Event
Quarter end (Q3 2026) — 18 September 2026
Fri 18 Sep 2026 · IN · Quarter
when
settled
18 Sep 2026
past cases
76
of this class, on NIFTY
typical move
0.61%
on the day, either way
the market is asking
—
settled — see below
What this is
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
going into the last 47 of these, the option market was asking about 1.9% by expiry and the market travelled about 1.2% — the move was the larger of the two about 36 times in 100.
half of them landed between 0.22% and 1.15% either way
What events of this class have done
| index | typical move | the middle half | lean | over 1% | session after | past cases |
|---|---|---|---|---|---|---|
| NIFTY | 0.61% | 0.22 – 1.15% | +0.19% | 32 in 100 | 0.59% 75 cases | 76 |
| BANKNIFTY | 0.66% | 0.28 – 1.61% | +0.12% | 33 in 100 | 0.70% 75 cases | 76 |
| SENSEX | 0.58% | 0.23 – 1.25% | +0.13% | 28 in 100 | 0.54% 75 cases | 76 |
what past events of this class did, per index: a base rate with its n, never a forecast of direction
What happened
This event
| index | session | close | open | range | next session | five sessions on | was asked | travelled |
|---|---|---|---|---|---|---|---|---|
| BANKNIFTY | Fri 18 Sep | +0.54% | +0.21% | 0.5× normal | — | — | 1.9% 12d window | — |
| NIFTY | Fri 18 Sep | +0.33% | +0.28% | 0.4× normal | — | — | 1.0% 5d window | — |
| SENSEX | Fri 18 Sep | −0.03% | +0.35% | 0.0× normal | — | — | 200.0% 0d window | — |
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
| 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% |