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

Price
₹86.5
1M / 3M / 1Y
+1.6% / +18.6% / +20.6%
20d realized vol
21%
Traded value (60d med)
₹117 cr
Delivery % (20d avg)
55%
Days in F&O ban since 2020
15
Futures OI / 1d change
372.9M / -0.5M
PCR / basis
0.71 / +0.74%
ATM implied vol
21% (vs 21% realized)

📜 Results-day history

Typical move 2.1% · up on the day 59% of 27 events · moved 4%+ in 22% · worst -8.9% / best +11.7%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-27+5.1%+6.8%+1.3%after close
2026-04-27+4.5%+0.9%-1.0%after close
2026-02-02-2.8%-1.8%+4.4%after close
2025-10-20+7.0%+1.2%+1.4%after close
2025-07-28+0.0%-1.1%-2.0%after close
2025-04-28+0.6%-3.9%-1.5%after close
2025-01-27-8.9%-5.2%+9.7%after close
2024-10-28+2.5%-6.9%-1.9%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