F&O stocks Delivery Spike Stocks Today
At a glance Wed, 28 Oct 2026 · end of day. It describes the session; it does not call the next one.
F&O stocks on 28 Oct 2026. Biggest delivery spike: PGEL, 4.2 times its 20-day average delivery quantity (price +7.16%).
Delivery spikes Delivery ×: shares taken for delivery today divided by the average of the previous 20 sessions (adjusted for splits). Delivery %: delivered share of the traded quantity.
| # | Stock | Delivery × | Delivery qty | 20D avg | Delivery % | Change |
|---|---|---|---|---|---|---|
| 1 | PGEL PG Electroplast Ltd. | 4.2× | 18.0 L | 4.3 L | 14.6% | +7.16% |
| 2 | PATANJALI Patanjali Foods Ltd. | 3.9× | 46.4 L | 12.0 L | 32.9% | +6.22% |
| 3 | KAYNES Kaynes Technology India Ltd. | 3.2× | 5.7 L | 1.8 L | 23.2% | -6.28% |
| 4 | AMBUJACEM Ambuja Cements Ltd. | 3.0× | 41.1 L | 13.9 L | 47.7% | +0.69% |
| 5 | VOLTAS Voltas Ltd. | 2.9× | 10.2 L | 3.5 L | 32.0% | +6.94% |
| 6 | LT Larsen & Toubro Ltd. | 2.8× | 31.4 L | 11.1 L | 50.9% | +3.72% |
| 7 | BAJAJ-AUTO Bajaj Auto Ltd. | 2.7× | 4.0 L | 1.5 L | 41.5% | +0.91% |
| 8 | MAZDOCK Mazagoan Dock Shipbuilders Ltd. | 2.7× | 5.9 L | 2.2 L | 22.9% | -1.21% |
| 9 | MAXHEALTH Max Healthcare Institute Ltd. | 2.6× | 54.2 L | 20.5 L | 75.5% | +0.77% |
| 10 | WAAREEENER Waaree Energies Ltd. | 2.5× | 7.5 L | 3.0 L | 25.2% | -1.63% |
| 11 | NAVINFLUOR Navin Fluorine International Ltd. | 2.4× | 1.5 L | 62.8 K | 44.5% | +2.99% |
| 12 | CUB City Union Bank Ltd. | 2.3× | 25.4 L | 11.0 L | 24.6% | +0.88% |
| 13 | DMART Avenue Supermarts Ltd. | 2.0× | 7.4 L | 3.6 L | 56.0% | -2.07% |
| 14 | AUBANK AU Small Finance Bank Ltd. | 2.0× | 21.5 L | 10.5 L | 55.3% | +3.67% |
| 15 | SONACOMS Sona BLW Precision Forgings Ltd. | 2.0× | 27.1 L | 13.6 L | 43.3% | +3.24% |
| 16 | RADICO Radico Khaitan Ltd | 2.0× | 3.8 L | 1.9 L | 49.8% | -3.61% |
| 17 | UPL UPL Ltd. | 2.0× | 22.0 L | 11.1 L | 47.3% | +3.35% |
| 18 | OFSS Oracle Financial Services Software Ltd. | 2.0× | 1.7 L | 85.0 K | 51.3% | +0.58% |
| 19 | GODREJPROP Godrej Properties Ltd. | 1.9× | 4.3 L | 2.2 L | 59.1% | +0.09% |
| 20 | TATACONSUM Tata Consumer Products Ltd. | 1.9× | 17.9 L | 9.4 L | 57.1% | +0.02% |
| 21 | BHARTIARTL Bharti Airtel Ltd. | 1.9× | 1.10 Cr | 58.8 L | 75.8% | -1.55% |
| 22 | KFINTECH Kfin Technologies Ltd. | 1.8× | 6.4 L | 3.5 L | 45.9% | -1.69% |
| 23 | NAUKRI Info Edge (India) Ltd. | 1.8× | 13.0 L | 7.2 L | 35.4% | -2.16% |
| 24 | SYRMA Syrma SGS Technology Ltd. | 1.7× | 7.2 L | 4.3 L | 34.5% | +2.86% |
| 25 | MARUTI Maruti Suzuki India Ltd. | 1.6× | 4.2 L | 2.6 L | 45.0% | +1.13% |
Delivery spikes by session Top: NIFTY 50 candles with EMA 20 / 50 / 100 / 200. Bottom: the measure you pick, with its 20-session average in black.
