Gamma blast today: what the ATM option did in the last 30 minutes, every expiry
One page per expiry, written from tick data the same evening: the strike nearest the index at 15:00, its price at 15:00, its high, its low, its close, and the pin-book flips Gamma Terrain showed while it happened. Across 21 expiries to 2026-09-08, 15 of 42 at-the-money legs doubled at some point and 13 ended above their 15:00 price. Winning days and losing days are shown the same way.
- SENSEX · 22 October 2026 · ATM 73,30073300 CE: ₹71.5 at 15:00 → high ₹140 (15:21) → ₹0.1 at the end (worthless) · 73300 PE: ₹109 at 15:00 → high ₹179 (15:28) → ₹50.5 at the end (0.5×)
- NIFTY · 19 October 2026 · ATM 22,90022900 CE: ₹22.0 at 15:00 → high ₹46.2 (15:25) → ₹0.1 at the end (worthless) · 22900 PE: ₹35.9 at 15:00 → high ₹61.6 (15:08) → ₹11.1 at the end (0.3×)
- SENSEX · 15 October 2026 · ATM 74,00074000 CE: ₹98.0 at 15:00 → high ₹316 (15:30) → ₹316 at the end (3.2×) · 74000 PE: ₹77.0 at 15:00 → high ₹137 (15:13) → ₹0.1 at the end (worthless)
- NIFTY · 13 October 2026 · ATM 22,70022700 CE: ₹26.5 at 15:00 → high ₹35.1 (15:11) → ₹21.9 at the end (0.8×) · 22700 PE: ₹32.1 at 15:00 → high ₹41.0 (15:02) → ₹0.1 at the end (worthless)
- SENSEX · 8 October 2026 · ATM 71,50071500 CE: ₹68.5 at 15:00 → high ₹121 (15:26) → ₹93.2 at the end (1.4×) · 71500 PE: ₹119 at 15:00 → high ₹142 (15:05) → ₹0.1 at the end (worthless)
- NIFTY · 6 October 2026 · ATM 22,70022700 CE: ₹25.9 at 15:00 → high ₹76.0 (15:30) → ₹76.0 at the end (2.9×) · 22700 PE: ₹27.4 at 15:00 → high ₹27.4 (15:00) → ₹0.1 at the end (worthless)
- SENSEX · 1 October 2026 · ATM 71,90071900 CE: ₹80.2 at 15:00 → high ₹128 (15:06) → ₹9.8 at the end (0.1×) · 71900 PE: ₹143 at 15:00 → high ₹169 (15:02) → ₹0.1 at the end (worthless)
- NIFTY · 29 September 2026 · ATM 22,65022650 CE: ₹44.9 at 15:00 → high ₹72.5 (15:10) → ₹66.2 at the end (1.5×) · 22650 PE: ₹26.3 at 15:00 → high ₹42.5 (15:22) → ₹0.1 at the end (worthless)
- SENSEX · 24 September 2026 · ATM 73,80073800 CE: ₹110 at 15:00 → high ₹123 (15:04) → ₹0.1 at the end (worthless) · 73800 PE: ₹181 at 15:00 → high ₹221 (15:20) → ₹219 at the end (1.2×)
- NIFTY · 22 September 2026 · ATM 23,35023350 CE: ₹38.4 at 15:00 → high ₹45.0 (15:11) → ₹0.1 at the end (worthless) · 23350 PE: ₹31.2 at 15:00 → high ₹40.6 (15:20) → ₹20.9 at the end (0.7×)
- SENSEX · 17 September 2026 · ATM 74,40074400 CE: ₹150 at 15:00 → high ₹182 (15:15) → ₹0.1 at the end (worthless) · 74400 PE: ₹170 at 15:00 → high ₹170 (15:00) → ₹85.2 at the end (0.5×)
- NIFTY · 15 September 2026 · ATM 23,15023150 CE: ₹66.0 at 15:00 → high ₹113 (15:20) → ₹0.1 at the end (worthless) · 23150 PE: ₹33.6 at 15:00 → high ₹55.8 (15:21) → ₹31.4 at the end (0.9×)
