Seasonality · NIFTY 50

NIFTY 50 on monthly F&O expiry.2000–2026, every event.

How NIFTY 50 moved on monthly f&o expiry: average +0.12%, up 55% of the time across 321 events (2000–2026), with the path 10 days before and after.

Average on the day
+0.12%
median +0.20%
Closed higher
55%
321 events
5 days later
+0.91%
higher 65% of the time
Typical size of the move
±0.86%
average absolute move

The average path, 10 days before to 10 days after

% change from the close before the event. The green line is the average, the dashed line the median, and the shaded band covers the middle half of all events.

-1.5%+0.0%+1.5%+3.0%-10-5Event+5+10
AverageMedianMiddle 50% of events

Every monthly expiry, year by year

Latest first. “10 days before” is the run-up into the event; “+5” and “+10 days” are measured from the close before the event.

DateEventOn the dayOpening gap10 days before+5 days+10 days
29 Sep 2026Sep 2026 expiry-0.28%-0.21%-2.64%-0.78%-0.69%
25 Aug 2026Aug 2026 expiry+0.48%-0.18%-1.48%-0.67%-2.41%
28 Jul 2026Jul 2026 expiry-0.04%-0.10%-0.89%+2.58%+1.98%
30 Jun 2026Jun 2026 expiry-0.34%+0.36%+1.37%+1.89%+0.44%
26 May 2026May 2026 expiry-0.49%-0.11%+0.91%-2.61%-3.40%
28 Apr 2026Apr 2026 expiry-0.40%-0.18%+0.18%+0.99%-2.82%
30 Mar 2026Mar 2026 expiry-2.14%-1.18%-3.47%+5.16%+6.03%
24 Feb 2026Feb 2026 expiry-1.12%-0.28%-0.60%-4.79%-7.18%
27 Jan 2026Jan 2026 expiry+0.51%+0.06%-3.20%+0.16%+3.27%
30 Dec 2025Dec 2025 expiry-0.01%-0.00%-0.40%+0.91%-0.81%
25 Nov 2025Nov 2025 expiry-0.29%+0.15%+1.51%+0.28%-0.46%
28 Oct 2025Oct 2025 expiry-0.11%-0.10%+2.69%-1.42%-0.35%
30 Sep 2025Sep 2025 expiry-0.10%+0.23%-1.73%+1.67%+2.80%
28 Aug 2025Aug 2025 expiry-0.85%-0.07%+0.52%+0.09%+1.19%
31 Jul 2025Jul 2025 expiry-0.35%-0.86%-1.42%-1.04%-0.90%
26 Jun 2025Jun 2025 expiry+1.21%+0.10%+0.41%+0.64%+0.44%
29 May 2025May 2025 expiry+0.33%+0.29%+0.35%-0.01%+0.55%
24 Apr 2025Apr 2025 expiry-0.34%-0.21%+6.22%+0.07%-1.32%
27 Mar 2025Mar 2025 expiry+0.45%-0.23%+4.40%-2.48%-0.67%
27 Feb 2025Feb 2025 expiry-0.01%+0.09%-2.27%-0.01%-0.67%
30 Jan 2025Jan 2025 expiry+0.37%+0.03%-0.22%+2.30%-0.51%
26 Dec 2024Dec 2024 expiry+0.10%+0.20%-3.59%+1.94%-0.85%
28 Nov 2024Nov 2024 expiry-1.49%-0.00%+0.55%+1.79%+1.13%
31 Oct 2024Oct 2024 expiry-0.56%+0.04%-2.52%-0.58%-3.32%
26 Sep 2024Sep 2024 expiry+0.81%+0.00%+4.36%-3.81%-4.00%
29 Aug 2024Aug 2024 expiry+0.40%-0.07%+3.78%+0.37%+1.34%
25 Jul 2024Jul 2024 expiry-0.03%-0.75%-0.08%+2.45%-1.21%
27 Jun 2024Jun 2024 expiry+0.74%+0.05%+2.60%+1.82%+1.87%
