Indian F&O data, and the evidence about what not to trade · educational
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TATASTEEL · Metals & Mining

Price
₹184.2
1M / 3M / 1Y
-3.2% / -7.0% / +7.4%
20d realized vol
16%
Traded value (60d med)
₹441 cr
Delivery % (20d avg)
53%
Days in F&O ban since 2020
2
Futures OI / 1d change
260.8M / +1.4M
PCR / basis
0.59 / +0.59%
ATM implied vol
25% (vs 16% realized)

📜 Results-day history

Typical move 1.3% · up on the day 41% of 27 events · moved 4%+ in 15% · worst -5.8% / best +7.4%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-23-1.2%-0.3%+1.5%after close
2026-04-29+0.4%+0.5%-0.2%during mkt
2026-02-02-2.4%-4.0%+7.2%after close
2025-10-30-0.5%-0.4%-3.8%during mkt
2025-07-29+1.3%-0.9%-1.3%after close
2025-04-30-1.0%-0.0%+2.6%after close
2025-01-28+1.8%+0.0%+3.7%after close
2024-11-07-1.7%+1.6%-8.6%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