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

Price
₹4,960.0
1M / 3M / 1Y
+0.7% / +8.5% / +36.7%
20d realized vol
21%
Traded value (60d med)
₹195 cr
Delivery % (20d avg)
61%
Days in F&O ban since 2020
0
Futures OI / 1d change
2.9M / -0.0M
PCR / basis
0.64 / +0.64%
ATM implied vol
20% (vs 21% realized)

📜 Results-day history

Typical move 1.6% · up on the day 52% of 27 events · moved 4%+ in 30% · worst -6.9% / best +10.1%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-15+0.9%+0.0%+0.3%after close
2026-04-27+2.5%+0.2%+0.8%during mkt
2026-01-22+1.0%+0.0%-2.2%after close
2025-10-16+0.0%+0.1%+2.3%after close
2025-07-21+0.1%+0.0%+2.8%during mkt
2025-04-30-0.0%+0.0%-4.1%after close
2025-01-24-0.5%+0.2%+0.6%during mkt
2024-10-28-3.4%+0.1%-3.5%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