What our backtest found NSE bhavcopy and delivery files, 2 Jan 2023 - 9 Oct 2026; returns against the average liquid NSE stock
All NSE stocks in series EQ with at least Rs 1 crore traded that day, 2 Jan 2023 to 9 Oct 2026. Each figure: the stock's return from the signal day's close minus the equal-weight average of all liquid NSE stocks over the same days. "Beat" = share of cases with a positive excess return. Prices adjusted for splits and bonuses. Spike: delivery quantity at least 3 times its average of the previous 20 sessions.
| Signal | Cases | Next 5 days: avg / median / beat | Next 20 days: avg / median / beat | Verdict |
|---|---|---|---|---|
| 3x delivery and price up 2% or more | 41,118 | -0.38% / -1.47% / 40% | -0.55% / -2.75% / 40% | No edge |
| 3x delivery and price down 2% or more | 13,126 | -0.35% / -0.69% / 44% | -0.33% / -1.49% / 44% | No edge |
| 3x delivery, price within 2% | 18,175 | -0.03% / -0.48% / 46% | +0.15% / -1.04% / 45% | No edge |
Delivery quantity: shares marked for delivery in NSE's security-wise delivery file (BE and BZ trades always settle by delivery). Delivery spike: delivery quantity divided by its average of the previous 20 sessions, adjusted for splits and bonuses. Stocks need 20 sessions of history and Rs 0.1 crore of turnover. For education only; not investment advice.
What Delivery Spike Shows
Delivery quantity
When you buy shares and keep them past the day, they are delivered to your demat account. NSE publishes, for every stock, how many of the day's traded shares were settled by delivery. Intraday trades that are squared off the same day are not counted.
Delivery spike
Stocks of F&O stocks whose delivery quantity today was many times its average of the previous 20 sessions. A spike means many more shares changed owners than usual, which often comes with results, block trades, index changes or other news.
Delivery %
Delivered shares as a share of all traded shares. A high delivery % means most of the day's trading was by people taking or giving delivery, not by intraday traders. Switch the list to "Highest delivery %" to see the most delivery-heavy liquid stocks.
Price up or down
Delivery shows that shares changed hands, not who was keener. A spike with a rising price had more urgent buyers; with a falling price, more urgent sellers. Filter by direction to see each group.
How We Calculate It
Data
NSE's official security-wise delivery file (sec_bhavdata_full) and capital-market bhavcopy for every session since January 2023. The 20-day average leaves out the current session and is rescaled after splits and bonuses.
Market delivery %
The chart can also show the delivery share of the whole market, value-weighted across all NSE stocks.
What Our Backtest Found
Spike with a rise
In 41,118 cases from January 2023 to October 2026 where a liquid stock had at least 3 times its normal delivery quantity and rose 2% or more, it beat the market over the next 20 sessions only 40% of the time (median -2.8%). Heavy delivery buying on an up day did not, on average, lead to further gains.
Spike with a fall or a flat day
Spikes on down days (13,126 cases) and flat days (18,175 cases) were close to the market average afterwards, with medians slightly below it. On our data, delivery spikes describe a change of owners, not a direction.
How to use it
Use the list to see where investors, not only intraday traders, were active, and check the news behind it. For education only, not a buy or sell call.
Delivery Spike: Frequently Asked Questions
Which stocks have the highest delivery today?
The list above ranks F&O stocks by delivery quantity against their own 20-day average for the latest session. Switch to "Highest delivery %" for the liquid stocks with the largest delivered share.
What is a good delivery percentage?
It depends on the stock: large, actively traded stocks often show 40% to 60%, while heavily traded intraday names can be much lower. Compare a stock with its own history rather than with a fixed number.
Is high delivery a buy signal?
No. On our NSE data, stocks with a delivery spike and a price rise did not go on to beat the market on average. Delivery shows who traded, not what happens next.
When is the delivery data updated?
Every trading day after NSE publishes its delivery file in the evening.
More Market Pulse pages
Data: NSE end-of-day files (capital-market bhavcopy, delivery, index closes, price-band hits, F&O market activity, bulk / block / short-selling reports). This page explains how market participants commonly read this data. It is for education only and is not a recommendation to buy or sell any security.