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

Price
₹2,104.7
1M / 3M / 1Y
-8.5% / -7.4% / +2.4%
20d realized vol
12%
Traded value (60d med)
₹173 cr
Delivery % (20d avg)
58%
Days in F&O ban since 2020
0
Futures OI / 1d change
8.4M / +0.1M
PCR / basis
0.59 / +0.03%
ATM implied vol
20% (vs 12% realized)

📜 Results-day history

Typical move 2.8% · up on the day 37% of 27 events · moved 4%+ in 33% · worst -7.1% / best +5.2%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-24-1.1%-1.5%+1.9%during mkt
2026-04-24-1.9%+0.3%+0.4%after close
2026-01-27+0.6%+0.2%+1.6%during mkt
2025-10-27-0.4%+0.4%+3.2%during mkt
2025-07-28+0.5%+0.1%-4.0%after close
2025-04-24+0.7%+0.0%-2.2%during mkt
2025-02-11-4.7%+0.4%-2.6%after close
2024-11-08-0.3%+1.6%-3.3%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