Indian F&O data, and the evidence about what not to trade · educational
BSE · Financial Services
1M / 3M / 1Y
-5.6% / -12.7% / +55.5%
Traded value (60d med)
₹1,178 cr
Days in F&O ban since 2020
6
Futures OI / 1d change
10.2M / -0.5M
ATM implied vol
33% (vs 34% realized)
📜 Results-day history
Typical move 2.2% · up on the day 37% of 27 events · moved 4%+ in 26% · worst -8.5% / best +15.5%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-20 | +1.8% | -0.2% | -3.0% | during mkt |
| 2026-04-24 | -0.5% | +0.4% | +5.6% | during mkt |
| 2026-01-21 | -0.9% | -0.6% | +7.3% | during mkt |
| 2025-10-24 | -0.5% | +0.2% | +0.2% | after close |
| 2025-07-23 | +0.3% | +0.2% | -3.9% | during mkt |
| 2025-04-28 | +4.1% | -0.1% | -4.9% | during mkt |
| 2025-02-07 | +2.8% | -1.2% | -10.6% | after close |
| 2024-11-13 | -4.0% | +1.3% | +4.5% | 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.