Indian F&O data, and the evidence about what not to trade · educational
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YESBANK · Financial Services

Price
₹22.5
1M / 3M / 1Y
-1.0% / +1.4% / +6.4%
20d realized vol
22%
Traded value (60d med)
₹131 cr
Delivery % (20d avg)
51%
Days in F&O ban since 2020
35
Futures OI / 1d change
991.6M / +3.3M
PCR / basis
0.71 / +0.36%
ATM implied vol
21% (vs 22% realized)

📜 Results-day history

Typical move 2.2% · up on the day 41% of 27 events · moved 4%+ in 11% · worst -5.5% / best +6.0%

Reaction dayMoveOpen gapNext 5dAnnounced
2026-07-17-0.6%+0.0%-2.8%after close
2026-04-17+1.2%+0.6%-1.7%during mkt
2026-01-16+2.2%+0.2%-10.8%after close
2025-10-17-3.8%+0.0%+1.9%after close
2025-07-18+0.1%+0.3%-2.8%after close
2025-04-16+2.0%+0.5%+3.1%after close
2025-01-17-0.2%-0.1%-0.1%after close
2024-10-28+6.0%+5.0%-1.0%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