30 May 2024May 2024 expiry-0.95%-0.38%+2.27%+0.51%+3.06%
25 Apr 2024Apr 2024 expiry+0.75%-0.38%-1.16%+0.33%-1.55%
28 Mar 2024Mar 2024 expiry+0.92%+0.18%-0.95%+1.76%+0.67%
29 Feb 2024Feb 2024 expiry+0.14%-0.07%+0.51%+2.38%+0.89%
25 Jan 2024Jan 2024 expiry-0.47%+0.00%-0.76%+1.86%+1.53%
28 Dec 2023Dec 2023 expiry+0.57%+0.28%+3.58%+0.02%-0.04%
30 Nov 2023Nov 2023 expiry+0.18%+0.06%+3.36%+4.00%+5.40%
26 Oct 2023Oct 2023 expiry-1.39%-0.50%-2.88%+0.06%+1.43%
28 Sep 2023Sep 2023 expiry-0.98%+0.23%-1.38%-0.32%+0.18%
31 Aug 2023Aug 2023 expiry-0.48%+0.15%-0.60%+1.96%+3.91%
27 Jul 2023Jul 2023 expiry-0.60%+0.37%+2.03%-2.01%-1.19%
28 Jun 2023Jun 2023 expiry+0.82%+0.48%+0.54%+3.61%+3.17%
25 May 2023May 2023 expiry+0.20%-0.09%-0.16%+1.11%+1.91%
27 Apr 2023Apr 2023 expiry+0.57%-0.00%+0.52%+1.43%+2.81%
29 Mar 2023Mar 2023 expiry+0.76%+0.15%-0.54%+3.97%+4.18%
23 Feb 2023Feb 2023 expiry-0.25%+0.12%-1.78%-1.32%-0.81%
25 Jan 2023Jan 2023 expiry-1.25%-0.14%+1.14%-2.80%-1.24%
29 Dec 2022Dec 2022 expiry+0.38%-0.42%-2.88%-0.72%-1.46%
24 Nov 2022Nov 2022 expiry+1.19%+0.32%+0.61%+2.99%+1.87%
27 Oct 2022Oct 2022 expiry+0.46%+0.65%+3.96%+2.25%+3.93%
29 Sep 2022Sep 2022 expiry-0.24%+0.80%-6.36%+2.71%+1.94%
25 Aug 2022Aug 2022 expiry-0.47%+0.42%+0.46%-0.37%+1.30%
28 Jul 2022Jul 2022 expiry+1.73%+0.80%+4.23%+4.45%+6.35%
30 Jun 2022Jun 2022 expiry-0.12%-0.16%+0.68%+2.11%+0.88%
26 May 2022May 2022 expiry+0.90%+0.49%-0.87%+3.76%+2.82%
28 Apr 2022Apr 2022 expiry+1.21%+0.89%-3.60%-3.68%-7.37%
31 Mar 2022Mar 2022 expiry-0.19%+0.12%+5.01%+0.81%-1.85%
24 Feb 2022Feb 2022 expiry-4.78%-3.01%-2.29%-4.79%-2.54%
27 Jan 2022Jan 2022 expiry-0.97%-1.25%-4.31%+1.63%+1.90%
30 Dec 2021Dec 2021 expiry-0.06%-0.07%-0.05%+3.09%+6.07%
25 Nov 2021Nov 2021 expiry+0.70%+0.01%-3.49%-0.08%+0.58%
28 Oct 2021Oct 2021 expiry-1.94%-0.13%+1.22%-1.61%-0.59%
30 Sep 2021Sep 2021 expiry-0.53%+0.04%+1.10%+0.45%+3.54%
26 Aug 2021Aug 2021 expiry+0.01%-0.04%+2.18%+3.60%+4.42%
29 Jul 2021Jul 2021 expiry+0.44%+0.34%-0.65%+3.73%+4.17%
24 Jun 2021Jun 2021 expiry+0.66%+0.32%+0.33%-0.04%+0.26%
27 May 2021May 2021 expiry+0.24%+0.15%+3.03%+2.54%+2.85%
29 Apr 2021Apr 2021 expiry+0.20%+0.77%+3.87%-0.94%-1.26%
25 Mar 2021Mar 2021 expiry-1.54%+0.15%-3.64%+0.61%-1.64%
25 Feb 2021Feb 2021 expiry+0.77%+0.65%-0.82%+0.66%+0.33%
28 Jan 2021Jan 2021 expiry-1.07%-1.12%-4.09%+6.65%+8.63%
31 Dec 2020Dec 2020 expiry-0.00%-0.09%+3.05%+1.11%+4.39%
26 Nov 2020Nov 2020 expiry+1.00%+0.37%+0.86%+3.11%+5.10%
29 Oct 2020Oct 2020 expiry-0.50%-0.82%-2.02%+3.33%+8.19%
