Indian F&O data, and the evidence about what not to trade · educational
LTF · Financial Services
1M / 3M / 1Y
-1.5% / +20.0% / +25.0%
Traded value (60d med)
₹136 cr
Days in F&O ban since 2020
22
Futures OI / 1d change
48.6M / +0.2M
ATM implied vol
28% (vs 30% realized)
📜 Results-day history
Typical move 2.3% · up on the day 60% of 10 events · moved 4%+ in 20% · worst -5.3% / best +4.6%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-09 | +2.2% | +0.1% | -3.6% | after close |
| 2026-04-17 | +2.4% | -0.0% | +1.0% | after close |
| 2026-01-09 | -2.5% | -0.4% | -1.1% | after close |
| 2025-10-09 | +1.8% | +0.2% | +3.4% | after close |
| 2025-07-11 | -1.1% | -0.1% | -0.7% | during mkt |
| 2025-04-21 | +4.6% | +0.8% | -2.1% | after close |
| 2025-01-16 | +1.6% | +0.0% | -1.7% | after close |
| 2024-10-21 | -5.3% | +0.8% | -9.9% | 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.