Indian F&O data, and the evidence about what not to trade · educational
📡 Radar📜 Earnings🌦️ Weather🌡️ Volatility🏭 Sectors🧭 Crowd📈 Extremes🔬 Myths🛡 Scorecard

📈 Today's Extremes

Every F&O stock is measured on 15 metrics each evening, and each number is placed in its own one-year history and ranked across the universe. This page lists only what is genuinely unusual today: readings in the top or bottom 5% of a stock's own year. A level means little; a level at the edge of its own range means something happened.

Stocks scanned
234
Metrics each
15
Extreme readings
209
Multi-extreme names
52

🎯 Names at several extremes at once

The most statistically unusual stocks on the board today. Unusual is not the same as opportunity: it is a reason to look, and to size for the possibility that something is genuinely different.

ADANIENSOL 6 simultaneous extremes

Delivery % (20d avg) 52.538 (100%) · Traded value (Rs cr/day) 680.21 (98%) · Delivery surge (5d vs 20d) 0.323 (0%) · Distance from 50-day average -11.962 (4%) · Volume (5d vs 20d) 0.444 (2%) · Put-call OI ratio 0.437 (5%)

ABCAPITAL 5 simultaneous extremes

Delivery % (20d avg) 52.843 (100%) · Futures basis 0.731 (96%) · Put-call OI ratio 1.053 (98%) · Traded value (Rs cr/day) 121.329 (2%) · Implied volatility (ATM) 23.55 (4%)

LAURUSLABS 4 simultaneous extremes

Delivery % (20d avg) 56.74 (97%) · Traded value (Rs cr/day) 660.008 (99%) · Delivery surge (5d vs 20d) 0.349 (0%) · Volume (5d vs 20d) 0.464 (0%)

IEX 4 simultaneous extremes

Delivery % (20d avg) 49.413 (100%) · Delivery surge (5d vs 20d) 1.651 (96%) · Realized volatility (20d) 10.72 (2%) · Traded value (Rs cr/day) 35.593 (3%)

PRESTIGE 3 simultaneous extremes

Delivery % (20d avg) 45.023 (2%) · Traded value (Rs cr/day) 77.437 (4%) · Futures basis -0.295 (3%)

BEL 3 simultaneous extremes

Futures basis 0.719 (97%) · Realized volatility (20d) 14.483 (4%) · Traded value (Rs cr/day) 412.839 (3%)

DRREDDY 3 simultaneous extremes

Delivery surge (5d vs 20d) 0.361 (1%) · Volume (5d vs 20d) 0.381 (1%) · Traded value (Rs cr/day) 149.104 (5%)

BAJFINANCE 3 simultaneous extremes

Put-call skew (25d) 7.38 (98%) · Realized volatility (20d) 13.544 (4%) · Traded value (Rs cr/day) 483.244 (0%)

ATHERENERG 3 simultaneous extremes

Implied volatility (ATM) 37.76 (3%) · Put-call skew (25d) -0.35 (0%) · IV term slope (next minus near) 6.61 (1%)

LICHSGFIN 3 simultaneous extremes

Traded value (Rs cr/day) 176.939 (100%) · 20-day return 12.151 (98%) · Put-call OI ratio 1.138 (97%)

GODREJCP 3 simultaneous extremes

Traded value (Rs cr/day) 272.596 (100%) · Distance from 50-day average -13.996 (1%) · IV minus realized vol -24.969 (5%)

NHPC 3 simultaneous extremes

Futures basis 0.58 (95%) · Put-call OI ratio 1 (98%) · Implied volatility (ATM) 19.28 (4%)

INDUSTOWER 3 simultaneous extremes

Put-call skew (25d) 8.52 (98%) · Traded value (Rs cr/day) 171.125 (3%) · Futures basis -0.161 (4%)

CHOLAFIN 3 simultaneous extremes

IV minus realized vol 9.932 (96%) · Realized volatility (20d) 15.978 (1%) · Traded value (Rs cr/day) 160.044 (0%)

BANKBARODA 3 simultaneous extremes

Delivery % (20d avg) 53.624 (95%) · Realized volatility (20d) 15.688 (2%) · Traded value (Rs cr/day) 180.99 (0%)

SJVN 3 simultaneous extremes

Delivery % (20d avg) 52.266 (95%) · Realized volatility (20d) 10.563 (5%) · Traded value (Rs cr/day) 9.754 (3%)

