ICICI Bank Limited (IBN)
NYSE: IBN
· Real-Time Price · USD
30.77
0.14 (0.46%)
At close: Oct 03, 2025, 3:59 PM
30.76
-0.02%
Pre-market: Oct 06, 2025, 05:36 AM EDT
IBN Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for IBN across all expirations is 87,091.68 shares per 1% move, with 102,468.47 from calls and 15,376.79 from puts. The put-call GEX ratio of 0.15 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 |
|---|---|---|---|---|
| Oct 17, 25 | 15,423.14 | -2,046.03 | 13,377.11 | 0.13 |
| Nov 21, 25 | 4,162.94 | -143.9 | 4,019.04 | 0.03 |
| Dec 19, 25 | 22,588.21 | -1,540.3 | 21,047.91 | 0.07 |
| Jan 16, 26 | 55,798.82 | -10,239.89 | 45,558.93 | 0.18 |
| Mar 20, 26 | 1,672.84 | -33.49 | 1,639.35 | 0.02 |
| Jun 18, 26 | 1,587.44 | -1,260.48 | 326.96 | 0.79 |
| Jan 15, 27 | 1,231.47 | -112.7 | 1,118.77 | 0.09 |
| Jan 21, 28 | 3.61 | 0 | 3.61 | 0.00 |