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Roll Over

Rollover is carrying forward a particular months futures positions to the next month. This is done by closing the existing futures portion of the current month and simultaneously taking a similar position in the subsequent series.

INDEX

Symbol
Future Price
Price Chg%
OL Chg%
Share Rolled
Rollover
RO Cost

25,865.1

-0.19

0.47

3301200

15.91

0.52

27,481.2

-0.25

5.02

4875

11.01

0.4

69,250.6

-0.35

-1.15

4625

19.43

0.83

57,894.6

-0.35

-1.89

421435

20.39

0.55

13,204.5

-0.4

0.3

179060

6.76

0.47

STOCKS

Symbol
Future Price
Price Chg%
OL Chg%
Share Rolled
Rollover
RO Cost

7,265

3

8.94

41550

10.69

0

54.06

1.65

-0.73

51936000

20.21

0.59

1,669.8

1.51

0.78

1795500

11.72

0.49

360.5

1.5

-0.26

13141000

14.07

0.61

2,167.8

1.34

1.58

1016500

5.24

0.62

9.07

1.22

-0.13

1366887900

20.89

0.55

148.98

1.13

-1.05

5395528

10.7

0.41

173.55

0.98

-1.79

3943100

3.91

0.25

77.18

0.83

-2.42

28954050

20.8

0.51

2,262

0.65

0.58

986400

18.26

-0.61

1,314.4

0.56

-0.1

202500

5.59

0.95

1,290

0.52

0.83

1321250

9.73

0.09

1,233.5

0.52

-0.11

7474375

9.21

0.51

1,446.6

0.42

-2.9

28190000

39.39

0.01

22.74

0.39

-0.49

226967800

22.01

0.57

339.9

0.38

-0.15

3588575

8.36

0.47

17,500

0.37

-0.04

3550

3.42

0.01

8,223

0.37

1.48

237400

24.55

-3.89

371.75

0.37

-0.8

22590450

25.48

0.6

1,151.7

0.35

-0.08

7055775

15.21

0.54

2,870

0.34

-0.06

786500

5.27

0.5

683.95

0.33

-0.61

2336800

19.94

0.25

459

0.32

-0.22

3215425

7.97

0.63

1,540.1

0.31

-0.54

252000

4.24

0.31

330.9

0.31

-0.32

10818500

25.68

-1.97

873.3

0.31

-0.11

1725100

10.92

0.57

172.86

0.28

-0.13

26614500

12.74

0.59

526.4

0.26

-0.44

3052000

7.84

0.5

507

0.25

-0.01

2908750

11.29

0.13

1,541

0.25

-0.9

748475

15.83

0.57

75.57

0.25

-0.59

43321500

14.47

0.56

3,890

0.23

0.78

1723400

10.44

0.46

130.26

0.22

-1.54

13764400

19.29

0.56

1,148.9

0.21

0.03

806000

15.83

-0.94

3,586.9

0.2

-0.02

109250

4.63

-0.04

924.8

0.18

-0.13

3974600

15.52

0.53

1,085

0.18

0.06

5480250

5.93

0.5

697.05

0.17

-0.28

4883175

9.54

0.13

1,036

0.16

-1.13

1943400

9.34

0.67

288.3

0.15

-0.28

5562000

10.47

0.6

1,532

0.11

0.02

256500

2.59

0.26

1,859.2

0.09

0

537375

6.56

0.52

3,606

0.08

-0.08

1466600

7.48

0.61

1,844.2

0.08

0.43

493875

7.09

0.65

1,756

0.08

-0.05

1861650

18.27

0.79

3,533

0.07

0.15

91875

4.87

0.33

1,430

0.06

0.36

2568000

17.25

-2.18

567.05

0.06

-0.39

4037250

9.71

0.52

14,109

0.05

-0.47

79725

8.78

0.62

1,096.75

0.05

0.08

749425

8.89

0.52

196.27

0.04

0.72

5532500

21.89

0.62

743.85

0.02

-0.05

2555300

7.52

0.71

1,124

0.02

-0.61

301050

11.74

-0.31

475.15

0.02

-0.23

6491750

6.6

0.49

3,827

0.02

-1.26

380850

16.1

0.27

1,470.2

0

-0.5

1988350

8.57

0.66

1,004.8

0

-0.11

24689500

11.75

0.56

390.4

-0.01

-0.69

7875900

11.01

0.38

1,448

-0.01

0.03

2731800

14.81

0.42

207.05

-0.01

-0.45

3313750

15.9

-0.18

1,176.6

-0.01

0.07

1001550

5.68

0.61

28,845

-0.01

0.01

18600

7.38

0.29

8,006

-0.01

0.04

146875

5.19

0.55

3,129

-0.03

-0.08

83600

4.22

0.35

226.5

-0.03

-0.19

9330000

10.84

0.26

1,485

-0.04

-0.13

832500

7.63

0.55

