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

Price
₹1,498.7
1M / 3M / 1Y
-1.0% / -4.1% / -4.0%
20d realized vol
25%
Traded value (60d med)
₹91 cr
Delivery % (20d avg)
54%
Days in F&O ban since 2020
0
Futures OI / 1d change
7.3M / -0.3M
PCR / basis
0.55 / +0.05%
ATM implied vol
24% (vs 25% realized)

📜 Results-day history

Typical move 1.4% · up on the day 52% of 25 events · moved 4%+ in 20% · worst -9.9% / best +8.7%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-24+0.8%-0.4%-1.1%after close
2026-04-29-0.0%+0.9%+2.6%during mkt
2026-01-21-0.3%-0.9%+0.3%during mkt
2025-10-20-0.9%+0.1%-1.3%after close
2025-07-21+0.2%-0.5%-0.9%after close
2025-04-24+0.5%+0.6%+4.5%during mkt
2025-02-05+1.6%+2.9%-2.5%after close
2024-10-23+8.7%+2.1%-1.5%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