Pre-market
⌘K
Sign in Sign up

ICICI Bank Limited IBN 28.32 0.17 0.6%

IBN Gamma Exposure (GEX)

IBN (ICICI Bank Limited): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.228
Put Call Ratio (OI)
0.627
Put Call Ratio (Vol)
1.48
IV Rank
5.3
IV Percentile
47.5
Max Pain
30

Gamma exposure (2026-09-21)

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}
25.0
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.7
21.7
View values by strike
IBN · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 1.75 K -3.24 K
18.00 0 -22.5
19.00 0 -65.4
20.00 1.12 K -1.28 K
21.00 0 -302
22.00 0 -23
23.00 2.53 K -13.7 K
24.00 0 -109
25.00 1.89 K -12.9 K
26.00 600 -236 K
27.00 8.88 K -43.7 K
28.00 1.84 K -8.37 K
29.00 3.1 K -47.4 K
30.00 141 K -185 K
31.00 6.54 K -301
32.00 318 K -22.9 K
33.00 105 K 0
34.00 7.37 K 0
35.00 50.3 K -75.1
36.00 788 0
37.00 34.3 K -45.8
42.00 80.8 0
45.00 474 0