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

Price
₹116.5
1M / 3M / 1Y
-7.7% / -0.5% / -21.8%
20d realized vol
11%
Traded value (60d med)
₹42 cr
Delivery % (20d avg)
49%
Days in F&O ban since 2020
51
Futures OI / 1d change
78.0M / +0.3M
PCR / basis
0.58 / +0.06%
ATM implied vol
27% (vs 11% realized)

📜 Results-day history

Typical move 1.7% · up on the day 37% of 27 events · moved 4%+ in 15% · worst -6.2% / best +9.6%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-22-0.8%+0.6%+8.7%after close
2026-04-24-2.9%+1.2%+1.6%after close
2026-01-27+0.0%+0.5%-1.0%during mkt
2025-10-17-0.5%+0.0%+9.6%during mkt
2025-07-25+9.6%+4.1%-8.9%after close
2025-04-21+1.3%+0.0%+2.8%after close
2025-01-24+1.1%+2.7%+3.1%after close
2024-10-25-2.0%+3.0%-0.8%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