Event
Quarter end (Q3 2026) — 30 September 2026
Wed 30 Sep 2026 · IN · Quarter
when
settled
30 Sep 2026
past cases
77
of this class, on NIFTY
typical move
0.61%
on the day, either way
the market is asking
—
settled — see below
What this is
as of Fri 16 Oct 15:30
This class of event has no written description on the desk yet. The measurements below are unaffected — they are computed from the archive, not from the words.
What is priced, and what has followed
as of Fri 16 Oct 15:30
going into the last 75 of these, the option market was asking about 2.2% by expiry and the market travelled about 1.7% — the move was the larger of the two about 43 times in 100.
half of them landed between 0.22% and 1.18% either way
What events of this class have done
as of Fri 16 Oct 15:30
| index | typical move | the middle half | lean | over 1% | session after | past cases |
|---|---|---|---|---|---|---|
| NIFTY | 0.61% | 0.22 – 1.18% | +0.18% | 32 in 100 | 0.59% 76 cases | 77 |
| BANKNIFTY | 0.69% | 0.30 – 1.59% | +0.13% | 32 in 100 | 0.70% 76 cases | 77 |
| SENSEX | 0.59% | 0.23 – 1.25% | +0.13% | 29 in 100 | 0.55% 76 cases | 77 |
what past events of this class did, per index: a base rate with its n, never a forecast of direction
What happened
This event
as of Fri 16 Oct 15:30
| index | session | close | open | range | next session | five sessions on | was asked | travelled |
|---|---|---|---|---|---|---|---|---|
| BANKNIFTY | Wed 30 Sep | +0.69% | −0.15% | 0.6× normal | −0.33% | −0.22% | 3.3% 28d window | — |
| NIFTY | Wed 30 Sep | −0.42% | −0.23% | 0.5× normal | −0.88% | −1.72% | 1.4% 7d window | 0.3% |
| SENSEX | Wed 30 Sep | −0.07% | −0.12% | 0.1× normal | −0.79% | −1.22% | 1.0% 2d window | 0.9% |
what was asked and what it travelled span the same window — from the close the quote was read at to that quote’s own expiry
The cases behind the numbers above
as of Fri 16 Oct 15:30
| date | index | close | next session | was asked | travelled |
|---|---|---|---|---|---|
| 30 Jun 2026 | BANKNIFTY | −0.32% | +0.85% | 0.8% | 0.3% |
| 30 Jun 2026 | NIFTY | −0.34% | +0.59% | 0.7% | 0.3% |
| 30 Jun 2026 | SENSEX | −0.33% | +0.58% | 1.2% | 1.0% |