Indian F&O data, and the evidence about what not to trade · educational
TATAELXSI · Information Technology
1M / 3M / 1Y
-8.3% / -12.9% / -39.0%
Traded value (60d med)
₹94 cr
Days in F&O ban since 2020
1
Futures OI / 1d change
2.0M / -0.0M
ATM implied vol
29% (vs 21% realized)
📜 Results-day history
Typical move 2.3% · up on the day 38% of 26 events · moved 4%+ in 35% · worst -6.8% / best +13.6%
| Reaction day | Move | Open gap | Next 5d | Announced |
|---|
| 2026-07-15 | -4.8% | -4.4% | -3.2% | after close |
| 2026-04-16 | +1.2% | +1.1% | -7.8% | after close |
| 2026-01-14 | -5.0% | -1.6% | -2.9% | after close |
| 2025-10-10 | -3.0% | -0.4% | -0.7% | after close |
| 2025-07-09 | -0.3% | +0.0% | +2.6% | during mkt |
| 2025-04-16 | -0.0% | +0.3% | +20.1% | during mkt |
| 2025-01-10 | -6.8% | -7.6% | +3.5% | after close |
| 2024-10-11 | -1.1% | +0.5% | -4.5% | 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.