SBILIFE 2 simultaneous extremes

Futures basis 0.719 (97%) · Put-call skew (25d) -0.88 (5%)

INDUSINDBK 2 simultaneous extremes

Futures basis 0.651 (98%) · Traded value (Rs cr/day) 120.224 (4%)

POLICYBZR 2 simultaneous extremes

Put-call OI ratio 1.073 (98%) · Futures basis -0.559 (2%)

ULTRACEMCO 2 simultaneous extremes

Futures basis 0.718 (96%) · Put-call skew (25d) 6.78 (99%)

TCS 2 simultaneous extremes

Futures basis 0.749 (98%) · Traded value (Rs cr/day) 602.519 (1%)

HCLTECH 2 simultaneous extremes

Futures basis 0.658 (97%) · Traded value (Rs cr/day) 253.096 (2%)

AUROPHARMA 2 simultaneous extremes

Futures basis -0.213 (4%) · Put-call OI ratio 0.455 (3%)

AMBUJACEM 2 simultaneous extremes

Delivery surge (5d vs 20d) 0.383 (3%) · Volume (5d vs 20d) 0.44 (4%)

INFY 2 simultaneous extremes

Futures basis 0.564 (96%) · Traded value (Rs cr/day) 869.405 (0%)

SAIL 2 simultaneous extremes

Futures basis 1.634 (97%) · Put-call OI ratio 1.105 (97%)

POWERGRID 2 simultaneous extremes

Delivery % (20d avg) 57.616 (0%) · Traded value (Rs cr/day) 217.876 (0%)

HAVELLS 2 simultaneous extremes

20-day return -10.546 (4%) · Futures basis -0.956 (1%)

MPHASIS 2 simultaneous extremes

Futures basis 0.756 (98%) · Put-call skew (25d) 6.59 (96%)

DABUR 2 simultaneous extremes

IV minus realized vol 7.845 (95%) · Realized volatility (20d) 10.855 (4%)

MOTHERSON 2 simultaneous extremes

Delivery % (20d avg) 52.354 (97%) · Implied volatility (ATM) 24.66 (5%)

PATANJALI 2 simultaneous extremes

IV minus realized vol 17.113 (97%) · Realized volatility (20d) 8.247 (1%)

NATIONALUM 2 simultaneous extremes

Put-call OI ratio 0.541 (3%) · Put-call skew (25d) -1.82 (5%)

DALBHARAT 2 simultaneous extremes

Delivery surge (5d vs 20d) 0.245 (1%) · Volume (5d vs 20d) 0.277 (1%)

ASIANPAINT 2 simultaneous extremes

Futures basis 0.721 (99%) · Traded value (Rs cr/day) 150.76 (0%)

RADICO 2 simultaneous extremes

Implied volatility (ATM) 20.73 (1%) · Put-call skew (25d) -5 (2%)

PNB 2 simultaneous extremes

Delivery % (20d avg) 46.466 (96%) · Put-call skew (25d) -4.01 (3%)

ALKEM 2 simultaneous extremes

Distance from 50-day average -6.007 (2%) · Put-call skew (25d) -5.35 (3%)

POLYCAB 2 simultaneous extremes

Distance from 50-day average -8.128 (5%) · IV minus realized vol -13.787 (5%)

LUPIN 2 simultaneous extremes

Realized volatility (20d) 12.279 (5%) · Distance from 50-day average -9.746 (1%)

YESBANK 2 simultaneous extremes

Delivery % (20d avg) 50.992 (98%) · Implied volatility (ATM) 20.93 (5%)

CANBK 2 simultaneous extremes

Realized volatility (20d) 14.159 (2%) · Traded value (Rs cr/day) 155.46 (0%)

ADANIENT 2 simultaneous extremes

Delivery % (20d avg) 46.187 (100%) · Delivery surge (5d vs 20d) 0.422 (2%)

ATUL 2 simultaneous extremes

Realized volatility (20d) 16.756 (4%) · 20-day return -7.818 (4%)

SAGILITY 2 simultaneous extremes

Implied volatility (ATM) 29.9 (1%) · Put-call skew (25d) -2.32 (1%)

