Indian F&O data, and the evidence about what not to trade · educational
BAJFINANCE · Financial Services
1M / 3M / 1Y
-4.4% / +21.1% / +6.2%
Traded value (60d med)
₹717 cr
Days in F&O ban since 2020
0
Futures OI / 1d change
61.0M / -0.3M
ATM implied vol
21% (vs 14% realized)
📜 Results-day history
Typical move 2.6% · up on the day 41% of 27 events · moved 4%+ in 37% · worst -7.7% / best +10.6%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-24 | -2.6% | -1.2% | +12.7% | after close |
| 2026-04-27 | +0.0% | +0.2% | +3.1% | during mkt |
| 2026-01-26 | +0.0% | +1.6% | -2.6% | during mkt |
| 2025-10-29 | -0.9% | -0.1% | -0.6% | after close |
| 2025-07-25 | -4.7% | -5.5% | -4.2% | after close |
| 2025-04-28 | -0.2% | -0.4% | -3.2% | after close |
| 2025-01-30 | +1.8% | +1.2% | +7.7% | after close |
| 2024-10-23 | +4.8% | -1.1% | -0.6% | 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.