Indian F&O data, and the evidence about what not to trade · educational
SHRIRAMFIN · Financial Services
1M / 3M / 1Y
-9.6% / +16.1% / +62.5%
Traded value (60d med)
₹427 cr
Days in F&O ban since 2020
0
Futures OI / 1d change
27.6M / +0.1M
ATM implied vol
27% (vs 24% realized)
📜 Results-day history
Typical move 2.4% · up on the day 47% of 15 events · moved 4%+ in 33% · worst -5.9% / best +9.2%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-22 | -0.3% | -0.3% | -1.3% | during mkt |
| 2026-04-23 | -3.4% | +0.0% | -7.1% | after close |
| 2026-01-22 | +2.0% | +0.9% | +1.7% | after close |
| 2025-10-28 | +0.6% | -0.0% | +10.1% | after close |
| 2025-07-22 | -2.4% | +0.4% | -0.3% | during mkt |
| 2025-04-25 | -5.9% | +0.3% | -4.0% | after close |
| 2025-01-27 | -3.0% | -0.3% | +6.7% | after close |
| 2024-10-28 | +5.4% | +2.3% | -3.4% | 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.