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	59,138.8	0.45	-2.05	955515	42.7	0.6
MIDCPNIFTY	13,904	0.4	1.01	1921940	62.44	0.64
FINNIFTY	27,666.8	0.28	-3.48	14430	33.38	0.4
NIFTY	26,140	0.23	-0.7	8609910	41.25	0.71
NIFTYNXT50	68,731	0.01	-1.37	9050	33.48	0.47

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
NBCC	118.19	5.06	-4.25	55445000	62.54	0.69
TECHM	1,510.5	3.3	-2.25	17775600	69.67	0.66
IDEA	10.28	2.79	-0.72	4150982100	61.12	0.77
IGL	206.63	2.56	-6.7	0	0	N/A
SBICARD	900.85	2.28	-2.08	10916000	54.33	-1.2
SYNGENE	642.6	2.17	-6.8	6931000	70.86	0.83
CHOLAFIN	1,698	2.11	-1.73	10105625	67.11	-0.56
ABCAPITAL	331.85	2.07	2.49	56733100	67.08	0.79
KPITTECH	1,191.8	1.95	-11.05	2087500	66.35	0.25
INDUSTOWER	404.45	1.81	0.68	62109500	64.01	0.63
SHRIRAMFIN	837	1.78	2.89	39328575	64.81	0.69
COFORGE	1,823.7	1.66	-0.14	10116000	73.52	0.64
DRREDDY	1,259.1	1.6	-3.6	10745000	67.24	0.38
LTF	293.4	1.59	-2.16	31028010	55.99	0.66
INFY	1,570	1.57	-3.05	54638800	71.01	-0.01
MPHASIS	2,788.2	1.54	0.36	3523025	52.42	0.78
HUDCO	233.32	1.49	-5.5	15906300	48.45	0.55
BAJAJ-AUTO	9,007.5	1.47	1.55	2488350	63.4	0.22
PERSISTENT	6,375.5	1.42	2.56	1428600	60.48	0.65
EICHERMOT	7,233.5	1.39	0.39	1875675	51.56	0.69
CANBK	147.67	1.37	2.47	107264250	62.9	0.67
UNOMINDA	1,299.3	1.35	-6.15	3290100	72.46	0.41
BIOCON	401.75	1.32	-3.49	27875000	53.1	0.32
HINDALCO	787.65	1.24	0.85	59474800	70.4	0.67
BANKINDIA	147.08	1.2	-2.86	31844800	59.51	0.57
TATAELXSI	5,386	1.19	-4.15	1687800	60.93	0.44
WIPRO	247.93	1.18	-5.18	108810000	71.94	0.29
INDUSINDBK	856	1.17	-0.78	30118900	58.87	0.61
TORNTPHARM	3,727.6	1.16	-3.9	1626000	64.43	0.73
IIFL	546.1	1.12	-5.45	9748200	60.24	0.68
TITAGARH	859.65	1.12	-6.36	4300700	55.54	0.33
TATATECH	678	1.1	-9.44	8090400	61.48	0.33
SONACOMS	507.8	1.08	0.39	9126250	57.76	0.53
HCLTECH	1,626.5	1.04	3.14	11948300	67.53	0.46
LTIM	5,996.5	1.01	-4.05	1646700	71.14	0.54
RVNL	316.25	0.98	-5.24	30952350	75.04	-2.48
MCX	9,781.5	0.98	-1.29	1688500	61.23	0.66
CUMMINSIND	4,375.4	0.96	2.52	2050400	56.81	0.73
CYIENT	1,130.7	0.93	-2.04	2589950	56.53	0.69
RBLBANK	315.7	0.92	-2.03	39201725	48.09	0.68
PHOENIXLTD	1,712.4	0.91	-0.53	2073400	58.04	0.65
BHARATFORG	1,425.9	0.91	-2.31	5561000	61.22	0.28
FEDERALBNK	246.9	0.9	-3.04	36645000	59	0.68
MANAPPURAM	279.9	0.88	-3.99	25428000	55.64	0.66
UNIONBANK	152.05	0.88	-4.35	61941150	64.94	0.63
CIPLA	1,525.5	0.87	-0.1	9189375	59.18	0.7
ADANIENSOL	983.3	0.87	-5.77	14370750	71.56	0.61
NATIONALUM	252.8	0.86	-3.65	47973750	64.48	0.46
FORTIS	928	0.78	1.13	7090475	48.37	0.61