24 Sep 2020Sep 2020 expiry-2.93%-1.09%-1.30%+2.56%+7.03%
27 Aug 2020Aug 2020 expiry+0.08%+0.52%+2.13%-0.19%-0.87%
30 Jul 2020Jul 2020 expiry-0.90%+0.46%+5.51%-0.02%+0.87%
25 Jun 2020Jun 2020 expiry-0.16%-0.68%+1.87%+2.39%+4.93%
28 May 2020May 2020 expiry+1.88%+0.54%+1.29%+7.67%+6.30%
30 Apr 2020Apr 2020 expiry+3.21%+2.10%+7.04%-3.16%-4.36%
26 Mar 2020Mar 2020 expiry+3.89%+1.60%-20.47%-2.81%+7.30%
27 Feb 2020Feb 2020 expiry-0.39%-0.15%-3.55%-3.51%-14.76%
30 Jan 2020Jan 2020 expiry-0.77%+0.15%-1.73%-0.33%+0.59%
26 Dec 2019Dec 2019 expiry-0.72%-0.02%+3.02%+0.55%+0.01%
28 Nov 2019Nov 2019 expiry+0.42%+0.26%+2.20%-0.68%-1.07%
31 Oct 2019Oct 2019 expiry+0.28%+0.39%+3.64%+1.42%+0.43%
26 Sep 2019Sep 2019 expiry+1.15%+0.26%+3.67%-2.32%-0.87%
29 Aug 2019Aug 2019 expiry-0.89%-0.45%+1.10%-0.90%-0.39%
25 Jul 2019Jul 2019 expiry-0.17%+0.17%-1.98%-2.58%-2.12%
27 Jun 2019Jun 2019 expiry-0.05%+0.11%-0.49%+0.84%-2.23%
30 May 2019May 2019 expiry+0.71%+0.04%+6.31%+0.08%-0.32%
25 Apr 2019Apr 2019 expiry-0.72%+0.08%+1.05%-1.09%-4.93%
28 Mar 2019Mar 2019 expiry+1.09%+0.16%+1.27%+1.34%+1.33%
28 Feb 2019Feb 2019 expiry-0.13%+0.55%+0.12%+2.12%+5.74%
31 Jan 2019Jan 2019 expiry+1.68%+0.36%-2.19%+3.92%+0.88%
27 Dec 2018Dec 2018 expiry+0.47%+0.82%+1.71%-0.54%+0.86%
29 Nov 2018Nov 2018 expiry+1.21%+0.74%+1.38%-1.19%+0.58%
25 Oct 2018Oct 2018 expiry-0.98%-0.88%-0.74%+1.52%+3.52%
27 Sep 2018Sep 2018 expiry-0.69%+0.24%-3.36%-6.67%-5.26%
30 Aug 2018Aug 2018 expiry-0.13%+0.02%+2.96%-1.33%-1.51%
26 Jul 2018Jul 2018 expiry+0.32%+0.01%+1.68%+1.01%+3.04%
28 Jun 2018Jun 2018 expiry-0.77%-0.10%-1.71%+0.73%+3.30%
31 May 2018May 2018 expiry+1.15%+0.53%-1.18%+1.45%+1.82%
26 Apr 2018Apr 2018 expiry+0.45%+0.15%+1.47%+0.45%+2.23%
28 Mar 2018Mar 2018 expiry-0.69%-0.40%-2.33%+1.45%+2.91%
22 Feb 2018Feb 2018 expiry-0.14%-0.42%-0.96%+0.58%-1.64%
25 Jan 2018Jan 2018 expiry-0.15%+0.09%+4.27%-2.94%-5.69%
28 Dec 2017Dec 2017 expiry-0.12%+0.07%+2.45%+0.13%+1.53%
30 Nov 2017Nov 2017 expiry-1.30%-0.28%+2.40%-1.88%-1.05%
26 Oct 2017Oct 2017 expiry+0.47%-0.03%+2.78%+1.25%+0.13%
28 Sep 2017Sep 2017 expiry+0.34%+0.01%-3.41%+2.51%+4.43%
31 Aug 2017Aug 2017 expiry+0.34%+0.22%+0.92%+0.46%+2.05%
27 Jul 2017Jul 2017 expiry-0.00%+0.42%+2.08%-0.07%-2.00%
29 Jun 2017Jun 2017 expiry+0.14%+0.33%-1.20%+1.93%+4.22%
25 May 2017May 2017 expiry+1.59%+0.25%-0.50%+2.73%+3.06%
27 Apr 2017Apr 2017 expiry-0.10%+0.08%+1.24%-0.71%+0.52%
30 Mar 2017Mar 2017 expiry+0.33%-0.01%+0.65%+0.60%-0.05%
