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

Price
₹171.6
1M / 3M / 1Y
-0.6% / -11.5% / +2.7%
20d realized vol
26%
Traded value (60d med)
₹134 cr
Delivery % (20d avg)
42%
Days in F&O ban since 2020
119
Futures OI / 1d change
119.9M / +5.7M
PCR / basis
0.67 / +0.55%
ATM implied vol
29% (vs 26% realized)

📜 Results-day history

Typical move 2.8% · up on the day 48% of 25 events · moved 4%+ in 40% · worst -16.9% / best +13.7%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-22-16.9%-10.0%+0.0%after close
2026-04-29+11.0%+4.1%+5.3%after close
2026-01-23+4.8%+5.4%+3.6%after close
2025-10-30-1.0%+0.2%-10.3%after close
2025-07-21-2.6%-3.3%-4.0%after close
2025-04-28-0.7%-0.4%-4.1%after close
2025-02-03-2.5%-2.2%+0.9%after close
2024-10-28+9.9%+4.0%-2.5%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