Indian F&O data, and the evidence about what not to trade · educational
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OFSS · Information Technology

Price
₹11,780.0
1M / 3M / 1Y
-0.9% / +27.1% / +30.6%
20d realized vol
28%
Traded value (60d med)
₹284 cr
Delivery % (20d avg)
43%
Days in F&O ban since 2020
11
Futures OI / 1d change
1.1M / -0.0M
PCR / basis
0.68 / +0.29%
ATM implied vol
33% (vs 28% realized)

📜 Results-day history

Typical move 1.3% · up on the day 42% of 26 events · moved 4%+ in 8% · worst -7.4% / best +28.7%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-17+0.8%+0.2%-9.5%after close
2026-04-17+2.8%+0.2%+12.0%after close
2026-01-14-2.1%+0.1%+1.9%after close
2025-10-16+0.5%+0.4%-3.0%during mkt
2025-07-16+0.5%+0.0%-0.4%during mkt
2025-04-17+0.9%-0.7%+8.2%during mkt
2025-01-16-3.4%-5.2%-1.3%after close
2024-10-25+1.9%-1.9%-0.6%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