23 Feb 2017Feb 2017 expiry+0.14%+0.33%+1.80%-0.33%+0.09%
25 Jan 2017Jan 2017 expiry+1.50%+0.28%+2.26%+3.05%+3.57%
29 Dec 2016Dec 2016 expiry+0.86%-0.05%-1.80%+2.97%+4.63%
24 Nov 2016Nov 2016 expiry-0.84%-0.27%-5.97%+1.99%+2.66%
27 Oct 2016Oct 2016 expiry+0.00%-0.09%-1.07%-1.51%-1.04%
29 Sep 2016Sep 2016 expiry-1.76%+0.54%+0.21%-0.41%-2.57%
25 Aug 2016Aug 2016 expiry-0.67%+0.21%-0.32%+1.44%+2.50%
28 Jul 2016Jul 2016 expiry+0.59%+0.25%+1.13%-0.75%-0.27%
30 Jun 2016Jun 2016 expiry+1.02%+0.69%-0.03%+1.45%+4.11%
26 May 2016May 2016 expiry+1.70%+0.50%+1.10%+3.58%+3.39%
28 Apr 2016Apr 2016 expiry-1.66%-0.16%+5.62%-3.06%-1.00%
31 Mar 2016Mar 2016 expiry+0.04%-0.10%+2.61%-2.44%+2.32%
25 Feb 2016Feb 2016 expiry-0.69%+0.16%-2.73%+6.51%+7.00%
28 Jan 2016Jan 2016 expiry-0.18%-0.15%-0.97%-0.45%-6.20%
31 Dec 2015Dec 2015 expiry+0.63%+0.02%+2.54%-4.15%-4.55%
26 Nov 2015Nov 2015 expiry+0.67%+0.07%-1.06%+0.42%-1.89%
29 Oct 2015Oct 2015 expiry-0.73%+0.05%+0.49%-2.64%-5.00%
24 Sep 2015Sep 2015 expiry+0.29%-0.10%+2.05%+3.48%+3.79%
27 Aug 2015Aug 2015 expiry+2.02%+1.67%-6.68%+0.40%-0.05%
30 Jul 2015Jul 2015 expiry+0.56%+0.50%-1.75%+2.55%-0.23%
25 Jun 2015Jun 2015 expiry+0.44%-0.29%+2.91%+1.01%-0.39%
28 May 2015May 2015 expiry-0.19%+0.13%+1.20%-2.45%-4.43%
30 Apr 2015Apr 2015 expiry-0.71%-0.19%-5.83%-0.59%+0.27%
26 Mar 2015Mar 2015 expiry-2.21%-0.65%-1.94%+1.51%+3.55%
26 Feb 2015Feb 2015 expiry-0.95%+0.13%+2.35%+1.77%+0.10%
29 Jan 2015Jan 2015 expiry+0.43%-0.14%+7.41%-2.27%-2.27%
24 Dec 2014Dec 2014 expiry-1.12%+0.06%-0.88%+0.21%-0.39%
27 Nov 2014Nov 2014 expiry+0.22%+0.02%+1.10%+1.05%-2.16%
30 Oct 2014Oct 2014 expiry+0.97%-0.06%+2.62%+3.14%+4.21%
25 Sep 2014Sep 2014 expiry-1.13%+0.01%-1.13%-1.87%-1.73%
28 Aug 2014Aug 2014 expiry+0.23%+0.08%+2.70%+1.90%+2.14%
31 Jul 2014Jul 2014 expiry-0.90%-0.09%+3.52%-1.82%+0.00%
26 Jun 2014Jun 2014 expiry-1.00%-0.20%-0.76%+1.92%-0.02%
29 May 2014May 2014 expiry-1.28%-0.18%+3.11%+1.97%+4.37%
23 Apr 2014Apr 2014 expiry+0.37%+0.12%+1.18%-1.77%+0.64%
27 Mar 2014Mar 2014 expiry+0.61%+0.18%+1.30%+2.04%+2.65%
26 Feb 2014Feb 2014 expiry+0.62%+0.04%+2.27%+3.24%+4.73%
30 Jan 2014Jan 2014 expiry-0.76%-0.87%-3.17%-1.37%-1.95%
26 Dec 2013Dec 2013 expiry+0.17%+0.03%-1.02%-0.75%-1.60%
28 Nov 2013Nov 2013 expiry+0.57%+0.58%+0.65%+3.04%+2.97%
31 Oct 2013Oct 2013 expiry+0.76%-0.23%+2.67%-1.03%-3.13%
26 Sep 2013Sep 2013 expiry+0.14%-0.02%-0.66%+0.57%+3.79%
29 Aug 2013Aug 2013 expiry+2.35%+0.60%-7.27%+5.83%+10.70%
25 Jul 2013Jul 2013 expiry-1.39%-0.34%+2.99%-4.38%-7.09%
