Indian F&O data, and the evidence about what not to trade · educational
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AUROPHARMA · Healthcare

Price
₹1,692.0
1M / 3M / 1Y
+2.7% / +15.6% / +51.2%
20d realized vol
25%
Traded value (60d med)
₹134 cr
Delivery % (20d avg)
50%
Days in F&O ban since 2020
15
Futures OI / 1d change
11.2M / +0.1M
PCR / basis
0.46 / -0.21%
ATM implied vol
25% (vs 24% realized)

📜 Results-day history

Typical move 1.5% · up on the day 59% of 27 events · moved 4%+ in 19% · worst -7.9% / best +7.1%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-21+1.3%+0.5%-1.9%after close
2026-04-27+0.2%+0.1%-2.9%after close
2026-01-15+0.0%-1.3%-2.9%after close
2025-10-17-0.5%-0.0%-1.5%during mkt
2025-07-23+1.5%+0.2%+3.6%during mkt
2025-04-24+0.9%+0.0%-3.6%during mkt
2025-02-07-0.0%-0.6%-5.1%after close
2024-11-11-2.9%+0.3%-3.0%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