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

Price
₹3,946.1
1M / 3M / 1Y
-3.3% / +2.2% / +7.4%
20d realized vol
13%
Traded value (60d med)
₹571 cr
Delivery % (20d avg)
59%
Days in F&O ban since 2020
0
Futures OI / 1d change
11.8M / -0.2M
PCR / basis
0.52 / +0.73%
ATM implied vol
16% (vs 14% realized)

📜 Results-day history

Typical move 0.8% · up on the day 56% of 27 events · moved 4%+ in 15% · worst -5.2% / best +6.3%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-22-0.8%-0.3%+3.0%after close
2026-04-28-0.4%+0.2%+0.4%after close
2026-01-22+0.7%+0.9%+3.7%after close
2025-10-23+0.8%+0.0%+1.8%after close
2025-07-25-1.0%-0.2%+4.2%after close
2025-04-29-0.2%+0.2%-0.0%after close
2025-01-31+4.3%+2.3%-6.5%during mkt
2024-10-31+6.3%+3.6%+0.7%during mkt
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