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

Price
₹1,008.0
1M / 3M / 1Y
-5.9% / +0.7% / +16.9%
20d realized vol
15%
Traded value (60d med)
₹932 cr
Delivery % (20d avg)
57%
Days in F&O ban since 2020
0
Futures OI / 1d change
87.7M / -0.5M
PCR / basis
0.57 / +0.25%
ATM implied vol
18% (vs 15% realized)

📜 Results-day history

Typical move 1.0% · up on the day 42% of 26 events · moved 4%+ in 12% · worst -5.6% / best +10.7%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-28-0.7%-0.3%+2.9%after close
2026-04-29-0.4%+0.2%+0.8%after close
2026-01-26+0.0%+2.2%-0.1%after close
2025-10-28+0.8%+0.5%+2.9%during mkt
2025-07-28-1.2%+0.0%-0.2%after close
2025-04-28+2.3%+0.0%-5.3%after close
2025-02-07-2.0%+1.0%-2.0%after close
2024-11-11+0.5%+0.3%-5.3%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