Indian F&O data, and the evidence about what not to trade · educational
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NESTLEIND · Fast Moving Consumer Goods

Price
₹1,400.5
1M / 3M / 1Y
-8.4% / -1.5% / +17.2%
20d realized vol
22%
Traded value (60d med)
₹261 cr
Delivery % (20d avg)
61%
Days in F&O ban since 2020
0
Futures OI / 1d change
9.4M / -0.0M
PCR / basis
0.62 / +0.59%
ATM implied vol
18% (vs 22% realized)

📜 Results-day history

Typical move 2.1% · up on the day 58% of 12 events · moved 4%+ in 17% · worst -3.1% / best +7.3%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-22+2.9%+0.6%+0.6%during mkt
2026-04-21+7.3%+0.9%+4.4%after close
2026-01-30+3.5%-0.1%-2.2%during mkt
2025-10-17+1.0%-1.0%-0.6%after close
2025-07-25-2.0%-0.3%+0.1%after close
2025-04-25-0.8%-0.3%-3.5%after close
2025-01-31+4.3%+0.0%-3.8%after close
2024-10-18-1.2%+0.1%-3.8%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