IDFCFIRSTB 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.
IDFCFIRSTB levels for the session of 9 Oct 2026, from the 8 Oct 2026 close of 78.46: call wall 85, put wall 80, gamma flip 78 (the close sat above it), max pain 82 for the 27 Oct 2026 expiry, put/call OI ratio 0.69, net GEX ₹0.15 cr per 1% move.
- Close
- 78.46
- 8 Oct 2026
- Call wall
- 85
- +8.34%
- Put wall
- 80
- +1.96%
- Gamma flip
- 78
- Max pain
- 82
- Tue 27 Oct 2026 expiry
- PCR (OI)
- 0.69
- nearest 0.69
- Net GEX
- ₹0.15 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 -₹64.3 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 |
|---|---|---|---|---|---|---|---|
| 75 | 5,37,950 | 47,39,525 | +74,200 | +6,67,800 | ₹0.18 cr | -₹1.6 cr | -₹1.4 cr |
| 76 | 3,71,000 | 61,02,950 | -18,550 | +55,650 | ₹0.14 cr | -₹2.2 cr | -₹2 cr |
| 77 | 11,13,000 | 60,75,125 | +3,89,550 | +1,29,850 | ₹0.44 cr | -₹2.4 cr | -₹2 cr |
| 78 | 21,33,250 | 55,00,075 | +8,44,025 | +8,06,925 | ₹0.87 cr | -₹2 cr | -₹1.1 cr |
| 79 | 29,03,075 | 1,11,85,650 | +8,71,850 | +2,04,050 | ₹1.2 cr | -₹4.6 cr | -₹3.4 cr |
| 80 | 1,39,86,700 | 1,50,71,875 | +14,74,725 | -10,20,250 | ₹5.6 cr | -₹6 cr | -₹0.41 cr |
| 81 | 61,49,325 | 51,10,525 | +5,65,775 | -3,33,900 | ₹2.3 cr | -₹2 cr | ₹0.4 cr |
| 82 | 72,62,325 | 1,09,63,050 | +6,21,425 | -1,39,125 | ₹2.6 cr | -₹3.9 cr | -₹1.3 cr |
Strike by expiry heatmap
| Strike | Tue 27 Oct 2026 | Mon 23 Nov 2026 |
|---|---|---|
| 84 | ₹0.26 | |
| 83 | ₹0.56 | |
| 82 | -₹1.3 | |
| 81 | ₹0.4 | |
| 80 | -₹0.34 | -₹0.07 |
| 79 | -₹3.4 | |
| 78 | -₹1 | -₹0.14 |
| 77 | -₹2 | |
| 76 | -₹2 | |
| 75 | -₹1.4 | |
| 74 | -₹0.4 | |
| 73 | -₹0.23 |
Expiries
| Expiry | Days | Lot size | Call OI | Put OI | PCR | Max pain |
|---|---|---|---|---|---|---|
| Tue 27 Oct 2026 | 19 | 9275 | 14,58,30,825 | 10,01,23,625 | 0.69 | 82 |
| Mon 23 Nov 2026 | 46 | 9275 | 30,79,300 | 22,90,925 | 0.74 | 80 |
| Tue 29 Dec 2026 | 82 | 9275 | 2,59,700 | 5,75,050 | 2.21 | 78 |
Wall migration
| Date | Close | Call wall | Put wall | Gamma flip | Max pain | PCR | Call OI chg | Put OI chg |
|---|---|---|---|---|---|---|---|---|
| 8 Oct 2026 | 78.46 | 85 | 80 | 78 | 82 | 0.69 | +61,49,325 | +9,27,500 |
| 7 Oct 2026 | 79.54 | 85 | 80 | 79 | 82 | 0.71 | +1,39,40,325 | +26,52,650 |
| 6 Oct 2026 | 81.56 | 85 | 80 | 80 | 83 | 0.77 | -38,30,575 | +37,37,825 |
Method
Implied volatility from settlement prices, carry from put-call parity, risk-free rate 5.5%. 91 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.