27 Jun 2013Jun 2013 expiry+1.68%+1.06%-2.98%+4.44%+6.20%
30 May 2013May 2013 expiry+0.32%-0.53%-0.69%-3.00%-6.64%
25 Apr 2013Apr 2013 expiry+1.36%+0.33%+5.30%+1.83%+4.42%
28 Mar 2013Mar 2013 expiry+0.73%+0.11%-4.61%-1.57%-2.00%
28 Feb 2013Feb 2013 expiry-1.79%+0.65%-2.29%+1.15%+1.93%
31 Jan 2013Jan 2013 expiry-0.35%-0.17%+0.90%-1.93%-2.62%
27 Dec 2012Dec 2012 expiry-0.60%+0.42%+0.12%+1.76%+1.07%
29 Nov 2012Nov 2012 expiry+1.70%+0.16%+0.77%+3.55%+2.17%
25 Oct 2012Oct 2012 expiry+0.24%-0.05%-0.23%-0.81%+0.83%
27 Sep 2012Sep 2012 expiry-0.25%+0.18%+5.07%+1.47%+0.22%
30 Aug 2012Aug 2012 expiry+0.52%-0.36%-1.12%-0.93%+2.71%
26 Jul 2012Jul 2012 expiry-1.30%+0.33%-3.71%+2.31%+4.18%
28 Jun 2012Jun 2012 expiry+0.14%+0.14%+0.40%+3.61%+1.82%
31 May 2012May 2012 expiry-0.54%-1.10%+1.90%+2.00%+2.10%
26 Apr 2012Apr 2012 expiry-0.25%+0.25%-0.48%-0.26%-4.54%
29 Mar 2012Mar 2012 expiry-0.31%-0.94%-4.93%+0.76%+0.61%
23 Feb 2012Feb 2012 expiry-0.40%-0.28%+3.19%-3.01%-5.17%
25 Jan 2012Jan 2012 expiry+0.60%+0.47%+5.73%+2.78%+5.56%
29 Dec 2011Dec 2011 expiry-1.27%-0.52%-1.21%+0.94%+3.30%
24 Nov 2011Nov 2011 expiry+1.06%+0.02%-11.02%+4.90%+3.40%
26 Oct 2011Oct 2011 expiry+0.20%+0.45%+4.37%+1.43%-0.83%
29 Sep 2011Sep 2011 expiry+1.41%-0.44%-1.33%-1.17%+3.77%
25 Aug 2011Aug 2011 expiry-1.01%+0.53%-3.63%+2.62%+1.18%
28 Jul 2011Jul 2011 expiry-1.06%-0.98%-0.69%-3.88%-7.36%
30 Jun 2011Jun 2011 expiry+0.84%+0.25%+2.81%+2.29%-0.01%
26 May 2011May 2011 expiry+1.19%+0.44%-3.88%+3.77%+3.22%
28 Apr 2011Apr 2011 expiry-0.83%+0.30%-0.14%-6.41%-5.96%
31 Mar 2011Mar 2011 expiry+0.80%+0.27%+5.02%+1.69%-1.01%
24 Feb 2011Feb 2011 expiry-3.21%-0.53%+3.50%+1.86%+0.15%
27 Jan 2011Jan 2011 expiry-1.46%+0.67%-1.16%-2.82%-8.12%
30 Dec 2010Dec 2010 expiry+0.68%+0.03%+1.96%-0.20%-5.09%
25 Nov 2010Nov 2010 expiry-1.13%+0.31%-6.92%+2.49%-1.69%
28 Oct 2010Oct 2010 expiry-0.41%+0.45%-3.55%+4.48%+3.02%
30 Sep 2010Sep 2010 expiry+0.65%+0.00%+2.22%+2.15%+3.11%
26 Aug 2010Aug 2010 expiry+0.28%-0.00%+0.77%+0.44%+3.25%
29 Jul 2010Jul 2010 expiry+0.21%+0.01%+0.21%+0.92%+0.35%
24 Jun 2010Jun 2010 expiry-0.05%+0.00%+6.46%-1.35%-0.49%
27 May 2010May 2010 expiry+1.74%-0.05%-4.64%+3.93%+3.28%
29 Apr 2010Apr 2010 expiry+0.74%-0.00%-2.02%-2.39%-0.70%
25 Mar 2010Mar 2010 expiry+0.67%+0.00%+2.43%+1.25%+2.61%
25 Feb 2010Feb 2010 expiry+0.02%+0.01%+1.38%+4.74%+5.73%
28 Jan 2010Jan 2010 expiry+0.29%+0.20%-6.86%-0.16%-1.98%
31 Dec 2009Dec 2009 expiry+0.61%+0.03%+1.25%+1.46%+1.60%
26 Nov 2009Nov 2009 expiry-2.01%+0.16%+2.08%+0.46%+0.52%
