Indian F&O data, and the evidence about what not to trade · educational
CAMS · Financial Services
1M / 3M / 1Y
-7.6% / +0.9% / -82.2%
Traded value (60d med)
₹88 cr
Days in F&O ban since 2020
0
Futures OI / 1d change
8.9M / +0.0M
ATM implied vol
27% (vs 25% realized)
📜 Results-day history
Typical move 0.9% · up on the day 43% of 21 events · moved 4%+ in 5% · worst -3.1% / best +6.0%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-20 | +2.6% | -0.1% | +1.9% | after close |
| 2026-04-21 | -0.1% | +0.0% | +1.6% | during mkt |
| 2026-01-19 | -0.5% | -0.8% | -6.2% | after close |
| 2025-10-16 | -0.1% | +0.4% | +1.1% | during mkt |
| 2025-07-21 | +0.9% | +0.0% | -8.3% | after close |
| 2025-04-23 | +2.4% | +0.8% | -4.8% | during mkt |
| 2025-01-29 | +6.0% | +0.5% | -5.0% | during mkt |
| 2024-10-28 | -0.9% | +0.9% | +6.2% | 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.