Indian F&O data, and the evidence about what not to trade · educational
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LAURUSLABS · Healthcare

Price
₹1,946.9
1M / 3M / 1Y
+5.0% / +40.0% / +108.9%
20d realized vol
29%
Traded value (60d med)
₹300 cr
Delivery % (20d avg)
57%
Days in F&O ban since 2020
0
Futures OI / 1d change
17.5M / -0.8M
PCR / basis
0.70 / +0.14%
ATM implied vol
24% (vs 29% realized)

📜 Results-day history

Typical move 3.0% · up on the day 44% of 27 events · moved 4%+ in 37% · worst -11.3% / best +18.1%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-17-1.8%+0.2%+4.7%after close
2026-04-23+3.0%+0.0%-2.5%after close
2026-01-21-4.6%-0.2%+1.1%after close
2025-10-20+2.3%+0.3%+2.1%after close
2025-07-23-0.1%+0.2%+7.2%after close
2025-04-17+0.2%-0.0%-0.4%after close
2025-01-27-11.3%+1.2%+9.7%after close
2024-10-25+4.1%-1.0%+7.3%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