ICICI Bank Limited (IBN)
NYSE: IBN
· Real-Time Price · USD
31.80
-0.06 (-0.19%)
At close: Sep 09, 2025, 3:59 PM
31.62
-0.56%
After-hours: Sep 09, 2025, 07:45 PM EDT
IBN Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for IBN across all expirations is 80,101.57 shares per 1% move, with 124,403.41 from calls and 44,301.84 from puts. The put-call GEX ratio of 0.36 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
IBN GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 63,007.06 | -24,276.05 | 38,731.01 | 0.39 |
| Oct 17, 25 | 2,388.84 | -1,600.91 | 787.93 | 0.67 |
| Dec 19, 25 | 17,534.28 | -2,034.47 | 15,499.81 | 0.12 |
| Jan 16, 26 | 38,296.24 | -14,545.09 | 23,751.15 | 0.38 |
| Mar 20, 26 | 1,404 | -21.43 | 1,382.57 | 0.02 |
| Jun 18, 26 | 847.83 | -1,684.91 | -837.08 | 1.99 |
| Jan 15, 27 | 925.16 | -138.98 | 786.18 | 0.15 |