- SENSEX · 10 September 2026 · ATM 74,70074700 CE: ₹123 at 15:00 → high ₹366 (15:28) → ₹203 at the end (1.6×) · 74700 PE: ₹163 at 15:00 → high ₹253 (15:16) → ₹0.1 at the end (worthless)
- NIFTY · 8 September 2026 · ATM 23,65023650 CE: ₹41.8 at 15:00 → high ₹53.9 (15:10) → ₹0.1 at the end (worthless) · 23650 PE: ₹33.4 at 15:00 → high ₹90.8 (15:21) → ₹14.9 at the end (0.4×)
- SENSEX · 3 September 2026 · ATM 76,50076500 CE: ₹164 at 15:00 → high ₹226 (15:15) → ₹0.1 at the end (worthless) · 76500 PE: ₹82.8 at 15:00 → high ₹371 (15:26) → ₹346 at the end (4.2×)
- NIFTY · 1 September 2026 · ATM 24,00024000 CE: ₹28.4 at 15:00 → high ₹77.3 (15:22) → ₹55.7 at the end (2.0×) · 24000 PE: ₹37.0 at 15:00 → high ₹46.5 (15:16) → ₹0.1 at the end (worthless)
- SENSEX · 27 August 2026 · ATM 77,20077200 CE: ₹135 at 15:00 → high ₹167 (15:00) → ₹0.1 at the end (worthless) · 77200 PE: ₹43.1 at 15:00 → high ₹448 (15:27) → ₹266 at the end (6.2×)
- NIFTY · 25 August 2026 · ATM 24,25024250 CE: ₹32.5 at 15:00 → high ₹84.7 (15:30) → ₹84.4 at the end (2.6×) · 24250 PE: ₹20.8 at 15:00 → high ₹25.6 (15:00) → ₹0.1 at the end (worthless)
- SENSEX · 20 August 2026 · ATM 77,60077600 CE: ₹51.1 at 15:00 → high ₹51.2 (15:00) → ₹0.1 at the end (worthless) · 77600 PE: ₹91.8 at 15:00 → high ₹163 (15:24) → ₹62.5 at the end (0.7×)
- NIFTY · 18 August 2026 · ATM 24,20024200 CE: ₹34.1 at 15:00 → high ₹53.0 (15:01) → ₹0.1 at the end (worthless) · 24200 PE: ₹11.0 at 15:00 → high ₹64.2 (15:27) → ₹45.0 at the end (4.1×)
- SENSEX · 13 August 2026 · ATM 77,80077800 CE: ₹113 at 15:00 → high ₹279 (15:30) → ₹279 at the end (2.5×) · 77800 PE: ₹41.5 at 15:00 → high ₹41.5 (15:00) → ₹0.1 at the end (worthless)
- NIFTY · 11 August 2026 · ATM 24,45024450 CE: ₹58.9 at 15:00 → high ₹58.9 (15:00) → ₹21.9 at the end (0.4×) · 24450 PE: ₹14.3 at 15:00 → high ₹17.1 (15:08) → ₹0.1 at the end (worthless)
These pages describe market activity. They are not investment advice and not a recommendation to buy or sell any option. TBTflow is not registered with SEBI.
Older expiry recaps
Kept for reference: the day's page as it was published after the close.
- SENSEX expiry 6 August 2026: what the 78,800 options did in the last 30 minutes
- NIFTY expiry 4 August 2026: what the 24,450 options did in the last 30 minutes
- SENSEX expiry 30 July 2026: what the 77,700 options did in the last 30 minutes
- NIFTY expiry 28 July 2026: what the 23,950 options did in the last 30 minutes
Read every panel behind these numbers, chapter by chapter.
Trading by the Numbers walks through the quantitative reads behind a modern F&O dashboard — order-flow imbalance, footprints, VWAP bands, OI flow, gamma structure and the expiry endgame — in plain trader-to-trader language.