Indian F&O data, and the evidence about what not to trade · educational
ICICIPRULI · Financial Services
1M / 3M / 1Y
-6.1% / +1.9% / -22.1%
Traded value (60d med)
₹65 cr
Days in F&O ban since 2020
0
Futures OI / 1d change
16.6M / +0.0M
ATM implied vol
24% (vs 28% realized)
📜 Results-day history
Typical move 2.7% · up on the day 29% of 7 events · moved 4%+ in 0% · worst -3.1% / best +3.4%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-16 | -3.1% | +1.0% | -1.4% | after close |
| 2026-04-15 | +2.7% | +5.8% | -3.8% | after close |
| 2026-01-15 | +0.0% | +2.4% | -2.4% | after close |
| 2025-10-16 | -0.2% | +0.0% | +3.4% | after close |
| 2025-07-16 | -2.8% | -0.7% | -3.3% | after close |
| 2025-04-16 | +3.4% | +2.4% | +2.7% | after close |
| 2025-02-14 | -1.4% | +0.4% | -1.5% | 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.