MRF 2 simultaneous extremes

Delivery % (20d avg) 53.059 (100%) · Traded value (Rs cr/day) 52.44 (1%)

BIOCON 2 simultaneous extremes

Delivery % (20d avg) 53.186 (99%) · Distance from 50-day average -6.612 (5%)

MAHABANK 2 simultaneous extremes

Implied volatility (ATM) 28.03 (0%) · Put-call skew (25d) -3.29 (1%)

TRENT 2 simultaneous extremes

Realized volatility (20d) 12.673 (0%) · Traded value (Rs cr/day) 199.58 (0%)

IRFC 2 simultaneous extremes

Realized volatility (20d) 11.838 (3%) · Traded value (Rs cr/day) 59.179 (3%)

PIIND 2 simultaneous extremes

Delivery surge (5d vs 20d) 0.503 (3%) · 20-day return -12.271 (4%)

VEDL 2 simultaneous extremes

Traded value (Rs cr/day) 310.643 (3%) · Futures basis -0.331 (2%)

By metric

Futures basis

StockValueOwn 1y percentileUniverse rank
ABB0.745100%95%highest in a year
ASIANPAINT0.72199%91%highest in a year
SHREECEM0.8299%98%highest in a year
PAYTM0.86898%99%highest in a year
HDFCBANK0.82598%99%highest in a year
MPHASIS0.75698%97%highest in a year
MAXHEALTH0.75598%97%highest in a year
INDUSINDBK0.65198%82%highest in a year
TCS0.74998%96%highest in a year
OIL0.67698%87%highest in a year
SAIL1.63497%100%highest in a year
JSWSTEEL0.70197%88%highest in a year
IDFCFIRSTB0.7497%94%highest in a year
BHEL0.74697%96%highest in a year
BEL0.71997%90%highest in a year
LT0.73597%94%highest in a year
ICICIBANK0.72297%92%highest in a year
HCLTECH0.65897%85%highest in a year
SBILIFE0.71997%90%highest in a year
ZYDUSLIFE0.72597%92%highest in a year
INFY0.56496%71%highest in a year
ULTRACEMCO0.71896%89%highest in a year
ABCAPITAL0.73196%93%highest in a year
DMART0.65696%84%highest in a year
SUNPHARMA0.60496%78%highest in a year
TIINDIA0.66396%86%highest in a year
NHPC0.5895%73%highest in a year
ASHOKLEY0.65795%84%highest in a year
INDUSTOWER-0.1614%9%lowest in a year
AUROPHARMA-0.2134%8%lowest in a year
ICICIPRULI-0.4053%4%lowest in a year
PRESTIGE-0.2953%5%lowest in a year
VEDL-0.3312%4%lowest in a year
POLICYBZR-0.5592%2%lowest in a year
HAVELLS-0.9561%1%lowest in a year

Delivery % (20d avg)

StockValueOwn 1y percentileUniverse rank
MRF53.059100%47%highest in a year
PFC63.873100%98%highest in a year
BSE43.143100%11%highest in a year
ABCAPITAL52.843100%46%highest in a year
ADANIENSOL52.538100%44%highest in a year
ADANIENT46.187100%21%highest in a year
CAMS52.444100%43%highest in a year
IEX49.413100%30%highest in a year
RELIANCE60.853100%91%highest in a year
CUMMINSIND62.93399%96%highest in a year
BIOCON53.18699%48%highest in a year
ADANIPORTS57.76999%78%highest in a year
ANGELONE39.45599%4%highest in a year
GAIL63.58299%97%highest in a year
TATACONSUM61.31898%93%highest in a year
EICHERMOT59.82998%85%highest in a year
YESBANK50.99298%35%highest in a year
MOTHERSON52.35497%42%highest in a year
LAURUSLABS56.7497%70%highest in a year
BHARTIARTL68.40996%100%highest in a year
PNB46.46696%22%highest in a year
SJVN52.26695%42%highest in a year
BANKBARODA53.62495%50%highest in a year
PRESTIGE45.0232%15%lowest in a year
POWERGRID57.6160%77%lowest in a year

Delivery surge (5d vs 20d)

