SENSEX gamma blast today: what the 73,300 options did after 15:00 on the 22 October 2026 expiry
Next SENSEX expiry: Thursday 29 October 2026; the one after: Thursday 5 November 2026. From the exchange's F&O contract list.
On Thursday 22 October 2026 the SENSEX strike nearest the index at 15:00 was 73,300. The index went from 73,263 at 15:00 to 73,249 at 15:30, down 14 points across the settle walk.
Shown: the latest SENSEX expiry, Thursday 22 October 2026. SENSEX weekly options expire on Thursdays (a day earlier when that day is a market holiday); this page switches to the new expiry from 15:00 IST that day. Permanent page for this expiry: SENSEX 22 October 2026. NIFTY: NIFTY gamma blast today.
The at-the-money legs, 15:00 to 15:30
| Leg | 15:00 | High | Low | 15:30 | End vs 15:00 | Open interest |
|---|---|---|---|---|---|---|
| 73,300 CE | ₹71.5 | ₹140 15:21 | ₹0.1 15:30 | ₹0.1 | worthless | 4.2M → 4.6M |
| 73,300 PE | ₹109 | ₹179 15:28 | ₹50.5 15:30 | ₹50.5 | 0.5× | 3.4M → 2.5M |
Premium of the strike nearest the index at 15:00, sampled every ten seconds from the NSE option chain. Index values are the chain's own quote.
What happened
The 73,300 call was ₹71.5 at 15:00. Its high was ₹140 at 15:21. Its low was ₹0.1 at 15:30, less than half of where it started the half hour. It ended at ₹0.1, worthless.
The 73,300 put was ₹109 at 15:00. Its high was ₹179 at 15:28. Its low was ₹50.5 at 15:30, less than half of where it started the half hour. It ended at ₹50.5, 0.5× the 15:00 price. Open interest at the strike went from 3.4 million to 2.5 million, so positions were closed through the window.
For context, across 21 NIFTY and SENSEX expiries measured to 2026-09-08, 15 of 42 at-the-money legs doubled at some point in this window, 26 lost half, and 13 ended at or above their 15:00 price. This page states what the tape did. It is not a recommendation to buy or sell anything.
Earlier SENSEX expiries
- Thursday 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)
- Thursday 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)
- Thursday 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)
- Thursday 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×)
- Thursday 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×)
Side by side: SENSEX expiry analysis, the last five · every expiry: expiry recaps.
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