Indian F&O data, and the evidence about what not to trade · educational
ABCAPITAL · Financial Services
1M / 3M / 1Y
-2.6% / +17.9% / +37.3%
Traded value (60d med)
₹136 cr
Days in F&O ban since 2020
13
Futures OI / 1d change
37.9M / +0.7M
ATM implied vol
24% (vs 23% realized)
📜 Results-day history
Typical move 2.2% · up on the day 38% of 26 events · moved 4%+ in 27% · worst -7.5% / best +8.1%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-04-30 | -0.8% | -0.7% | +6.8% | after close |
| 2026-01-30 | -1.3% | -0.7% | +2.3% | after close |
| 2025-10-31 | -0.8% | +0.0% | +4.3% | after close |
| 2025-07-31 | +3.2% | -0.8% | +8.4% | after close |
| 2025-04-30 | -1.7% | -0.1% | -0.9% | after close |
| 2025-01-24 | -2.2% | +0.0% | +5.3% | after close |
| 2024-10-31 | -5.6% | +0.4% | +0.0% | during mkt |
| 2024-08-02 | -3.9% | -1.4% | +0.1% | after close |
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.