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

Price
₹116.0
1M / 3M / 1Y
+2.2% / +9.3% / +2.4%
20d realized vol
21%
Traded value (60d med)
₹137 cr
Delivery % (20d avg)
46%
Days in F&O ban since 2020
260
Futures OI / 1d change
245.8M / -1.7M
PCR / basis
0.69 / +0.41%
ATM implied vol
22% (vs 20% realized)

📜 Results-day history

Typical move 2.0% · up on the day 64% of 28 events · moved 4%+ in 21% · worst -5.4% / best +6.5%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-20+5.7%+2.4%-0.1%after close
2026-04-24+0.3%+0.0%-3.3%during mkt
2026-01-20-1.8%-0.1%-2.2%after close
2025-10-20+3.9%+0.5%+1.3%after close
2025-07-30-1.1%+0.2%-4.0%after close
2025-04-28+2.9%+0.0%-7.5%after close
2025-02-03-2.8%-3.0%-0.0%after close
2024-10-29+2.7%+3.9%+3.3%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