# YESBANK gamma exposure, walls and max pain

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

YESBANK levels for the session of 19 Oct 2026, from the 16 Oct 2026 close of 17.5: call and put walls both at 18, gamma flip 17 (the close sat above it), max pain 20 for the 27 Oct 2026 expiry, put/call OI ratio 0.58, net GEX ₹6.3 cr per 1% move. The YESBANK gamma exposure by strike chart, the strike by expiry heatmap and the wall migration across archived sessions are at https://squawkflow.com/india/stocks/yesbank, updated after each NSE end-of-day file.

Source: NSE end-of-day data, 16 Oct 2026. End of day, not live. Not investment advice.

## Levels for the next session

| Level | Value |
| --- | --- |
| Close | 17.5 (16 Oct 2026) |
| Call wall | 18 |
| Put wall | 18 |
| Gamma flip | 17 |
| Net GEX, Dealers long calls, short puts | ₹6.3 cr per 1% move |
| Net GEX, Option writers short every option | -₹43.1 cr per 1% move |
| Max pain, 27 Oct 2026 expiry | 20 |
| PCR (OI), all expiries | 0.58 |
| PCR (OI), nearest expiry | 0.58 |
| Lot size (nearest expiry) | 31100 |

## Expiries

| Expiry | Days | Lot | Call OI | Put OI | PCR | Max pain |
| --- | --- | --- | --- | --- | --- | --- |
| Tue 27 Oct 2026 | 11 | 31100 | 72,35,41,500 | 42,35,50,900 | 0.58 | 20 |
| Mon 23 Nov 2026 | 38 | 31100 | 13,33,25,700 | 7,11,87,900 | 0.53 | 19 |
| Tue 29 Dec 2026 | 74 | 31100 | 41,98,500 | 38,87,500 | 0.93 | 20 |

## 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 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 17 | 1,34,66,300 | 5,06,61,900 | +1,05,11,800 | +1,68,25,100 | ₹1 cr | -₹3.7 cr | -₹2.7 cr |
| 18 | 9,14,34,000 | 6,11,73,700 | +3,75,06,600 | -11,81,800 | ₹8.1 cr | -₹5.2 cr | ₹2.9 cr |

## Recent sessions

| Date | Close | Call wall | Put wall | Gamma flip | Max pain | PCR |
| --- | --- | --- | --- | --- | --- | --- |
| 16 Oct 2026 | 17.5 | 18 | 18 | 17 | 20 | 0.58 |
| 15 Oct 2026 | 18.12 | 20 | 19 | 18 | 20 | 0.66 |
| 14 Oct 2026 | 21.2 | 22 | 21 | 20 | 22 | 0.69 |
| 13 Oct 2026 | 20.85 | 22 | 21 | 20 | 22 | 0.65 |
| 12 Oct 2026 | 20.44 | 22 | 21 | 20 | 22 | 0.62 |
| 9 Oct 2026 | 20.5 | 22 | 21 | 20 | 22 | 0.66 |
| 8 Oct 2026 | 20.45 | 22 | 21 | 20 | 22 | 0.68 |
| 7 Oct 2026 | 20.79 | 22 | 21 | 20 | 22 | 0.67 |
| 6 Oct 2026 | 20.86 | 22 | 22 | 20 | 22 | 0.67 |

## Method

Implied volatility from settlement prices, carry from put-call parity, risk-free rate 5.5%. 54 contracts used, 0 skipped (no solvable volatility), 0 expiring on the trade date left out. Full method: https://squawkflow.com/india/method