We develop an index of occupational vulnerability for India, based on the occupation's feasibility of remote work and the underlying need for human proximity. We aggregate occupation-level scores to derive sector-level scores of vulnerability to COVID-19 induced lockdowns. We find that our vulnerability index relates to post-lockdown shifts in economic activity. We use payments received at the state-sector level from one of India's largest payment gateways and find that a one-standard-deviation decrease in sectoral vulnerability decreases the fall in the count and value of payments by one-third. A similar change is captured in the posting activity of NIFTY-500 firms on Twitter. We find that firms in more vulnerable sectors tweet less, demonstrate less positive sentiment in their tweets, and tweet different content from the pre-lockdown period.