Rollover: Get Derivative Rollover Data On Stcoks and Indices

INDEX

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
BANKNIFTY	56,095	0.4	5.92	149415	7.35	0.23
FINNIFTY	26,670	0.1	10.23	1560	2.33	0.22
MIDCPNIFTY	12,774	-0.14	-0.78	38500	1.72	0.32
NIFTY	24,852	-0.36	5.04	2593500	16.29	0.55
NIFTYNXT50	67,025	-0.6	11.86	1600	9.07	0.72

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
BSE	2,680	8.06	19.62	415875	3.52	0.11
MUTHOOTFIN	2,211	6.37	8.81	107250	1.73	0.63
NBCC	123.92	5.88	3.17	1105000	2.93	0.35
ETERNAL	241.52	5.43	21.61	3986700	1.22	0.32
GLENMARK	1,473.6	4.35	5.22	70125	0.82	0.57
UNIONBANK	147.98	4.28	11.79	960225	1.24	0.39
CANBK	115.15	3.52	4.73	4198500	1.73	0.6
PNB	106.42	3.27	6.17	8744000	3.81	0.65
PIDILITIND	3,131.2	2.99	5.39	20500	0.45	0.13
CUMMINSIND	3,276.1	2.91	0.6	54600	1.12	-0.17
BANKBARODA	251.93	2.85	5.66	1237275	1.53	0.68
MANAPPURAM	239.77	2.83	55.25	3552000	6.29	0.61
INDIANB	618.85	2.33	21.7	100000	1.42	-0.02
BANKINDIA	122.61	2.3	1.81	1227200	2.01	0.53
SBIN	819.45	2.23	10.76	2109750	2.21	0.55
CDSL	1,531.5	2.05	-0.25	1032650	7.4	-0.55
ANGELONE	3,031	1.75	6.12	173500	5.72	-0.36
INOXWIND	195	1.41	21.31	3228225	8.64	-1.9
IIFL	435.7	1.32	7.52	54450	0.54	0.41
PAYTM	891.7	0.95	-0.1	111650	0.38	0.91
INDHOTEL	774.85	0.93	1.75	415000	1.72	0.25
SBICARD	926.95	0.85	2.57	160800	1.25	0.36
LICI	959.05	0.85	9.27	478800	6.09	-0.7
HUDCO	242.8	0.7	9.7	666000	1.96	0.29
YESBANK	21.6	0.69	1.57	32997100	5.65	0.6
HDFCBANK	1,952.2	0.69	2.57	2144450	1.87	-0.42
MFSL	1,506	0.67	5.9	81600	1.48	0.13
ICICIGI	1,875.1	0.56	0.62	158925	2.38	0.77
LT	3,658	0.55	0.49	220325	1.37	0.68
POONAWALLA	405	0.44	-1.82	243100	1.79	-0.37
MCX	6,644	0.43	6.19	24750	1.51	0.63
IDFCFIRSTB	68.48	0.38	2.69	16574430	3.83	0.35
FEDERALBNK	202.87	0.31	0.12	1245000	1.93	0.45
PEL	1,098.15	0.3	-0.31	1123500	13.84	0.86
ZYDUSLIFE	932.25	0.3	1.75	405000	4.29	-0.5
DLF	800.75	0.24	-0.58	693000	2.07	0.03
ASTRAL	1,513	0.2	2.15	154700	2.54	0.68
DABUR	485.1	0.18	3.45	1500000	6.92	-0.32
ABCAPITAL	223	0.15	0.8	452600	0.76	0.76
MOTHERSON	152.99	0.15	12.25	2255000	1.69	0.66
BOSCHLTD	31,505	0.09	-0.94	4875	1.76	-0.96
LICHSGFIN	599	0.08	1.59	513000	2.11	0.55
INDIGO	5,364	0.07	3.02	88800	0.89	0.54
KOTAKBANK	2,092.9	0.01	5.64	436800	1.41	0.57
BAJAJFINSV	2,025	0	-0.19	182000	1.32	0.59
BRITANNIA	5,521.5	0	1.99	9875	0.28	0.39
