Event

Quarter end (Q4 2026) — 15 October 2026

Thu 15 Oct 2026 · IN · Quarter
when
settled
15 Oct 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
indextypical movethe middle halfleanover 1%session afterpast cases
NIFTY0.61%0.22 – 1.18%+0.18%32 in 1000.59%
76 cases
77
BANKNIFTY0.69%0.30 – 1.59%+0.13%32 in 1000.70%
76 cases
77
SENSEX0.59%0.23 – 1.25%+0.13%29 in 1000.55%
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
indexsessioncloseopenrangenext sessionfive sessions onwas askedtravelled
BANKNIFTYThu 15 Oct+0.89%+0.23%0.7× normal——2.2%
13d window
—
NIFTYThu 15 Oct+1.66%+0.21%1.4× normal——1.2%
5d window
—
SENSEXThu 15 Oct+2.11%+0.25%1.8× normal——0.7%
1d window
2.1%

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
datewhatindexclosenext sessionwas askedtravelled
30 Sep 2026Quarter end (Q3 2026)BANKNIFTY+0.69%−0.33%3.3%—
30 Sep 2026Quarter end (Q3 2026)NIFTY−0.42%−0.88%1.4%0.3%
30 Sep 2026Quarter end (Q3 2026)SENSEX−0.07%−0.79%1.0%0.9%
30 Jun 2026Quarter end (Q2 2026)BANKNIFTY−0.32%+0.85%0.8%0.3%
30 Jun 2026Quarter end (Q2 2026)NIFTY−0.34%+0.59%0.7%0.3%
30 Jun 2026Quarter end (Q2 2026)SENSEX−0.33%+0.58%1.2%1.0%

Also on this day

as of Fri 16 Oct 15:30