Indian F&O data, and the evidence about what not to trade · educational
BAJAJFINSV · Financial Services
1M / 3M / 1Y
-4.1% / +17.8% / -6.2%
Traded value (60d med)
₹191 cr
Days in F&O ban since 2020
0
Futures OI / 1d change
7.8M / -0.1M
ATM implied vol
18% (vs 14% realized)
📜 Results-day history
Typical move 0.9% · up on the day 50% of 28 events · moved 4%+ in 14% · worst -5.6% / best +8.1%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-27 | +1.9% | +0.4% | +9.6% | after close |
| 2026-04-27 | +0.1% | +0.6% | -0.1% | during mkt |
| 2026-01-26 | +0.0% | +2.3% | -1.0% | during mkt |
| 2025-10-30 | -1.0% | +0.1% | -2.4% | after close |
| 2025-07-28 | -0.4% | +0.2% | -2.2% | after close |
| 2025-04-30 | -5.6% | -2.4% | +2.8% | during mkt |
| 2025-01-23 | +0.2% | -0.0% | -0.1% | after close |
| 2024-10-24 | +0.1% | +0.0% | +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.