AXISBANK	1,283	0.77	4.2	61308750	78.62	0.68
BLUESTARCO	1,784.4	0.76	-7.43	1290250	64.03	0.08
HFCL	72.13	0.75	-5.57	68073300	54.74	1.2
360ONE	1,145.5	0.72	-2.02	1389500	52.96	0.21
VEDL	500.75	0.72	0.6	75322700	64.72	0.65
NAUKRI	1,350.1	0.71	0.84	6351000	75.41	0.66
LAURUSLABS	983.65	0.68	-3.86	8842550	51.21	0.61
PNB	123.11	0.67	-0.94	124968000	53.04	0.67
ZYDUSLIFE	929.85	0.66	-5.11	7994700	63.87	0.54
INOXWIND	138.7	0.66	-6.93	52091409	60.98	0.53
PPLPHARMA	189.04	0.63	-13.18	15217625	63.51	0.1
INDIANB	856.8	0.62	-13.43	7656000	62.3	0.5
ASHOKLEY	145.69	0.62	-4.25	86665000	63.51	-0.45
KAYNES	5,931	0.6	-7.13	1128700	56.33	0.22
KEI	4,099.3	0.58	-3.18	691775	65.68	-0.14
TITAN	3,926.4	0.55	2.82	5758375	55.9	0.68
TVSMOTOR	3,459.9	0.54	1.96	4564525	51.87	0.71
UNITDSPR	1,433	0.54	1.78	8216400	53.84	0.69
PAGEIND	39,125	0.53	1.26	173400	63.83	-0.61
HDFCBANK	1,004.1	0.52	4.88	143058850	62.23	0.67
TORNTPOWER	1,296.1	0.5	3.64	1540850	48.86	0.76
COLPAL	2,194.8	0.49	-2.87	5117400	69.11	0.41
HEROMOTOCO	6,030.5	0.49	0.04	4100850	66.01	0.63
PAYTM	1,271.5	0.49	-0.54	12283675	51.71	0.69
BHEL	284	0.47	-1.49	31077375	52.04	0.75
OFSS	8,215	0.47	-9.42	978450	65.3	0.63
BANDHANBNK	149.73	0.46	-5.86	80769600	61.83	0.61
IEX	141.52	0.46	-3.1	40102500	55.28	0.67
GLENMARK	1,852.9	0.46	0.99	11307375	66.73	0.63
MARUTI	16,055	0.45	1.35	1824750	63.55	0.67
MOTHERSON	110.3	0.44	3.62	101807100	56.7	0.61
INDIGO	5,868	0.44	2.33	4885350	59.4	0.59
TATAPOWER	388.3	0.43	0.04	29208800	51.07	0.73
KALYANKJIL	498.3	0.42	13.98	21421425	58.19	0.9
SUZLON	55.45	0.41	-3.89	134844050	51.18	0.57
JINDALSTEL	1,043.1	0.41	2.32	7255625	53.62	0.47
AUBANK	919.3	0.4	0.08	11540000	66.82	0.69
GODREJCP	1,132.5	0.39	1.81	6635000	60.98	0.61
BANKBARODA	285	0.38	2.24	63683100	59.52	0.57
UPL	752.9	0.38	-2.75	23650170	68.54	0.73
SUPREMEIND	3,485.5	0.38	-0.9	1322650	56.05	0.63
CONCOR	513.8	0.37	-0.29	20602500	51.41	0.53
IDFCFIRSTB	78.52	0.35	-0.71	232134700	60.33	0.67
KFINTECH	1,064.7	0.34	-12.34	2451950	64.63	-0.76
CROMPTON	268.3	0.29	-1.21	34147800	60.03	0.74
APOLLOHOSP	7,414	0.29	1.6	1709250	54.94	0.67
TATACONSUM	1,184.3	0.29	1.46	8213700	61.07	0.65
ASIANPAINT	2,883.8	0.28	1.43	7361000	51.37	0.66
CDSL	1,614.3	0.27	-3.77	5512375	59.29	0.55
ADANIPORTS	1,482.5	0.25	7.64	15849800	57.52	0.68
SBIN	975.35	0.25	-0.25	44715750	60.73	0.72
DABUR	518.15	0.25	-2.31	11582500	50.06	0.38
MUTHOOTFIN	3,646.5	0.25	-0.74	1848550	60.4	0.73
GAIL	183.29	0.24	0.47	48573000	58.36	0.64
AMBUJACEM	548.9	0.23	0.36	29749650	55.8	0.75
SBILIFE	2,018.3	0.21	0.31	4689750	54.09	0.71
