Indian F&O data, and the evidence about what not to trade · educational
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PHOENIXLTD · Realty

Price
₹1,885.0
1M / 3M / 1Y
-2.6% / +8.8% / +15.7%
20d realized vol
17%
Traded value (60d med)
₹98 cr
Delivery % (20d avg)
56%
Days in F&O ban since 2020
0
Futures OI / 1d change
3.8M / +0.0M
PCR / basis
0.34 / +0.62%
ATM implied vol
23% (vs 17% realized)

📜 Results-day history

Typical move 1.8% · up on the day 52% of 27 events · moved 4%+ in 7% · worst -3.7% / best +5.5%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-14-1.0%-0.5%-1.9%during mkt
2026-04-23-1.3%-0.4%-1.1%after close
2026-01-21-2.0%-1.3%-1.2%after close
2025-10-27+1.8%+0.5%+2.1%during mkt
2025-07-25+5.4%+0.1%-4.8%after close
2025-04-28+0.4%-0.3%-8.4%after close
2025-01-30+2.7%-0.2%+1.0%during mkt
2024-10-28-1.3%-3.7%+2.2%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