KALYANKJIL 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.
KALYANKJIL levels for the session of 9 Oct 2026, from the 8 Oct 2026 close of 553.51: call wall 600, put wall 540, gamma flip 528 (the close sat above it), max pain 570 for the 27 Oct 2026 expiry, put/call OI ratio 0.69, net GEX ₹9 cr per 1% move.
- Close
- 553.51
- 8 Oct 2026
- Call wall
- 600
- +8.40%
- Put wall
- 540
- -2.44%
- Gamma flip
- 528
- Max pain
- 570
- Tue 27 Oct 2026 expiry
- PCR (OI)
- 0.69
- nearest 0.69
- Net GEX
- ₹9 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 -₹61.8 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 |
|---|---|---|---|---|---|---|---|
| 530 | 6,27,750 | 8,28,900 | +18,900 | +58,050 | ₹1.3 cr | -₹1.7 cr | -₹0.41 cr |
| 540 | 4,00,950 | 16,72,650 | +32,400 | -20,250 | ₹0.92 cr | -₹3.9 cr | -₹3 cr |
| 550 | 9,35,550 | 12,05,550 | +98,550 | -4,27,950 | ₹2.3 cr | -₹3 cr | -₹0.71 cr |
| 560 | 17,01,000 | 13,94,550 | -1,59,300 | -1,03,950 | ₹4.3 cr | -₹3.5 cr | ₹0.79 cr |
| 570 | 18,87,300 | 9,89,550 | +4,00,950 | -1,37,700 | ₹4.6 cr | -₹2.4 cr | ₹2.2 cr |
| 580 | 24,89,400 | 12,35,250 | +2,84,850 | -40,500 | ₹5.6 cr | -₹2.8 cr | ₹2.8 cr |
Strike by expiry heatmap
| Strike | Tue 27 Oct 2026 | Mon 23 Nov 2026 |
|---|---|---|
| 590 | ₹1.7 | |
| 580 | ₹2.8 | |
| 570 | ₹2.2 | |
| 560 | ₹0.8 | |
| 550 | -₹0.75 | |
| 540 | -₹3 | |
| 530 | -₹0.41 | |
| 520 | -₹1.5 | |
| 510 | -₹0.41 |
Expiries
| Expiry | Days | Lot size | Call OI | Put OI | PCR | Max pain |
|---|---|---|---|---|---|---|
| Tue 27 Oct 2026 | 19 | 1350 | 2,03,93,100 | 1,40,64,300 | 0.69 | 570 |
| Mon 23 Nov 2026 | 46 | 1350 | 4,90,050 | 2,56,500 | 0.52 | 570 |
| Tue 29 Dec 2026 | 82 | 1350 | 1,350 | 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 | 553.51 | 600 | 540 | 528 | 570 | 0.69 | +14,29,650 | -7,76,250 |
| 7 Oct 2026 | 569 | 600 | 600 | 540 | 570 | 0.78 | +3,19,950 | +22,82,850 |
| 6 Oct 2026 | 548.14 | 600 | 540 | 517 | 560 | 0.67 | +34,74,900 | +11,00,250 |
Method
Implied volatility from settlement prices, carry from put-call parity, risk-free rate 5.5%. 86 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.