Indian F&O data, and the evidence about what not to trade · educational
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GLENMARK · Healthcare

Price
₹2,474.5
1M / 3M / 1Y
+9.9% / +15.4% / +18.7%
20d realized vol
24%
Traded value (60d med)
₹112 cr
Delivery % (20d avg)
46%
Days in F&O ban since 2020
27
Futures OI / 1d change
11.2M / -0.1M
PCR / basis
0.51 / +0.09%
ATM implied vol
25% (vs 24% realized)

📜 Results-day history

Typical move 2.3% · up on the day 33% of 27 events · moved 4%+ in 22% · worst -6.9% / best +8.1%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-28-0.5%+0.2%+1.8%after close
2026-05-01+0.0%-0.3%-1.7%after close
2026-01-23-1.5%+0.1%+2.4%after close
2025-10-20-0.5%-0.2%-2.2%after close
2025-07-28-0.0%+0.1%-3.2%after close
2025-05-02-0.4%+0.0%+1.7%after close
2025-02-14-6.2%+0.4%-1.7%during mkt
2024-11-18-3.1%+1.1%+0.3%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