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

Price
₹1,400.0
1M / 3M / 1Y
+5.1% / +17.6% / -11.5%
20d realized vol
23%
Traded value (60d med)
₹158 cr
Delivery % (20d avg)
39%
Days in F&O ban since 2020
15
Futures OI / 1d change
11.7M / +0.2M
PCR / basis
0.61 / +0.15%
ATM implied vol
26% (vs 23% realized)

📜 Results-day history

Typical move 2.0% · up on the day 42% of 26 events · moved 4%+ in 19% · worst -10.4% / best +8.5%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-23-1.2%-0.4%+1.0%after close
2026-04-24-0.8%+0.0%-3.1%after close
2026-01-22+1.7%+0.8%-2.5%after close
2025-10-24-0.6%+0.1%-0.2%during mkt
2025-07-18-0.9%-0.0%-4.9%during mkt
2025-04-28+0.6%+0.0%-5.9%after close
2025-01-27-10.4%-6.7%-7.2%during mkt
2024-10-28+4.6%+3.7%+2.6%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.
1KSG Terminal · data from NSE public archives · regenerated nightly