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

Price
₹355.9
1M / 3M / 1Y
-7.6% / -13.9% / -13.0%
20d realized vol
27%
Traded value (60d med)
₹255 cr
Delivery % (20d avg)
64%
Days in F&O ban since 2020
0
Futures OI / 1d change
93.0M / -0.2M
PCR / basis
0.65 / +0.22%
ATM implied vol
21% (vs 27% realized)

📜 Results-day history

Typical move 1.2% · up on the day 41% of 27 events · moved 4%+ in 11% · worst -8.5% / best +7.2%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-04-29-3.5%-0.9%-0.2%during mkt
2026-01-26+0.0%+1.8%+7.5%after close
2025-10-27+0.8%+0.6%+1.6%after close
2025-07-31-0.5%-1.3%-0.2%after close
2025-04-29-1.4%+0.3%-2.2%during mkt
2025-02-11-5.3%+0.4%+0.0%after close
2024-11-11+7.2%+1.1%-2.2%after close
2024-08-07+3.9%+4.3%-1.6%during mkt
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