Indian F&O data, and the evidence about what not to trade · educational
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TATAPOWER · Power

Price
₹365.6
1M / 3M / 1Y
-4.3% / -6.3% / -7.8%
20d realized vol
22%
Traded value (60d med)
₹155 cr
Delivery % (20d avg)
51%
Days in F&O ban since 2020
7
Futures OI / 1d change
68.8M / -0.1M
PCR / basis
0.82 / +0.21%
ATM implied vol
18% (vs 21% realized)

📜 Results-day history

Typical move 1.6% · up on the day 38% of 26 events · moved 4%+ in 15% · worst -7.8% / best +5.9%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-28-1.6%+1.2%+2.3%after close
2026-04-30-1.5%-0.3%-1.2%after close
2026-01-29+3.2%+0.7%-0.5%during mkt
2025-10-29+3.0%+0.1%-2.5%after close
2025-07-25-1.3%-0.2%-1.5%after close
2025-04-29-0.4%+0.0%-4.1%after close
2025-02-05+1.1%+1.2%-4.9%after close
2024-10-31+3.1%+0.8%+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