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Straddle

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Synthetic

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ATM IV

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PCR

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Expiry

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Deduction · what the model expects next

Waiting for data…

Rule-based read of GEX regime, flip/walls, momentum, IV trend and straddle vs VWAP. Model output, not trade advice.

Net GEX

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₹ Cr per 1% move ·

ΔGEX momentum

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Gamma flip est.

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Walls · call / put

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GEX by strike

Net gamma by strike

puts left · calls right · ₹ Cr

Gamma profile cumulative GEX by strike

₹ Cr / 1% move

Intraday net GEX today

1-min samples · ₹ Cr per 1% move

Spot vs gamma flip today

— spot- - gamma flip (est.)■ spot above flip■ spot below flip

GEX = Γ × OI × Spot² × 1%, calls positive / puts negative. This is the US dealer-sign convention, which Indian exchange data cannot confirm. Gamma comes from Black-Scholes/Black-76 with each option's live IV at the live underlying price. The flip is a model estimate; its band re-prices the chain at ±10% IV. MCX OI is converted from lots to units. Intraday GEX history starts when the server starts; straddle and IV history are rebuilt from 9:15 / 9:00.