3,095.9

-0.04

0.06

205875

8.69

0.58

364.6

-0.05

-0.27

5610000

12.52

0.6

454.1

-0.05

0.2

2816775

5.32

0.7

16,085

-0.05

-1.4

306350

17.42

0.66

41,500

-0.06

0.01

47940

18.23

-1.49

573.85

-0.06

-0.32

4103000

12.8

0.62

6,080

-0.08

-0.11

62625

1.73

0.49

154.15

-0.09

-0.09

10374000

9.33

0.55

1,697

-0.09

-0.08

458850

9.53

0.49

8,598

-0.09

-0.42

225750

16.25

-0.97

4,854.9

-0.09

-0.42

1281450

12.95

0.5

135.49

-0.1

0.09

21215000

13.53

-1.68

288.8

-0.1

0.01

8103500

10.1

-0.72

3,743.9

-0.1

0.75

734475

6.11

0.67

906.2

-0.1

-0.54

10286250

11.44

0.58

416.95

-0.1

-0.9

18587700

16.08

0.58

138.7

-0.1

-0.44

17906250

23.96

0.61

5,922

-0.1

0.05

612300

7.69

0.5

311

-0.11

-1.16

31614550

21.5

0.57

398.4

-0.11

-0.15

11911900

19.96

0.03

208.94

-0.11

-0.24

2492100

12.35

0.69

474.55

-0.13

-0.01

2131025

10.64

0.52

12,328

-0.13

-0.17

161450

6.85

0.66

1,689.8

-0.14

0.21

1862700

11.17

0.4

891

-0.14

0.08

1314600

14.83

0.33

141.2

-0.15

-0.97

12243975

14.82

0.63

233.91

-0.15

-0.59

6454875

10.47

0.55

338.45

-0.16

-0.06

17314500

7.39

0.57

6,848

-0.16

-2.29

223300

15.72

0.46

5,645

-0.16

0.42

577350

11.59

0.46

227.36

-0.17

-1.6

12875000

12.62

0.45

937.35

-0.19

0.13

3941600

18.94

-1.95

248

-0.19

0.2

7346250

7.44

0.64

413.2

-0.19

0.21

20976000

14.07

0.54

1,601.4

-0.2

-0.24

1905225

19.67

0.26

1,307

-0.2

0.07

1649375

6.82

0.51

1,311.4

-0.22

-0.13

435000

4.23

0.8

2,548

-0.22

-0.29

1525800

10.48

0.58

595

-0.22

-0.19

764975

6.32

0.52

533.5

-0.24

0.09

5800000

20.5

0.01

1,100.1

-0.24

-0.11

3749900

15.7

0.81

1,939.1

-0.25

-0.29

525300

4.71

0.76

91.91

-0.26

-0.14

30473775

13.46

0.53

7,010

-0.26

0.05

229775

6.64

0.55

590.35

-0.27

-0.08

1760000

7.75

0.63

582

-0.27

-1.15

1071000

11.1

0.98

758.15

-0.27

-0.28

9342200

16.28

0.63

1,464.4

-0.28

-0.69

23212500

18.32

0.52

811.05

-0.28

-1.1

942000

12.12

-0.06

2,590.6

-0.29

0.48

1314600

8.89

-0.06

5,222.5

-0.29

-0.53

239750

9.78

0.49

2,289

-0.29

-0.1

699050

7.93

0.56

784.45

-0.3

-0.1

12156200

18.36

0.61

399.15

-0.31

-0.74

14338400

27.37

0.43

278.3

-0.32

-0.08

7727400

16.83

0.7

267.53

-0.32

0

4502158

9.15

0.43

742.4

-0.33

-0.35

2515000

8.75

0.61

737

-0.33

-0.52

1350650

8.2

0.67

3,646.1

-0.34

-0.2

354550

3.81

0.65

2,002.5

-0.34

-0.14

439400

7.16

0.47

1,492.8

-0.34

0.1

1798300

9.66

0.4

1,228.5

-0.34

-0.65

534050

14.08

-0.93

398.1

-0.35

-0.03

5321500

8.81

0.6

862.5

-0.35

-1.08

2896000

12.88

0.51

1,283.5

-0.36

0.14

2632500

12.84

0.58

341.15

-0.36

0.06

9078000

9.1

0.21

129.3

-0.36

-0.33

20929100

10.04

0.53

76.63

-0.37

-0.97

84532350

21.36

0.48

9,088

-0.37

-0.1

292200

9

0.26

1,665.4

-0.38

-0.33

3454375

17.68

-1.22

499

-0.39

-0.35

717750

4.46

0

398.05

-0.4

-0.35

5776200

18.47

0.56

256.99

-0.41

0.09

11806250

15.94

-1.35

1,204

-0.41

-0.14

720300

4.48

0.62

86.49

-0.41

-0.72

5779200

11.39

0.35

123.85

-0.41

-0.74

8984500

17.93

0.4

153

-0.42

-0.62

16801500

30.6

-1

117.61

-0.43

-1.43

54200000

21.64

0.58

240.5

-0.43

0.42

54513000

26.46

-0.52

177.82

-0.43

-0.18

10136700

10.76

0.57

1,180

-0.43

-0.3

