Loading option chain…
Gamma exposure by strike
₹ crore of dealer delta to hedge per 1% move. Amber line is spot.
GEX profile across spot
Total GEX if spot moved to each level, with today's IVs held fixed. Where it crosses zero is the gamma flip.
Loading option chain…
₹ crore of dealer delta to hedge per 1% move. Amber line is spot.
Total GEX if spot moved to each level, with today's IVs held fixed. Where it crosses zero is the gamma flip.