The aggregate gamma positioning held by options market makers across all strike prices in ₹ Crore. Positive GEX dampens volatility; Negative GEX accelerates momentum.
The simulated spot price level where net dealer gamma flips from positive to negative. Functions as a key market regime pivot boundary.
Put-Call Ratio calculated strictly for near-the-money strikes (ATM ±10 strikes), filtering out far out-of-the-money noise for immediate tactical signals.
The strike price at which total intrinsic value payout to option buyers is minimized, creating a theoretical pinning target on expiry afternoons.
The statistically calculated 68.2% probability price range for an expiry, derived from the ATM straddle price.
The rate of change of option delta with respect to changes in implied volatility ($\partial \Delta / \partial \sigma$).
The rate of change of option delta with respect to the passage of time ($\partial \Delta / \partial T$), measuring weekend/overnight delta decay.
The strikes with the largest positive Call Gamma (resistance) and Put Gamma (support) defending price floors and ceilings.