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

Price
₹5,560.0
1M / 3M / 1Y
+1.6% / +14.1% / +1.0%
20d realized vol
33%
Traded value (60d med)
₹269 cr
Delivery % (20d avg)
39%
Days in F&O ban since 2020
0
Futures OI / 1d change
3.3M / +0.0M
PCR / basis
0.69 / +0.03%
ATM implied vol
30% (vs 33% realized)

📜 Results-day history

Typical move 2.3% · up on the day 65% of 26 events · moved 4%+ in 38% · worst -9.7% / best +10.9%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-22-2.3%-0.5%+7.5%after close
2026-04-13-0.9%-2.0%-1.0%after close
2026-01-12-1.4%+0.0%+1.8%after close
2025-10-10+0.2%+0.6%+7.4%after close
2025-07-10-0.8%+0.4%-3.3%after close
2025-04-21+1.3%-0.4%+7.9%during mkt
2025-01-23+10.6%+1.9%-3.7%after close
2024-10-23+10.9%+1.0%-1.8%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