Indian F&O data, and the evidence about what not to trade · educational
ITC · Fast Moving Consumer Goods
1M / 3M / 1Y
-6.8% / -6.7% / -35.8%
Traded value (60d med)
₹350 cr
Days in F&O ban since 2020
0
Futures OI / 1d change
161.7M / -1.0M
ATM implied vol
15% (vs 25% realized)
📜 Results-day history
Typical move 0.9% · up on the day 30% of 27 events · moved 4%+ in 7% · worst -11.7% / best +3.3%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-17 | +0.5% | +0.0% | +1.0% | during mkt |
| 2026-04-23 | -0.1% | -0.5% | +3.1% | after close |
| 2026-01-21 | -0.5% | -0.1% | -1.1% | during mkt |
| 2025-10-27 | +0.9% | +0.0% | -1.6% | during mkt |
| 2025-07-29 | -0.4% | +0.0% | +1.4% | after close |
| 2025-04-30 | -0.0% | +0.3% | +1.1% | during mkt |
| 2025-02-07 | -2.3% | -0.2% | -4.8% | after close |
| 2024-10-25 | +2.2% | +0.9% | +1.7% | 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.