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

Price
₹124.7
1M / 3M / 1Y
-3.3% / -5.2% / +5.9%
20d realized vol
14%
Traded value (60d med)
₹229 cr
Delivery % (20d avg)
47%
Days in F&O ban since 2020
130
Futures OI / 1d change
354.5M / +0.5M
PCR / basis
0.72 / +0.14%
ATM implied vol
24% (vs 14% realized)

📜 Results-day history

Typical move 1.4% · up on the day 41% of 27 events · moved 4%+ in 7% · worst -8.2% / best +6.0%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-10+3.2%+0.5%-2.9%during mkt
2026-04-22+0.7%-0.3%-5.6%after close
2026-01-14+2.0%+0.3%-2.0%after close
2025-10-09+0.1%+0.4%+1.0%after close
2025-07-17-1.3%+0.4%-1.7%after close
2025-04-16+2.2%+0.3%+5.0%after close
2025-01-28-0.1%+1.9%+1.1%after close
2024-10-30-0.4%-0.3%+1.8%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