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.
- 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)
- SENSEX · 6 August 2026 · ATM 78,80078800 CE: ₹222 at 15:00 → high ₹472 (15:24) → ₹157 at the end (0.7×) · 78800 PE: ₹231 at 15:00 → high ₹252 (15:03) → ₹0.7 at the end (worthless)
- NIFTY · 4 August 2026 · ATM 24,45024450 CE: ₹62.2 at 15:00 → high ₹164 (15:29) → ₹163 at the end (2.6×) · 24450 PE: ₹28.2 at 15:00 → high ₹40.2 (15:05) → ₹0.2 at the end (worthless)
- SENSEX · 30 July 2026 · ATM 77,70077700 CE: ₹40.0 at 15:00 → high ₹241 (15:26) → ₹222 at the end (5.6×) · 77700 PE: ₹33.6 at 15:00 → high ₹33.6 (15:00) → ₹0.1 at the end (worthless)
- NIFTY · 28 July 2026 · ATM 23,95023950 CE: ₹12.2 at 15:00 → high ₹42.8 (15:21) → ₹35.3 at the end (2.9×) · 23950 PE: ₹9.6 at 15:00 → high ₹9.6 (15:00) → ₹0.1 at the end (worthless)
- SENSEX · 23 July 2026 · ATM 76,30076300 CE: ₹31.9 at 15:00 → high ₹91.0 (15:30) → ₹91.0 at the end (2.8×) · 76300 PE: ₹50.0 at 15:00 → high ₹50.0 (15:00) → ₹0.1 at the end (worthless)
- NIFTY · 21 July 2026 · ATM 24,20024200 CE: ₹12.0 at 15:00 → high ₹12.0 (15:00) → ₹0.1 at the end (worthless) · 24200 PE: ₹15.4 at 15:00 → high ₹18.8 (15:01) → ₹12.2 at the end (0.8×)
- SENSEX · 16 July 2026 · ATM 77,40077400 CE: ₹45.6 at 15:00 → high ₹45.6 (15:00) → ₹0.1 at the end (worthless) · 77400 PE: ₹42.9 at 15:00 → high ₹224 (15:26) → ₹211 at the end (4.9×)
- NIFTY · 14 July 2026 · ATM 24,05024050 CE: ₹20.0 at 15:00 → high ₹20.0 (15:00) → ₹1.9 at the end (0.1×) · 24050 PE: ₹11.9 at 15:00 → high ₹11.9 (15:00) → ₹0.1 at the end (worthless)
- SENSEX · 9 July 2026 · ATM 76,90076900 CE: ₹57.8 at 15:00 → high ₹57.8 (15:00) → ₹0.1 at the end (worthless) · 76900 PE: ₹36.9 at 15:00 → high ₹254 (15:07) → ₹158 at the end (4.3×)
- NIFTY · 7 July 2026 · ATM 24,45024450 CE: ₹2.5 at 15:00 → high ₹2.5 (15:00) → ₹0.1 at the end (worthless) · 24450 PE: ₹23.3 at 15:00 → high ₹54.2 (15:12) → ₹51.3 at the end (2.2×)
- SENSEX · 2 July 2026 · ATM 77,50077500 CE: ₹54.9 at 15:00 → high ₹54.9 (15:00) → ₹1.7 at the end (worthless) · 77500 PE: ₹61.4 at 15:00 → high ₹61.4 (15:00) → ₹0.1 at the end (worthless)
- NIFTY · 30 June 2026 · ATM 23,85023850 CE: ₹24.4 at 15:00 → high ₹24.4 (15:00) → ₹15.8 at the end (0.6×) · 23850 PE: ₹12.1 at 15:00 → high ₹21.4 (15:01) → ₹0.1 at the end (worthless)
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