29 Oct 2009Oct 2009 expiry-1.57%-0.00%-5.71%-0.62%+3.58%
24 Sep 2009Sep 2009 expiry+0.33%+0.14%+3.43%+0.67%+1.70%
27 Aug 2009Aug 2009 expiry+0.16%-0.04%+5.01%-1.87%+2.96%
30 Jul 2009Jul 2009 expiry+1.28%-0.01%+6.61%+1.60%+2.03%
25 Jun 2009Jun 2009 expiry-1.19%+0.02%-7.78%+1.30%-4.94%
28 May 2009May 2009 expiry+1.43%+0.00%+17.63%+6.94%+8.46%
29 Apr 2009Apr 2009 expiry+3.32%+0.28%-0.60%+7.68%+9.20%
26 Mar 2009Mar 2009 expiry+3.28%-0.07%+15.98%+7.60%+16.75%
26 Feb 2009Feb 2009 expiry+0.84%-0.01%-5.86%-6.73%+0.53%
29 Jan 2009Jan 2009 expiry-0.90%-0.01%+3.81%-2.44%+1.53%
24 Dec 2008Dec 2008 expiry-1.74%-0.04%+6.63%+2.18%-3.22%
26 Nov 2008Nov 2008 expiry+3.70%-0.06%-15.70%+5.05%+10.07%
29 Oct 2008Oct 2008 expiry+0.46%+0.03%-23.70%+7.75%+4.68%
25 Sep 2008Sep 2008 expiry-1.22%+0.02%-5.43%-8.24%-16.11%
28 Aug 2008Aug 2008 expiry-1.82%-0.03%-5.71%+1.40%-1.48%
31 Jul 2008Jul 2008 expiry+0.45%+0.02%+13.02%+4.88%+2.72%
26 Jun 2008Jun 2008 expiry+1.49%-0.00%-5.99%-7.69%-2.13%
29 May 2008May 2008 expiry-1.69%+0.16%-0.80%-4.91%-7.71%
24 Apr 2008Apr 2008 expiry-0.46%+0.00%+5.49%+4.09%-0.80%
27 Mar 2008Mar 2008 expiry+0.03%-0.00%+0.59%-1.19%-1.98%
28 Feb 2008Feb 2008 expiry+0.32%-0.04%+6.88%-9.43%-9.92%
31 Jan 2008Jan 2008 expiry-0.58%+0.09%-12.94%-0.66%+0.67%
27 Dec 2007Dec 2007 expiry+0.18%-0.03%+1.85%+1.78%+1.42%
29 Nov 2007Nov 2007 expiry+0.30%+0.00%-5.40%+6.00%+7.84%
25 Oct 2007Oct 2007 expiry+1.32%+0.05%+1.01%+6.74%+3.69%
27 Sep 2007Sep 2007 expiry+1.22%+0.04%+9.87%+4.97%+9.87%
30 Aug 2007Aug 2007 expiry+1.22%+0.02%-0.25%+3.65%+3.89%
26 Jul 2007Jul 2007 expiry+0.68%+0.10%+4.59%-5.06%-4.04%
28 Jun 2007Jun 2007 expiry+0.42%-0.00%+3.67%+2.11%+4.27%
31 May 2007May 2007 expiry+1.09%+0.01%+1.89%-1.65%-1.87%
26 Apr 2007Apr 2007 expiry+0.25%+0.07%+7.89%-1.35%-0.79%
29 Mar 2007Mar 2007 expiry+0.98%-0.05%-0.25%-0.24%+4.15%
22 Feb 2007Feb 2007 expiry-1.37%+0.01%-2.38%-6.96%-8.17%
25 Jan 2007Jan 2007 expiry+1.41%+0.05%+6.22%+3.07%-0.77%
28 Dec 2006Dec 2006 expiry-0.09%-0.00%+6.92%+0.23%+1.97%
30 Nov 2006Nov 2006 expiry+0.67%+0.03%+1.34%+2.22%-2.17%
26 Oct 2006Oct 2006 expiry+0.55%-0.03%+2.42%+3.66%+3.80%
28 Sep 2006Sep 2006 expiry-0.21%+0.02%+3.61%-0.27%+2.70%
31 Aug 2006Aug 2006 expiry-0.48%-0.75%+2.21%+0.71%+1.20%
27 Jul 2006Jul 2006 expiry+1.48%-0.01%-2.68%+2.57%+4.82%
29 Jun 2006Jun 2006 expiry+0.56%+0.06%+6.51%+5.88%+6.31%
25 May 2006May 2006 expiry+1.99%-0.03%-17.01%-4.92%-12.56%
27 Apr 2006Apr 2006 expiry-1.34%-0.03%+2.22%+2.61%+4.09%