DRREDDY	1,246.7	-0.03	4.79	185000	1.68	0.03
TORNTPHARM	3,172.2	-0.05	4.73	8000	0.27	0.92
ITC	420.3	-0.08	0.87	3145600	2.56	0.66
ATGL	684.5	-0.08	-0.46	105875	2.79	0.38
BHARTIARTL	1,870.9	-0.1	6.73	513950	1.03	0.44
RELIANCE	1,425.1	-0.16	1.95	2773000	2.62	0.67
PNBHOUSING	1,047.7	-0.17	0.86	33800	0.53	0.36
BAJFINANCE	9,198	-0.18	1.7	104400	1.01	0.71
TATATECH	761.6	-0.19	9.98	880800	7.46	0.44
LTF	172.06	-0.2	-1.47	2659352	4.33	-0.2
PAGEIND	46,515	-0.21	-0.2	555	0.3	-0.09
EICHERMOT	5,391.5	-0.23	2.59	51100	1.24	0.47
IEX	200.57	-0.28	3.8	1098750	2.61	0.56
NHPC	87.41	-0.28	10.74	1203200	1.23	0.99
DELHIVERY	361	-0.29	2.47	199200	1.66	-0.41
TVSMOTOR	2,811.9	-0.3	1.42	43050	0.49	0.13
SYNGENE	649.2	-0.31	1	179000	2.12	0.13
COALINDIA	399.7	-0.34	1.87	1534950	2.27	0.57
BIOCON	336.1	-0.4	0.88	620000	2.33	0.71
TATACONSUM	1,113.2	-0.4	1.9	151250	0.83	0.57
TIINDIA	3,056	-0.4	2.13	8600	0.4	0.88
BPCL	319.7	-0.43	0.78	677425	1.41	-0.09
GODREJPROP	2,244.1	-0.43	4.7	74800	0.92	0.67
INFY	1,566.2	-0.45	3.14	950400	1.54	0.69
UNITDSPR	1,527.1	-0.46	2.2	44400	0.39	0.68
CHOLAFIN	1,608.7	-0.47	-0.24	54375	0.47	0.11
IRB	51.5	-0.48	0.34	1821300	2.08	0.4
HDFCLIFE	780.05	-0.51	2.43	330000	0.92	0.46
CAMS	3,974	-0.53	4.58	47400	3.09	-0.15
TRENT	5,662	-0.54	1.57	91800	1.77	0.65
DIVISLAB	6,647	-0.54	2.62	44600	1.51	0.34
HAL	5,001.3	-0.56	2.1	304650	3.32	0.63
AUBANK	697.85	-0.56	-1.21	496000	2.3	-0.02
WIPRO	249.4	-0.62	2.63	2970000	3.65	0.38
OFSS	8,498	-0.63	1.35	11100	1.62	0.48
CONCOR	780.95	-0.64	2.92	461000	2.83	0.53
BEL	387	-0.65	1.31	3847500	3.71	0.6
TATAELXSI	6,346.5	-0.65	-0.53	23000	1.29	-0.07
MARUTI	12,329	-0.66	3.69	36450	1.2	0.47
ULTRACEMCO	11,240	-0.67	1.38	35450	1.02	0.39
MARICO	722.4	-0.68	0.78	62400	0.33	-0.02
MPHASIS	2,564.9	-0.68	0.88	39050	0.8	0.76
HINDUNILVR	2,336.9	-0.68	2.67	397500	2.36	0.68
ADANIPORTS	1,430.7	-0.68	2.71	394725	1.74	0.71
ADANIGREEN	1,019.5	-0.69	0.45	229800	1.48	0.99
JIOFIN	287.8	-0.7	1.23	4855100	4.94	0.72
BANDHANBNK	170.86	-0.7	2.11	2952000	3.62	0.43
ICICIBANK	1,454.9	-0.71	2.28	1369200	1.36	0.41
KALYANKJIL	564.2	-0.73	1.21	149225	1.3	-0.01
SHREECEM	29,795	-0.73	4.25	1450	0.51	-0.05
SONACOMS	536.4	-0.74	3.69	141750	0.7	-1.39
ICICIPRULI	665.85	-0.76	0.58	72150	0.47	0.6
AXISBANK	1,200.3	-0.79	2.96	677500	1.11	0.44
DMART	4,035	-0.8	0.56	45300	1.34	0.32
TATACHEM	878.7	-0.81	1.53	226850	2.55	0.77
