Indian F&O data, and the evidence about what not to trade · educational
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ANGELONE · Financial Services

Price
₹298.0
1M / 3M / 1Y
+1.1% / -8.0% / -86.9%
20d realized vol
33%
Traded value (60d med)
₹151 cr
Delivery % (20d avg)
39%
Days in F&O ban since 2020
16
Futures OI / 1d change
28.7M / -0.2M
PCR / basis
0.59 / +0.50%
ATM implied vol
33% (vs 33% realized)

📜 Results-day history

Typical move 2.0% · up on the day 75% of 12 events · moved 4%+ in 25% · worst -2.5% / best +17.5%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-16-2.5%+1.1%-8.6%after close
2026-04-17+10.2%+3.2%-2.5%after close
2026-01-16+9.0%+2.5%-8.6%after close
2025-10-16+1.5%-0.2%+1.1%after close
2025-07-17+0.9%+1.0%+2.1%after close
2023-07-14-2.1%+0.0%-4.9%after close
2023-04-18+1.6%+3.9%-5.6%during mkt
2023-01-17-1.8%+0.7%-1.5%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.
1KSG Terminal · data from NSE public archives · regenerated nightly