30 Mar 2006Mar 2006 expiry+1.93%+0.00%+4.97%+3.00%+4.89%
23 Feb 2006Feb 2006 expiry+0.37%+0.00%+1.02%+3.27%+2.57%
25 Jan 2006Jan 2006 expiry+1.11%+0.03%-0.07%+2.04%+4.11%
29 Dec 2005Dec 2005 expiry+1.00%-0.05%-0.37%+3.79%+2.02%
24 Nov 2005Nov 2005 expiry+1.01%+0.01%+4.65%+1.67%+3.24%
27 Oct 2005Oct 2005 expiry-2.31%+0.02%-6.99%+2.20%+6.24%
29 Sep 2005Sep 2005 expiry+0.51%+0.02%+4.24%-0.73%-4.37%
25 Aug 2005Aug 2005 expiry+1.38%+0.03%+0.16%+3.58%+5.72%
27 Jul 2005Jul 2005 expiry+0.69%+0.05%+3.71%+2.81%+3.38%
30 Jun 2005Jun 2005 expiry+1.32%-0.00%+2.96%-0.56%-0.30%
26 May 2005May 2005 expiry+1.51%-0.02%+2.92%+1.02%+3.35%
28 Apr 2005Apr 2005 expiry+0.30%+0.01%-4.42%+1.44%+2.98%
31 Mar 2005Mar 2005 expiry+2.10%+0.04%-6.35%+2.97%-1.88%
24 Feb 2005Feb 2005 expiry-0.09%+0.03%-0.62%+3.49%+5.36%
27 Jan 2005Jan 2005 expiry+1.20%+0.00%-2.53%+7.64%+6.81%
30 Dec 2004Dec 2004 expiry-0.47%+0.05%+2.02%-3.44%-5.56%
25 Nov 2004Nov 2004 expiry-0.16%+0.01%+2.44%+4.84%+3.41%
28 Oct 2004Oct 2004 expiry+0.91%+0.00%-1.32%+2.86%+4.86%
30 Sep 2004Sep 2004 expiry+1.02%+0.02%+2.66%+5.08%+3.87%
26 Aug 2004Aug 2004 expiry+0.94%+0.00%-1.60%+2.11%+3.34%
29 Jul 2004Jul 2004 expiry+1.54%+0.03%+4.69%+3.81%+0.82%
24 Jun 2004Jun 2004 expiry+1.70%-0.05%-6.60%+6.30%+4.98%
27 May 2004May 2004 expiry-0.78%-0.54%-6.56%-6.49%-3.38%
29 Apr 2004Apr 2004 expiry-0.42%+0.01%-3.30%+0.89%-5.45%
25 Mar 2004Mar 2004 expiry+0.73%-0.01%-8.25%+7.54%+9.54%
26 Feb 2004Feb 2004 expiry-1.18%+0.04%-5.54%+4.53%+1.42%
29 Jan 2004Jan 2004 expiry-1.05%-0.01%-5.12%-1.58%+2.71%
24 Dec 2003Dec 2003 expiry+1.60%+0.46%+6.23%+7.41%+10.57%
27 Nov 2003Nov 2003 expiry+1.89%+0.01%-2.19%+6.79%+8.08%
30 Oct 2003Oct 2003 expiry+1.23%+0.05%-3.68%+7.59%+5.44%
25 Sep 2003Sep 2003 expiry-1.08%-0.04%-2.66%+5.63%+11.01%
28 Aug 2003Aug 2003 expiry+0.06%-0.01%+8.55%+2.42%+4.69%
31 Jul 2003Jul 2003 expiry+0.24%+0.03%+1.22%+1.18%+5.47%
26 Jun 2003Jun 2003 expiry+0.88%+0.01%+5.99%+3.43%+5.03%
29 May 2003May 2003 expiry+1.19%+0.00%+4.06%+4.47%+6.11%
24 Apr 2003Apr 2003 expiry-0.48%+0.00%-9.43%+0.44%+0.39%
27 Mar 2003Mar 2003 expiry-1.10%+0.00%-0.07%-0.46%-5.09%
27 Feb 2003Feb 2003 expiry+0.31%-0.00%+0.16%-1.75%-4.76%
30 Jan 2003Jan 2003 expiry-0.25%-0.00%-4.41%+2.55%-0.12%
26 Dec 2002Dec 2002 expiry+0.90%+0.00%+2.00%+0.74%+1.14%
28 Nov 2002Nov 2002 expiry+1.80%+0.01%+7.42%+1.44%+4.45%
31 Oct 2002Oct 2002 expiry+1.46%-0.04%-3.68%+2.05%+5.61%
26 Sep 2002Sep 2002 expiry-0.02%+0.01%-2.88%-2.25%+0.10%
29 Aug 2002Aug 2002 expiry+0.16%+0.02%+0.99%+2.32%+0.64%
