Indian F&O data, and the evidence about what not to trade · educational
AMBUJACEM · Construction Materials
1M / 3M / 1Y
-7.6% / -1.9% / -31.6%
Traded value (60d med)
₹90 cr
Days in F&O ban since 2020
20
Futures OI / 1d change
91.6M / +0.2M
ATM implied vol
21% (vs 17% realized)
📜 Results-day history
Typical move 1.5% · up on the day 50% of 26 events · moved 4%+ in 8% · worst -6.0% / best +3.2%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-28 | -1.1% | +0.3% | +2.4% | after close |
| 2026-04-30 | -2.3% | -1.0% | +1.5% | after close |
| 2026-01-30 | -4.8% | +0.0% | +3.8% | during mkt |
| 2025-10-31 | -0.4% | +0.0% | -1.2% | after close |
| 2025-07-30 | +1.3% | +0.5% | -4.5% | after close |
| 2025-04-30 | +1.1% | +1.1% | -2.8% | after close |
| 2025-01-30 | -2.4% | +1.2% | +0.9% | after close |
| 2024-10-29 | +1.0% | +0.1% | -0.5% | during mkt |
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.