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ICICI Bank Limited IBN 34.88 0.43 1.25%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.237
Put Call Ratio (OI)
0.373
Put Call Ratio (Vol)
0.799
IV Rank
5.51
IV Percentile
43.9
Max pain
29

Gamma exposure (2026-11-10)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
10.0
437.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.9
19.9
View values by strike
IBN · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 1.72 K -2.37 K
18.00 -9.13e-7 -17.1
19.00 0 -43.1
20.00 96 -741
21.00 0 -180
22.00 0 -12.9
23.00 1.42 K -6.84 K
24.00 0 -47
25.00 1.13 K -7.55 K
26.00 0 -72.6 K
27.00 1.56 K -15.8 K
28.00 777 -6.09 K
29.00 2.22 K -15.2 K
30.00 61.7 K -99.8 K
31.00 3.61 K -189
32.00 1.21 M -30.7 K
33.00 303 K -126
34.00 79 K -27.9 K
35.00 269 K -4.76 K
36.00 3.66 K 0
37.00 101 K 0
38.00 4.55 K 0
40.00 4.18 K 0
42.00 210 0
45.00 1.32 K 0