CIPLA	1,471.9	-0.82	2.82	643500	4.97	-0.65
BALKRISIND	2,482	-0.83	1.52	38700	1.54	0.32
SAIL	129.86	-0.83	0.37	3398100	2.32	0.56
APOLLOHOSP	6,911.5	-0.83	7.08	30625	1.01	0.81
HEROMOTOCO	4,332.7	-0.85	4.23	148500	3.4	-0.77
LAURUSLABS	613	-0.87	1.32	268600	1.34	0.48
POLYCAB	5,975.5	-0.88	2.97	281750	12.3	0.45
SBILIFE	1,818.7	-0.89	0.61	73125	0.76	0.81
TITAN	3,569.1	-0.92	0.73	991375	8.92	0.56
DIXON	14,773	-0.93	2.35	65650	4.02	0.43
IOC	143	-0.93	8.19	2730000	2.83	0.45
NESTLEIND	2,409	-0.94	-0.03	120750	1.17	0.23
COFORGE	8,583	-0.98	0.65	22200	0.84	0.38
VOLTAS	1,250.6	-0.99	7.91	295875	2.29	0.59
TATAMOTORS	715.85	-1.03	1.31	3029600	3.88	0.67
HINDPETRO	412.9	-1.04	1.84	309825	0.74	0.5
EXIDEIND	387.4	-1.04	-0.93	952200	4.68	0.28
SRF	2,881.9	-1.05	4.54	49800	0.73	0.74
INDUSINDBK	820.4	-1.05	-0.23	1091300	2.87	0.56
POWERGRID	291.2	-1.07	2.07	1552300	1.7	0.75
PERSISTENT	5,648	-1.07	4.47	34500	1.44	0.51
TCS	3,449.9	-1.08	2.33	484575	2.56	0.41
GAIL	191	-1.08	3.71	1329300	1.43	0.48
LUPIN	1,963.1	-1.08	0.34	181050	1.86	0.14
ADANIENT	2,529.8	-1.09	1.1	196200	1.14	0.75
GRANULES	533	-1.1	2.58	88150	0.65	0.15
KPITTECH	1,340	-1.11	0.28	42800	1.65	0.32
IRFC	138.11	-1.12	1.11	5129750	8.04	-0.44
MAXHEALTH	1,131.2	-1.12	1.5	52500	0.46	0.88
RBLBANK	214.99	-1.13	6.57	708025	1.02	0.21
UPL	628	-1.14	2.38	723570	2.16	0.07
CYIENT	1,336.6	-1.16	-0.86	36125	1.43	0.83
HFCL	87.98	-1.16	-0.62	2986350	4.26	0.96
GODREJCP	1,236.8	-1.19	-0.51	23500	0.27	0.76
M&MFIN	261.8	-1.22	3.22	476992	1.45	0.24
HDFCAMC	4,815.5	-1.24	4.49	14250	0.57	0.65
COLPAL	2,469.1	-1.25	4.54	88200	1.81	0.14
LTIM	5,100	-1.26	0.23	30000	1.22	0.4
NYKAA	199.49	-1.28	95.26	534375	0.85	-0.39
BHARATFORG	1,246.5	-1.33	1.6	270000	2.29	-0.02
ABB	5,998	-1.34	1.81	26500	1.06	0.49
AMBUJACEM	554.35	-1.37	1.69	311850	1.03	0.71
APLAPOLLO	1,811.5	-1.38	1.59	41650	1.32	0.32
TATAPOWER	392.05	-1.4	1.9	1709550	2.2	0.75
VBL	478.3	-1.42	1.57	986050	2.44	0.67
GRASIM	2,552	-1.43	1.83	90500	0.75	0.95
M&M	2,983.3	-1.45	2.75	268400	1.24	-0.07
SUNPHARMA	1,683.7	-1.45	2.54	252700	1.48	0.27
PRESTIGE	1,489.2	-1.5	2.12	15750	0.34	-0.69
JSWSTEEL	997.7	-1.51	0.6	270000	0.77	0.38
TATASTEEL	161.8	-1.53	0.7	4180000	2.22	0.67
ASIANPAINT	2,254.2	-1.55	7.21	442000	3.1	0.7
IREDA	169.8	-1.57	2.04	4502250	10.79	-1.29
RECLTD	404.45	-1.61	2.23	7197375	10.29	0.21
SOLARINDS	16,104	-1.62	-0.06	26850	3.77	0.95