StockValueOwn 1y percentileUniverse rank
UBL2.03996%100%highest in a year
IEX1.65196%99%highest in a year
LTTS0.4754%6%lowest in a year
NESTLEIND0.6144%12%lowest in a year
MANKIND0.4443%4%lowest in a year
PIIND0.5033%7%lowest in a year
AMBUJACEM0.3833%3%lowest in a year
ONGC0.5753%10%lowest in a year
ADANIENT0.4222%4%lowest in a year
DRREDDY0.3611%2%lowest in a year
DALBHARAT0.2451%1%lowest in a year
LAURUSLABS0.3490%2%lowest in a year
ADANIENSOL0.3230%1%lowest in a year

Distance from 50-day average

StockValueOwn 1y percentileUniverse rank
DIVISLAB19.10297%100%highest in a year
POLYCAB-8.1285%8%lowest in a year
BIOCON-6.6125%15%lowest in a year
VOLTAS-10.2734%2%lowest in a year
ADANIENSOL-11.9624%1%lowest in a year
MARICO-3.0653%48%lowest in a year
ALKEM-6.0072%21%lowest in a year
GODREJCP-13.9961%1%lowest in a year
LUPIN-9.7461%2%lowest in a year

Implied volatility (ATM)

StockValueOwn 1y percentileUniverse rank
KAYNES71.3596%100%highest in a year
MOTHERSON24.665%52%lowest in a year
YESBANK20.935%26%lowest in a year
ABCAPITAL23.554%42%lowest in a year
FORCEMOT34.024%97%lowest in a year
ADANIPOWER27.844%74%lowest in a year
GVT&D33.894%97%lowest in a year
NHPC19.284%15%lowest in a year
SWIGGY32.814%95%lowest in a year
WAAREEENER25.834%62%lowest in a year
ATHERENERG37.763%99%lowest in a year
IREDA23.632%43%lowest in a year
GODFRYPHLP27.722%73%lowest in a year
RADICO20.731%24%lowest in a year
SAGILITY29.91%85%lowest in a year
MAHABANK28.030%75%lowest in a year

IV minus realized vol

StockValueOwn 1y percentileUniverse rank
PATANJALI17.11397%100%highest in a year
CHOLAFIN9.93296%97%highest in a year
DABUR7.84595%94%highest in a year
GODREJCP-24.9695%1%lowest in a year
POLYCAB-13.7875%3%lowest in a year

Put-call OI ratio

StockValueOwn 1y percentileUniverse rank
POLICYBZR1.07398%99%highest in a year
ABCAPITAL1.05398%98%highest in a year
NHPC198%95%highest in a year
SAIL1.10597%99%highest in a year
LICHSGFIN1.13897%100%highest in a year
ADANIENSOL0.4375%4%lowest in a year
DLF0.5854%32%lowest in a year
AUROPHARMA0.4553%6%lowest in a year
NATIONALUM0.5413%20%lowest in a year
PETRONET0.5180%15%lowest in a year
PHOENIXLTD0.3420%1%lowest in a year

20-day return

StockValueOwn 1y percentileUniverse rank
LICHSGFIN12.15198%99%highest in a year
SUMICHEM-12.7935%2%lowest in a year
ATUL-7.8184%16%lowest in a year
HAVELLS-10.5464%4%lowest in a year
PIIND-12.2714%2%lowest in a year
HEROMOTOCO-9.074%11%lowest in a year
BRITANNIA-9.5393%7%lowest in a year

Realized volatility (20d)

StockValueOwn 1y percentileUniverse rank
SJVN10.5635%2%lowest in a year
LUPIN12.2795%4%lowest in a year
BAJFINANCE13.5444%7%lowest in a year
DABUR10.8554%3%lowest in a year
ATUL16.7564%24%lowest in a year
BEL14.4834%11%lowest in a year
IRFC11.8383%4%lowest in a year
BANKBARODA15.6882%18%lowest in a year
CANBK14.1592%10%lowest in a year
IEX10.722%2%lowest in a year
PATANJALI8.2471%1%lowest in a year
CHOLAFIN15.9781%19%lowest in a year
TITAN9.6730%1%lowest in a year
TRENT12.6730%5%lowest in a year

Put-call skew (25d)

