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

Price
₹82.0
1M / 3M / 1Y
-7.3% / -12.1% / -36.8%
20d realized vol
12%
Traded value (60d med)
₹64 cr
Delivery % (20d avg)
42%
Days in F&O ban since 2020
0
Futures OI / 1d change
88.7M / +1.2M
PCR / basis
0.74 / +0.28%
ATM implied vol
23% (vs 12% realized)

📜 Results-day history

Typical move 1.2% · up on the day 38% of 21 events · moved 4%+ in 5% · worst -13.5% / best +4.0%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-22-1.0%+0.0%+2.0%after close
2026-04-22+2.1%-0.5%-0.7%after close
2026-01-20-3.9%+0.5%-1.3%after close
2025-10-16-0.1%+0.5%+0.3%after close
2025-07-23+3.1%+2.2%-2.6%after close
2025-04-28-1.3%-0.6%-5.3%during mkt
2025-01-20+0.3%+0.9%-6.6%during mkt
2024-11-05-1.2%-0.2%-4.0%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