Indian F&O data, and the evidence about what not to trade · educational
ICICIBANK · Financial Services
1M / 3M / 1Y
-2.3% / +6.3% / -0.2%
Traded value (60d med)
₹1,576 cr
Days in F&O ban since 2020
0
Futures OI / 1d change
93.4M / +0.4M
ATM implied vol
15% (vs 16% realized)
📜 Results-day history
Typical move 1.0% · up on the day 81% of 27 events · moved 4%+ in 11% · worst -3.2% / best +12.4%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-20 | +1.1% | +0.0% | -1.0% | after close |
| 2026-04-20 | +0.7% | +1.3% | -3.1% | after close |
| 2026-01-19 | -2.1% | -0.8% | -2.7% | after close |
| 2025-10-20 | -3.2% | +0.4% | -0.9% | after close |
| 2025-07-21 | +2.8% | +1.6% | +1.5% | during mkt |
| 2025-04-21 | +0.2% | +2.1% | +1.3% | after close |
| 2025-01-27 | +1.6% | -1.2% | +2.0% | after close |
| 2024-10-28 | +3.0% | +2.4% | -1.2% | 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.