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

Price
₹563.0
1M / 3M / 1Y
+12.6% / +5.1% / -5.0%
20d realized vol
26%
Traded value (60d med)
₹81 cr
Delivery % (20d avg)
52%
Days in F&O ban since 2020
40
Futures OI / 1d change
35.7M / -0.1M
PCR / basis
1.14 / +0.52%
ATM implied vol
29% (vs 26% realized)

📜 Results-day history

Typical move 2.1% · up on the day 44% of 27 events · moved 4%+ in 26% · worst -8.5% / best +10.9%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-27+2.4%+0.6%-5.9%after close
2026-04-29+2.2%+0.5%+3.6%after close
2026-01-26+0.0%+2.1%-2.0%after close
2025-10-20+0.8%+0.4%+2.0%after close
2025-07-28-2.7%+0.3%+0.1%after close
2025-04-30-1.0%-0.3%-4.0%after close
2025-02-03-6.8%-3.4%+0.9%after close
2024-10-29+3.1%+1.1%-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