KEI	3,614.6	-1.64	5.05	11200	1.32	0.53
HAVELLS	1,534.7	-1.65	1.7	112000	1.36	0.47
NTPC	335.7	-1.71	1.7	2518500	2.21	0.71
PFC	406.35	-1.75	5.07	1794000	3.19	0.44
TECHM	1,578.2	-1.76	4.83	181200	1.28	0.73
CROMPTON	354.25	-1.77	-0.06	441000	1.22	-0.43
HINDCOPPER	248.63	-1.79	-0.08	734050	2.07	0.45
NATIONALUM	181.49	-1.82	4.94	1725000	2.86	0.63
NMDC	71.4	-1.82	3.77	6169500	2.69	0.56
POLICYBZR	1,763.8	-1.86	-0.14	26250	0.45	0.59
HCLTECH	1,640.8	-1.86	4.7	321300	1.96	0.01
HINDZINC	459.4	-1.86	4.76	180075	2.26	0.34
ONGC	240.24	-1.87	0.56	2243250	1.8	0.73
DALBHARAT	2,021.1	-1.91	1.52	26650	0.98	0.64
TATACOMM	1,650.2	-1.93	1.97	1803550	35.54	0.71
ADANIENSOL	870.65	-1.94	1.64	106650	0.85	0.76
JUBLFOOD	659.95	-1.99	2.81	200000	1.13	0.42
SHRIRAMFIN	643.3	-1.99	4.7	611325	1.71	0.24
PIIND	3,804.3	-2.03	3.2	18200	1.11	1.12
ACC	1,880.7	-2.06	5.97	152400	3.14	0.76
OBEROIRLTY	1,713.2	-2.11	12.33	75950	1.69	-0.35
SIEMENS	3,280	-2.13	-0.81	28250	1.22	0.3
NAUKRI	1,424	-2.19	4.11	65625	0.74	0.66
INDUSTOWER	384.35	-2.2	3.2	683400	1.01	0.74
PETRONET	309	-2.21	3.74	318600	0.93	-0.3
AUROPHARMA	1,153.9	-2.26	2.33	141900	0.85	0.7
CGPOWER	686	-2.31	4.29	84150	0.79	0.58
ASHOKLEY	236.57	-2.32	3.09	1085000	2.31	0.32
ABFRL	86.2	-2.32	12.52	1684800	5.51	0.69
BHEL	261.74	-2.33	5.35	1414875	2.04	0.71
BAJAJ-AUTO	8,653.5	-2.48	20.32	333300	10.78	0.46
TORNTPOWER	1,368.6	-2.48	5.9	30000	1.15	0.94
IRCTC	760.15	-2.5	5.66	1086750	5.77	0.65
LODHA	1,430.3	-2.5	1.68	38250	0.6	0.04
SUPREMEIND	4,128.5	-2.54	4.23	15400	1.09	1.3
HINDALCO	637.55	-2.58	4.48	1064000	1.98	0.61
AARTIIND	470.2	-2.64	-0.31	459775	3.88	0.48
NCC	231.7	-2.67	12.71	375300	2.57	0.61
JINDALSTEL	952.25	-2.73	3.81	82500	0.57	0.49
JSWENERGY	488.05	-2.87	2.39	253000	0.82	0.8
GMRAIRPORT	84.48	-2.99	2.14	4645350	2.59	0.76
PHOENIXLTD	1,539.1	-3.12	4.05	12250	0.42	0.89
CESC	163.72	-3.29	2.63	253750	1.4	0.38
TITAGARH	878	-3.29	9.29	156600	3.32	-0.34
IGL	207.99	-3.47	3.33	1031250	6.08	0.02
IDEA	6.94	-3.61	-99.4	163106000	86.63	0.86
PATANJALI	1,688.3	-3.88	6.08	49500	0.77	0.6
VEDL	436.5	-3.88	3.86	1394950	1.75	0.66
ALKEM	4,980	-4.1	13.72	15625	1.33	-0.93
MGL	1,331.4	-4.1	22.87	47600	1.54	0.63
OIL	427.05	-4.36	9.27	121800	0.9	0.63
JSL	643.75	-4.48	0.75	43350	0.67	0.2
BSOFT	401.9	-5.04	10.44	878800	6.95	-0.07
CHAMBLFERT	552.65	-6.36	19.55	509200	4.34	0.53
SJVN	95.5	-6.51	16.55	2179625	5.94	-0.2