NMDC	73.63	0.2	-0.41	233502750	65.08	0.88
JIOFIN	303.95	0.19	0.87	101867800	62.57	0.69
HINDZINC	458.9	0.19	1.67	24715600	56.86	0.66
HINDUNILVR	2,441.4	0.18	1.01	10248600	55.01	0.22
NYKAA	269.21	0.18	-1.1	37628125	59.08	-0.72
DALBHARAT	2,010	0.17	-4.76	1433900	52.95	0.39
JSWENERGY	484.6	0.16	0.72	29935000	66.49	0.36
MANKIND	2,244.3	0.16	2.81	1503900	51.8	0.57
ASTRAL	1,454	0.15	-4.87	6540750	65.18	0.22
KOTAKBANK	2,090	0.13	1.43	23270000	61.12	0.68
BPCL	364.85	0.13	2.35	20498525	57.99	0.72
TCS	3,151.3	0.13	0.23	19692750	67.6	0.68
IREDA	144.5	0.12	-5.83	31115550	61.21	0.29
SUNPHARMA	1,778	0.11	2.98	10428600	62.62	0.73
HAVELLS	1,444	0.11	-4.83	5555500	67.48	0.53
ICICIBANK	1,369.8	0.09	1.5	74727800	61.72	0.65
NESTLEIND	1,281.7	0.09	2.7	12060000	67.78	0.78
ADANIENT	2,426.3	0.08	-3.86	6882357	51.89	0.49
BAJFINANCE	1,005.5	0.07	-2.67	68734500	68.99	0.51
DIVISLAB	6,372	0.07	-0.13	1965000	56.26	0.62
TIINDIA	2,881.4	0.05	-1.43	1250800	59.03	0.72
BHARTIARTL	2,157	0.04	1.08	31218425	65.18	0.77
SHREECEM	26,505	0.03	-3.4	166725	55.53	0.69
NUVAMA	7,247.5	0.02	-1.08	190025	48.94	0.73
CAMS	3,940.7	0.02	-5.46	978150	60.49	0.61
RELIANCE	1,544.9	-0.01	4.16	66543000	59.51	0.57
HDFCLIFE	762.6	-0.03	-0.23	18381000	60.13	0.66
YESBANK	22.38	-0.04	0.33	632387400	55.15	0.71
NTPC	326	-0.04	3.23	55452000	56.34	0.69
BAJAJFINSV	2,052.5	-0.04	2.86	12382750	62.78	0.67
TATASTEEL	168.03	-0.05	-1.13	169658500	57.88	0.61
PETRONET	274.7	-0.05	-2.12	30295900	65.36	0.67
HDFCAMC	5,399.5	-0.05	-1.44	1485900	55.78	0.65
AUROPHARMA	1,205.6	-0.06	-0.69	17720450	72.81	0.67
BRITANNIA	5,802.5	-0.06	3.88	1778500	50.55	0.67
JSWSTEEL	1,136	-0.07	-0.29	31207950	68.09	0.71
ICICIPRULI	610.55	-0.07	4.12	8553475	57.85	0.67
PIIND	3,414	-0.07	-1.84	1815625	59.27	-0.06
PIDILITIND	1,471.8	-0.08	-0.27	4345500	56.9	0.73
AMBER	7,161	-0.08	-6.28	903600	63.52	-3.35
IOC	166.96	-0.09	-0.99	61995375	58.99	0.64
BOSCHLTD	36,440	-0.09	1.13	146225	60.99	0.78
MAXHEALTH	1,178.2	-0.1	5.69	12337500	69.19	1.02
HINDPETRO	471.05	-0.1	0.77	27175500	64.96	0.68
ICICIGI	2,001	-0.11	7.32	3055325	46.95	0.72
LICHSGFIN	545.1	-0.11	-0.95	15908000	44.87	0.68
IRCTC	689.3	-0.12	-4.89	13902875	64.56	0.37
LICI	900.1	-0.13	-10.11	5855500	57.85	0.63
LT	4,020.8	-0.14	3	8831725	60.96	0.7
POWERINDIA	21,515	-0.16	-3.82	100450	56.32	0.25
POLICYBZR	1,805.7	-0.17	6.44	4481400	51.39	0.81
ITC	407.55	-0.17	3.21	116729600	63.25	0.57
APLAPOLLO	1,722.8	-0.17	-0.47	3425800	43.95	0.9
POLYCAB	7,501	-0.17	0.86	982000	61.04	0.66
MARICO	737.85	-0.18	4.27	23116800	70.6	0.72
