Indian F&O data, and the evidence about what not to trade · educational
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SHREECEM · Construction Materials

Price
₹23,160.0
1M / 3M / 1Y
-11.3% / -2.3% / -22.5%
20d realized vol
22%
Traded value (60d med)
₹45 cr
Delivery % (20d avg)
53%
Days in F&O ban since 2020
0
Futures OI / 1d change
0.4M / +0.0M
PCR / basis
0.53 / +0.82%
ATM implied vol
23% (vs 22% realized)

📜 Results-day history

Typical move 1.7% · up on the day 48% of 27 events · moved 4%+ in 11% · worst -4.3% / best +7.8%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-17-1.8%-0.0%+0.8%after close
2026-04-20+0.8%+0.0%-1.4%during mkt
2026-01-08-1.7%+0.0%+2.6%after close
2025-10-13+0.6%-0.1%-2.5%during mkt
2025-07-22+2.6%+0.0%-6.0%after close
2025-04-21+0.5%+0.0%-2.4%during mkt
2025-01-31+3.6%+1.1%+1.6%after close
2024-11-12-0.2%-3.8%-1.1%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