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
IEX	200.55	200.57	0.01%
OIL	427.00	427.05	0.01%
GODREJPROP	2,243.80	2,244.10	0.01%
UPL	627.90	628.00	0.01%
JSWENERGY	487.95	488.05	0.02%

View All

IMPORTANT LINKS

Top Gainers/Losers

Top OI Gainers/Losers

Hot Stocks

PCR

Derivatives Trading Strategy

A derivatives trading strategy uses financial tools, including futures, options, and swaps, to hedge against potential risks or to speculate on the price action of an underlying asset—for instance, stocks, commodities, or currencies. Such strategies can be used either as hedging to mitigate exposure to market fluctuations or leverage to amplify potential gains, depending on the trader's perception of market outcomes and his appetite for risk.

Though derivatives could improve profit and manage risks effectively, they carry a huge potential for losses. This is where proper structuring of strategy and an adequate risk management plan becomes quite crucial for good trading.

Futures Trading Strategies

Those who trade future contracts will either buy (long trades) or sell (short trades). A few common future trading strategies are as follows:

Long Trades: The most common type of futures trading is a long trade. When you buy futures, you are essentially optimistic about the rise of the price of the underlying asset before the contract expires. The higher the price goes beyond the strike price or the agreed-upon rate between you and the seller, the more you can profit.
Short Trades: Short trades are selling futures. When one sells a futures contract, they expect the price of the underlying to decline before expiration. Short trades are riskier than long trades because losses can be massive if the price goes against you.
Bull Calendar Spread: In this futures trading strategy, the trader buys and sells futures contracts on one underlying asset but for different expiration dates. Generally speaking, a trader will go long on the near-term expiry and short on the long-term expiry. Investors, while pursuing this strategy, expect the spread to widen in favour of the long term, thereby increasing the profit margin.
Bear Calendar Spread: In this strategy of futures trading, a trader goes short on the short-term contract and long on the long-term contract. Investors preferring this strategy expect the spread to widen in favour of the short so as to make a higher profit.

Options Trading Strategies

Options have two types: call and put. A call option would give a trader the right to purchase an underlying asset at a predecided price in the future. The put option permits the trader to sell an underlying asset at a predecided price in the future. These are the most common trading strategies in options that traders use:

Buy Call: One of the most popular investments in options is the long call. This is common when the underlying asset and the agreed-upon rate are likely to go up before the contract expires on its date. The faster the price of the underlying asset moves above the strike price, the quicker you profit. But if the price goes up on the last day for which the contracts will expire, you are bound to lose money.
Buy Put: You buy a put, hoping that the underlying asset goes down in the future or before expiration. The money will be made if the underlying asset goes down to below the strike price. If the rate goes up, your premium value becomes zero.
Covered Call Strategy: This is a strategy where you purchase an underlying asset in the spot market and let go of a call of the same asset. It is preferred by investors who have a neutral to bullish stance. The reward can be limited, but losses may be unlimited. Also, volatility might create further issues for a trader depending on this strategy to generate profits.
Married Put Strategy: This strategy is applied when a shareholder purchases a put option on the stocks they already have or that they will eventually buy. Investors who adopt this strategy reduce the potential decline in prices of a stock they believe in generally.

FAQs on Roll Over

What does rollover mean in derivatives?

Derivative rollover refers to the act of closing an existing contract position that is close to maturity and opening a new position in a longer-term contract. This helps maintain continuity in investment as one can continue holding positions without having to close or settle the original contract.

What is a rollover strategy?

A rollover strategy entails the transferring of positions from an expiring contract to a new one with a later expiration date. It helps maintain market exposure in futures and options markets. This is highly practical for traders since it enables them to avoid delivering the underlying asset while continuing to benefit from any price movement.

What is the difference between rollover and swap?

A rollover is an extension of the expiration date for a position, whereby a position is rolled over into a new contract. On the other hand, a swap refers to a financial agreement between parties to exchange cash flows or liabilities related to different currencies or interest rates. Rollovers extend open positions, while swaps manage risk or cash flows between parties.

What is the risk of rollover?

The first rollover risk is the cost of maintaining the position, including possible negative spread shifts between expiring and new contracts. In addition, during the rollover period, market volatility may create price mismatches. Hence, the total yield of the strategy is not too appealing.

Roll Over

INDEX

STOCKS

Arbitrage Opportunities

IMPORTANT LINKS

Derivatives Trading Strategy

Futures Trading Strategies

Options Trading Strategies

FAQs on Roll Over

What does rollover mean in derivatives?

What is a rollover strategy?

What is the difference between rollover and swap?

What is the risk of rollover?

IMPORTANT LINKS

ATTENTION INVESTORS

RISK DISCLOSURE ON DERIVATIVES