tue 27 Oct 2026 | 19 | 100 | 15,40,700 | 14,44,100 | 0.94 | 7,200 |
| Mon 23 Nov 2026 | 46 | 100 | 18,300 | 23,000 | 1.26 | 7,000 |
| Tue 29 Dec 2026 | 82 | 100 | 100 | 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 | 6,767.69 | 7,000 | 7,000 | 7,052 | 7,200 | 0.94 | +25,900 | +97,100 |
| 7 Oct 2026 | 6,960 | 7,000 | 7,000 | 7,079 | 7,200 | 0.89 | +1,28,600 | +18,000 |
| 6 Oct 2026 | 7,051 | 7,200 | 7,000 | 7,146 | 7,300 | 0.96 | +53,800 | +16,100 |
Method
Implied volatility from settlement prices, carry from put-call parity, risk-free rate 5.5%. 76 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.