629550

5.43

0.44

770.65

-0.43

-0.18

2696925

7.32

0.61

5,685.5

-0.44

-0.57

152700

6.75

0.61

1,445.5

-0.44

-0.26

848725

9.22

0.44

6,590

-0.45

-0.29

268000

9.78

0.36

1,003.9

-0.45

-0.02

2743125

19.62

0.5

2,040.3

-0.45

0.13

6135100

12.33

0.59

2,491

-0.46

-0.24

644250

17.22

-0.76

4,266

-0.47

0.03

944850

13.21

-0.84

640.95

-0.47

0

736000

7.55

0.42

405.75

-0.47

0.1

1348200

11.52

-0.18

1,714

-0.48

-0.17

207000

4.53

0.51

2,177.2

-0.5

-0.31

765700

26.87

0.26

105.19

-0.51

-0.36

13087200

7.85

0.61

269.95

-0.51

-0.46

12811500

10.28

0.64

9,175

-0.52

-0.56

506750

16.77

0.69

126.83

-0.52

-3.24

45684000

16.6

0.68

5,540

-0.52

0

26500

1.65

0.41

2,741.2

-0.52

-0.5

173800

4.21

0.39

680.5

-0.54

0.49

2596180

7.54

0.44

587.9

-0.56

-0.14

1120500

3.37

0.49

39,065

-0.57

-0.15

12825

5.33

0.6

998

-0.57

-0.08

1620900

18.51

0.72

1,128

-0.6

0.12

1121500

8.88

-0.79

2,996.2

-0.62

-1.09

5246675

16.46

0.61

4,178

-0.63

-0.05

67375

5.07

0.5

1,635.5

-0.64

-0.12

519750

5.95

0.58

324.5

-0.65

-3.21

23587075

36.76

0.57

4,776.9

-0.67

-0.52

1121900

13

0.56

16,339

-0.69

0

263600

8.98

0.61

2,196

-0.69

-0.28

2958000

9.2

0.6

1,358.5

-0.7

-1.45

2150400

16.75

0.47

5,803

-0.72

-0.49

146600

4.64

0.49

876

-0.75

-0.58

820700

11.22

0.69

2,817.9

-0.75

-1.3

460425

12.03

0.14

303.3

-0.76

-0.07

4848400

6.3

0.64

459

-0.78

0.01

1072050

5.69

0.65

2,479.2

-0.8

-0.37

1917375

14.09

0.59

7,607

-0.81

0.14

132125

7.44

0.49

2,501.5

-0.82

0.38

1115500

8.49

0.41

1,645.1

-0.86

-0.31

220850

5.27

0.72

931.15

-0.87

0.07

538650

2.92

1.09

227.46

-0.89

0.14

3760125

12.78

0.82

165.76

-0.89

-1.18

29005200

26.35

0.62

285.2

-0.9

-0.48

2928000

10.31

0.47

3,975.1

-0.92

-0.16

96400

3.57

0.62

715.5

-0.94

-0.59

3231375

19.87

0.18

1,959

-0.96

-0.23

182000

9.9

0.05

1,380

-0.96

0.92

18795700

17.28

0.62

112.6

-0.97

-0.42

7020000

11.4

0.6

2,434.3

-1.01

-0.58

137250

7.73

0.52

1,231.5

-1.02

0.17

2586000

20.59

-0.52

491.05

-1.03

-0.06

1872950

6.05

0.78

5,340

-1.08

-0.11

1113400

26.63

-1.02

5,531

-1.11

-0.24

402000

13.13

-0.55

481.8

-1.17

-1.85

8659525

22.58

0.66

1,728

-1.19

-0.5

533625

4.37

0.34

4,105.1

-1.21

-0.12

368375

22.01

-0.12

1,166.5

-1.21

-1.54

731850

15.67

0.63

1,164.5

-1.22

-0.47

365000

10.76

0.13

719.85

-1.28

-0.07

288000

1.04

0.68

3,140.5

-1.44

0.11

106400

3.95

0.62

3,265.5

-1.59

-1.16

260150

8.61

0.59

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Arbitrage Opportunities

Premium

Discount

Script
Spot
Future
Premium(%)

IOC

154.13

154.15

0.01%

SOLARINDS

14,107.00

14,109.00

0.01%

MPHASIS

2,740.70

2,741.20

0.01%

HDFCLIFE

743.70

743.85

0.02%

POLYCAB

7,605.00

7,607.00

0.02%

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?

downArrow

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?

downArrow

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?

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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?

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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.

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