25 Jul 2002Jul 2002 expiry-0.25%+0.01%-6.31%-4.62%-5.03%
27 Jun 2002Jun 2002 expiry+0.42%+0.03%-4.45%+2.52%+1.19%
30 May 2002May 2002 expiry-0.91%-0.02%-5.97%+2.18%+3.96%
25 Apr 2002Apr 2002 expiry-1.47%+0.00%-2.45%-1.23%+0.52%
28 Mar 2002Mar 2002 expiry+0.55%+0.02%-2.36%+1.66%+2.06%
28 Feb 2002Feb 2002 expiry-3.96%+0.03%+4.77%+0.32%-2.50%
31 Jan 2002Jan 2002 expiry+0.74%+0.02%-2.10%+4.03%+7.73%
27 Dec 2001Dec 2001 expiry-1.38%-0.04%-7.26%+3.67%+6.18%
29 Nov 2001Nov 2001 expiry-0.34%-0.05%+6.50%+3.88%+1.59%
25 Oct 2001Oct 2001 expiry-0.81%+0.01%+5.41%+0.65%+1.30%
27 Sep 2001Sep 2001 expiry+1.87%-0.06%-11.05%+4.68%+9.92%
30 Aug 2001Aug 2001 expiry-0.31%+0.08%+0.42%-2.94%-8.97%
26 Jul 2001Jul 2001 expiry-1.01%-0.03%-1.79%+0.17%+0.61%
28 Jun 2001Jun 2001 expiry-0.19%-0.02%-2.91%-2.40%+0.86%
31 May 2001May 2001 expiry-0.82%-0.00%+2.29%-5.54%-5.50%
26 Apr 2001Apr 2001 expiry-1.00%+0.00%+4.74%-2.19%-1.29%
29 Mar 2001Mar 2001 expiry-0.92%-0.11%+1.00%-5.52%-13.40%
22 Feb 2001Feb 2001 expiry-1.09%-0.00%-0.05%-0.88%-8.42%
25 Jan 2001Jan 2001 expiry+0.30%+0.01%+6.11%+0.94%+2.91%
28 Dec 2000Dec 2000 expiry+1.68%+0.09%-7.88%+6.46%+4.24%
30 Nov 2000Nov 2000 expiry+0.27%+0.00%+1.42%+2.98%+6.69%
26 Oct 2000Oct 2000 expiry+0.20%-0.09%-1.50%+3.46%+7.27%
28 Sep 2000Sep 2000 expiry-2.02%-0.01%-11.24%-0.58%-8.96%
31 Aug 2000Aug 2000 expiry+1.32%+0.04%+1.81%+5.39%+3.00%
27 Jul 2000Jul 2000 expiry+1.50%-0.09%-14.03%+0.23%+0.74%
29 Jun 2000Jun 2000 expiry+1.52%+0.09%+2.40%+3.18%+3.58%
25 May 2000May 2000 expiry+0.95%+0.09%-9.33%+9.15%+18.43%
27 Apr 2000Apr 2000 expiry-1.34%+0.00%-10.97%-0.95%-10.67%
30 Mar 2000Mar 2000 expiry-0.56%-0.08%-0.16%-6.76%-2.54%
24 Feb 2000Feb 2000 expiry+2.10%+0.00%+0.40%+0.01%-2.96%
27 Jan 2000Jan 2000 expiry+1.10%+0.89%+0.88%+0.72%+7.87%

Questions

How does NIFTY 50 usually move on monthly F&O expiry?
Across 321 events from 2000 to 2026, NIFTY 50 moved +0.12% on average on the day (median +0.20%). It closed higher 55% of the time. The average size of the move, up or down, was 0.86%.
What happened in the days after?
Five trading days later, NIFTY 50 was +0.91% on average from the pre-event close, and higher 65% of the time.
What were the biggest moves?
The best day was 26 Mar 2020 (+3.89%); the worst was 24 Feb 2022 (-4.78%).

Historical statistics from daily closing prices (adjusted for bonuses and splits). Past patterns do not guarantee future results. This is information, not investment advice.

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