StockValueOwn 1y percentileUniverse rank
ULTRACEMCO6.7899%97%highest in a year
COLPAL5.1598%95%highest in a year
INDUSTOWER8.5298%99%highest in a year
SIEMENS6.2398%95%highest in a year
BAJFINANCE7.3898%97%highest in a year
MPHASIS6.5996%96%highest in a year
NATIONALUM-1.825%11%lowest in a year
ICICIGI-1.625%17%lowest in a year
SBILIFE-0.885%39%lowest in a year
CDSL-2.135%8%lowest in a year
M&M-1.34%25%lowest in a year
ALKEM-5.353%2%lowest in a year
PNB-4.013%3%lowest in a year
HYUNDAI-5.432%1%lowest in a year
RADICO-52%3%lowest in a year
MAHABANK-3.291%4%lowest in a year
SAGILITY-2.321%7%lowest in a year
ATHERENERG-0.350%56%lowest in a year
FORTIS-11.180%0%lowest in a year

IV term slope (next minus near)

StockValueOwn 1y percentileUniverse rank
ITC-2.722%3%lowest in a year
ATHERENERG6.611%33%lowest in a year

Traded value (Rs cr/day)

StockValueOwn 1y percentileUniverse rank
SBICARD227.265100%66%highest in a year
BALKRISIND174.518100%55%highest in a year
LICHSGFIN176.939100%56%highest in a year
GODREJCP272.596100%72%highest in a year
GRASIM401.14199%84%highest in a year
LAURUSLABS660.00899%94%highest in a year
ADANIENSOL680.2198%94%highest in a year
DRREDDY149.1045%46%lowest in a year
BPCL164.0755%52%lowest in a year
COROMANDEL26.0034%6%lowest in a year
PRESTIGE77.4374%19%lowest in a year
INDHOTEL112.6584%32%lowest in a year
INDUSINDBK120.2244%35%lowest in a year
HINDUNILVR240.9593%67%lowest in a year
SJVN9.7543%1%lowest in a year
BEL412.8393%86%lowest in a year
IRFC59.1793%13%lowest in a year
INDUSTOWER171.1253%54%lowest in a year
IEX35.5933%8%lowest in a year
VEDL310.6433%76%lowest in a year
HCLTECH253.0962%68%lowest in a year
MARUTI436.1292%86%lowest in a year
WIPRO145.4632%44%lowest in a year
ABCAPITAL121.3292%36%lowest in a year
INDIGO263.1062%71%lowest in a year
AUBANK158.4311%50%lowest in a year
TCS602.5191%93%lowest in a year
HDFCLIFE134.2131%42%lowest in a year
JINDALSTEL87.151%22%lowest in a year
CIPLA100.6191%25%lowest in a year
MRF52.441%11%lowest in a year
SYNGENE22.6461%4%lowest in a year
ACC15.0880%2%lowest in a year
TATAELXSI59.5890%14%lowest in a year
BAJAJFINSV127.9130%39%lowest in a year
CHOLAFIN160.0440%51%lowest in a year
BAJFINANCE483.2440%87%lowest in a year
POWERGRID217.8760%66%lowest in a year
TRENT199.580%62%lowest in a year
ASIANPAINT150.760%47%lowest in a year
IRCTC35.3890%7%lowest in a year
CANBK155.460%48%lowest in a year
BANKBARODA180.990%57%lowest in a year
INFY869.4050%97%lowest in a year
SRF58.4040%12%lowest in a year
IOC105.0550%28%lowest in a year

Volume (5d vs 20d)

StockValueOwn 1y percentileUniverse rank
TORNTPOWER2.29499%100%highest in a year
AMBUJACEM0.444%2%lowest in a year
JUBLFOOD0.3132%1%lowest in a year
ADANIENSOL0.4442%3%lowest in a year
DRREDDY0.3811%2%lowest in a year
DALBHARAT0.2771%1%lowest in a year
LAURUSLABS0.4640%3%lowest in a year

📬 The weekly digest

One email a week: what moved to a statistical extreme, who is positioned where, which results are due, and any myth we tested. No tips, no spam, unsubscribe anytime.

How to use this page: it answers "what is out of the ordinary today?" and nothing else. Extremes mean-revert sometimes and persist other times; our research found no reliable directional rule in any single metric. Amber = at the top of its own range, blue = at the bottom.
Educational data reference: NOT investment advice. Historical statistics do not predict future results. We are not SEBI-registered advisers. All data from NSE public sources; figures may contain errors. Trading, especially leveraged F&O, can cause significant losses.
1KSG Terminal · data from NSE public archives · regenerated nightly