SOFHOUR Finance SOFHOUR Finance
IPO desk
Sign in
Report a bugTell us what went wrong. We read every report.

What kind of problem?

We also send the page link and your browser name, to help us fix it.

Market data · OI tools

Gamma Exposure BAJAJFINSV

Net GEX per strike, call wall, put wall and flip level

BAJAJFINSV1,887.10+42.10 (+2.28%)
Market closed

About Gamma Exposure

Gamma exposure (GEX) shows how much option dealers would have to buy or sell for a 1% move. Positive GEX tends to calm moves; negative GEX tends to speed them up. The call wall, put wall and gamma flip are marked.

How to use it

  1. Pick the symbol and expiry (the nearest is chosen for you).
  2. Pick the day: today is live, or choose a past day to replay.
  3. Read the chart with the summary cards and the insight box below it.

Questions

How is GEX worked out?

For each strike: gamma × open interest × spot² × 1%, calls positive and puts negative (we assume dealers are short the options the public bought). Shown in ₹ crore.

What is the gamma flip?

The price at which total gamma changes from positive to negative. We find it by working out every strike's gamma again at prices 8% above and below today's.

Is this data live?

Yes, in market hours (9:15 am to 3:30 pm on trading days) the numbers refresh every minute without reloading the page. After the close you see the last session, and you can pick any saved past day.

Is this advice to buy or sell?

No. These are tools to read the market. They do not tell you what to trade. Options can lose all their value quickly; trade only what you understand and can afford to lose.

More oi tools

Gamma Exposure for other symbols

For learning and research only. This is not investment advice and does not suggest buying or selling any security. Data comes from the exchange through Upstox and can be delayed or wrong; check with your broker before you trade. Options and futures carry high risk.