Indian F&O data, and the evidence about what not to trade · educational
AUBANK · Financial Services
1M / 3M / 1Y
+0.5% / +11.5% / +49.4%
Traded value (60d med)
₹142 cr
Days in F&O ban since 2020
0
Futures OI / 1d change
20.1M / +0.4M
ATM implied vol
23% (vs 19% realized)
📜 Results-day history
Typical move 2.9% · up on the day 42% of 26 events · moved 4%+ in 31% · worst -10.7% / best +9.2%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-27 | +4.8% | +1.7% | +0.7% | after close |
| 2026-04-28 | -1.9% | +1.9% | -1.5% | after close |
| 2026-01-21 | -0.6% | +0.8% | -3.3% | after close |
| 2025-10-20 | +9.2% | +3.2% | -0.1% | after close |
| 2025-07-21 | -5.3% | -3.1% | -3.4% | after close |
| 2025-04-23 | +8.4% | +1.0% | +2.0% | after close |
| 2025-01-27 | -5.2% | -5.8% | +8.1% | after close |
| 2024-10-24 | -1.0% | +1.2% | -5.1% | 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.