NCC	175.33	-0.19	-1.82	12889800	49.71	0.68
PGEL	589.85	-0.19	-8.79	7192500	63.12	0.02
SIEMENS	3,165.4	-0.19	3.16	1771800	59.14	0.62
LODHA	1,172.4	-0.22	1.24	6866550	63.42	0.77
DLF	724.2	-0.24	-0.78	27539325	61.07	0.69
VBL	446.05	-0.25	2.11	24208600	53.68	0.84
OBEROIRLTY	1,654.9	-0.27	-3.64	3192000	69.54	-0.35
ONGC	246	-0.3	4.35	52377750	53.5	0.65
PATANJALI	577.5	-0.31	-7.05	21582000	62.65	0.55
BSE	2,848.3	-0.33	-0.92	6270750	51.24	0.62
JUBLFOOD	588	-0.35	0.64	12452500	56.93	0.57
SRF	2,824	-0.35	1.58	2394400	51.98	0.66
GODREJPROP	2,080.2	-0.35	6.99	4893625	54.53	0.71
PFC	367.9	-0.36	-0.51	46653100	59.77	-0.31
EXIDEIND	373.45	-0.37	-1.65	19425600	51	0.7
ABB	5,061.5	-0.4	-3.6	2294250	70.39	-0.14
RECLTD	356.25	-0.4	-0.87	51545425	48.15	0.63
PRESTIGE	1,678	-0.44	2.23	1906200	47.37	0.72
ETERNAL	300.25	-0.46	0.72	207580000	66.01	0.71
GMRAIRPORT	103.34	-0.48	1.87	129030525	57.39	0.63
PNBHOUSING	881.7	-0.57	2.2	8496800	49.26	0.66
POWERGRID	275.6	-0.61	1.56	45704500	59.22	0.72
GRASIM	2,716.2	-0.61	-0.05	11281500	67.91	0.84
ALKEM	5,654	-0.61	0.72	1007125	56.13	0.84
COALINDIA	375.6	-0.62	-0.95	37411200	57.36	0.62
ULTRACEMCO	11,643	-0.62	4.79	1476500	55.6	0.67
VOLTAS	1,382.9	-0.63	-3.97	9798000	70.86	-0.91
ADANIGREEN	1,024.8	-0.63	-0.6	15156000	57.71	0.55
OIL	422.85	-0.65	-0.76	7736400	63.96	0.36
MFSL	1,650.7	-0.66	4.33	4999600	64.97	0.7
CGPOWER	703.8	-0.68	-2.51	10729550	63.11	0.61
DMART	4,014.9	-0.74	1.64	3939000	60.81	-0.01
DIXON	14,835	-0.8	4.74	1139600	50.21	0.63
MAZDOCK	2,719.2	-0.81	-3.65	2305375	56.23	0.51
INDHOTEL	726.3	-0.81	0.54	15999000	54.86	0.69
M&M	3,714.8	-0.86	5.38	12643600	62.21	0.71
ANGELONE	2,725.1	-0.89	-3.52	2005750	59.47	-0.04
NHPC	78.01	-0.95	-1.9	38796800	55.62	0.61
TRENT	4,320.7	-0.96	0.34	4655500	52.54	0.68
IRFC	117.82	-0.99	-5.12	24433250	53.78	0.71
SAIL	133.4	-1.17	0.09	44048400	24.48	0.44
SAMMAANCAP	157.87	-1.2	-0.71	52808300	51.36	1.19
BDL	1,491.7	-1.3	-0.19	2773525	49.8	0.71
BEL	410.15	-1.45	-0.98	72620850	61.82	0.46
LUPIN	1,996.4	-1.47	-0.37	6089400	53.59	0.68
DELHIVERY	412	-1.47	-3.98	11397975	53.91	0.74
TMPV	357.15	-1.58	-3.15	61285600	68.74	0.71
SOLARINDS	13,521	-1.65	2.05	448500	46.6	0.88
HAL	4,427.2	-3.53	0.51	5819550	52.91	0.63

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
SIEMENS	3,168.80	3,168.90	0.00%
LT	4,023.20	4,023.40	0.00%
KEI	4,101.60	4,101.90	0.00%
TECHM	1,509.70	1,509.80	0.00%
JINDALSTEL	1,041.60	1,041.80	0.01%

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IMPORTANT LINKS

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