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

Price
₹1,823.4
1M / 3M / 1Y
-5.0% / +25.3% / +14.6%
20d realized vol
16%
Traded value (60d med)
₹213 cr
Delivery % (20d avg)
59%
Days in F&O ban since 2020
0
Futures OI / 1d change
14.3M / +0.0M
PCR / basis
0.92 / +0.56%
ATM implied vol
26% (vs 16% realized)

📜 Results-day history

Typical move 1.9% · up on the day 48% of 27 events · moved 4%+ in 33% · worst -8.5% / best +11.3%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-04-29+1.1%+0.2%+10.2%after close
2026-01-26+0.0%+1.3%-3.0%during mkt
2025-10-31-0.9%+0.3%+0.4%after close
2025-07-30-0.5%+0.9%-1.6%during mkt
2025-04-28-1.1%-1.4%+0.3%after close
2025-02-03+4.0%-1.3%+0.8%during mkt
2024-10-28-6.7%+0.9%-2.3%during mkt
2024-07-29+1.6%+0.3%-6.0%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