Indian F&O data, and the evidence about what not to trade · educational
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GRASIM · Construction Materials

Price
₹3,306.8
1M / 3M / 1Y
-2.2% / +7.0% / +14.9%
20d realized vol
15%
Traded value (60d med)
₹223 cr
Delivery % (20d avg)
58%
Days in F&O ban since 2020
0
Futures OI / 1d change
7.8M / -0.0M
PCR / basis
0.53 / +0.02%
ATM implied vol
17% (vs 15% realized)

📜 Results-day history

Typical move 0.8% · up on the day 52% of 27 events · moved 4%+ in 7% · worst -3.3% / best +5.4%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-24-0.8%-0.4%+0.4%during mkt
2026-04-27+1.4%+1.0%+2.8%during mkt
2026-01-22+1.9%+0.3%+1.6%after close
2025-10-31-2.0%+0.0%-5.8%after close
2025-07-30+0.6%-0.1%+0.3%after close
2025-04-30-0.3%-0.4%-1.4%during mkt
2025-02-11+0.7%-0.5%-1.1%after close
2024-11-18-0.3%-1.1%+4.5%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