Rollover: Get Derivative Rollover Data On Stcoks and Indices

INDEX

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
NIFTY	24,429	-0.09	3.49	1707000	11.55	0.44
MIDCPNIFTY	12,203.75	-0.33	2.36	47380	1.88	0.5
NIFTYNXT50	64,900	-0.34	4.43	1675	5.95	0.75
BANKNIFTY	55,440	-0.41	-3.95	240035	9.21	0.37
FINNIFTY	26,225	-0.71	2.36	1560	2.26	0.36

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
TIINDIA	2,815.1	5.79	-1.43	17050	0.67	0.64
TRENT	5,535	5.57	-0.84	180000	3.24	0.36
PNBHOUSING	1,038.8	4.86	36.8	36400	0.87	0.21
SONACOMS	482.65	4.52	7.87	356325	1.98	-2.31
PRESTIGE	1,383.8	4.48	5.14	47550	0.94	0.28
HAL	4,632	4.07	0.11	413100	5.77	0.5
BEL	317.8	3.51	-1.26	4086900	4.13	0.55
BOSCHLTD	29,340	2.96	2.48	2200	0.9	0.54
KPITTECH	1,261.5	2.56	-5.63	120400	3.89	-0.6
SOLARINDS	13,524	2.41	6.14	12150	3.17	0.56
LTIM	4,613.6	2.22	-0.57	49050	2.12	-0.07
RELIANCE	1,403.4	2.22	-2.2	3606500	3.2	0.54
TECHM	1,498.2	2.17	-2.39	245400	1.34	0.46
BANDHANBNK	168.73	2.15	3.19	2636000	2.78	0.69
PERSISTENT	5,415	2.07	-2.96	51700	2.24	0.64
TATACHEM	861	2.03	-6.72	534750	7.04	-0.51
FEDERALBNK	204.69	1.87	3.71	1710000	1.99	0.37
BSOFT	399.45	1.79	-0.72	485100	4.76	0.57
MRF	1,33,355	1.75	1.34	0	0	N/A
DELHIVERY	309.4	1.72	0.56	475025	3.31	-0.46
TATAELXSI	5,754	1.7	-1.9	73600	3.46	-2.32
ETERNAL	231.87	1.62	-0.75	2456625	1.35	-0.1
SYNGENE	630.65	1.59	-0.15	646000	5.84	0.53
CROMPTON	340.1	1.53	3.59	392400	1.05	0.51
COFORGE	7,515	1.51	1.91	34800	1.08	0.39
AUBANK	693.05	1.45	3.44	777000	2.61	-1.63
NYKAA	194.4	1.44	0.91	372750	1.01	-1.64
CYIENT	1,205.5	1.39	-0.85	136375	4.12	-0.48
MFSL	1,310.9	1.33	-0.47	59200	0.9	0.32
KEI	3,057.4	1.32	-3.33	15750	0.89	0.17
BHARATFORG	1,132	1.31	3.15	267000	2.36	-0.28
JSL	568.9	1.29	0.44	83300	1.24	-0.69
BRITANNIA	5,518.6	1.28	1.84	17450	0.52	-0.1
SBICARD	879.7	1.21	-2	223200	1.56	0.06
HCLTECH	1,576.9	1.17	1.81	277550	1.87	0.53
GMRAIRPORT	89.41	1.08	-3.47	2472750	1.48	0.59
DIVISLAB	6,128	1.05	1.96	36900	1.21	0.48
DIXON	16,564	1.02	-0.38	53100	4.1	-0.27
BSE	6,548	1.01	1.88	159250	4.71	-1.32
IREDA	167.59	1.01	-0.93	9659300	21.99	-3.6
VOLTAS	1,266.8	1	-2.03	768300	6.05	0.33
INFY	1,501.1	0.9	0	2681200	4.35	-0.93
NAUKRI	7,083.5	0.89	0.66	6750	0.4	0.55
BALKRISIND	2,613.3	0.88	-2.75	22800	0.95	-0.12
MCX	6,257	0.87	0.4	22025	1.24	0.43
TATACONSUM	1,168.1	0.86	-0.4	4125634	25.39	0.33
OFSS	8,868.5	0.82	-2.2	9675	1.65	0.47
SIEMENS	2,947	0.8	3.28	58600	2.97	0.62
MPHASIS	2,531.9	0.8	1.32	54175	1.17	0.35
MUTHOOTFIN	2,156.7	0.78	-3.33	54175	1.38	0.7
HAVELLS	1,622	0.77	-1.72	155000	1.72	0.59
CAMS	3,965.1	0.75	1.72	116775	6.91	-1.94
TCS	3,463.5	0.75	0.03	7325850	38	0.18
JUBLFOOD	713	0.75	-0.09	75000	0.55	0.43
ABB	5,575	0.72	1.14	35250	1.33	0.69
HDFCLIFE	718.1	0.66	-0.14	297000	1.04	0.27
CGPOWER	641.5	0.61	1.19	89325	0.81	0.54
WIPRO	243	0.55	-1.91	4587000	4.69	0.08
CDSL	1,312.9	0.51	0.74	2237325	13.79	-2.73
BAJAJFINSV	2,068.5	0.51	-1.42	201500	1.66	0.49
MOTHERSON	136.5	0.49	4.89	2927250	2.1	0.73
BPCL	312.4	0.46	-0.29	546350	1.03	0.51
IDFCFIRSTB	67.05	0.46	-2.39	14631600	3.25	0.53
ICICIPRULI	608.5	0.44	0.8	88500	0.59	0.46
INDUSINDBK	839.3	0.43	-2.41	1200300	3.17	0.33
ADANIPORTS	1,219.4	0.41	-0.59	508100	2.33	0.26
CANBK	99.45	0.4	1.24	5379750	2.13	0.56
IGL	184.66	0.39	0.74	2554750	8.69	-1.33
GODREJCP	1,266.7	0.37	3.07	49500	0.4	0.36
BHEL	232.38	0.33	0.73	2304750	2.89	0.49
IRFC	124.08	0.32	1.02	10516675	14.11	-2.8
LTF	160.1	0.29	2.35	18298662	19.79	-3.75
PHOENIXLTD	1,644.3	0.28	0.54	12250	0.52	0.27
TITAN	3,399	0.27	0.79	106750	0.92	0.44
ALKEM	5,063.1	0.26	1.01	6950	0.82	-0.25
PNB	103.03	0.23	-1.01	11920000	4.92	0.15
MAXHEALTH	1,108.8	0.19	-1.16	72450	0.56	0.69
DABUR	486.2	0.19	1.29	581250	3.11	0.51
MANAPPURAM	233.2	0.16	5.64	891000	2.36	0.05
DEEPAKNTR	1,989.7	0.16	-4.22	0	0	N/A
ICICIGI	1,864.6	0.15	0.52	9475	0.14	0.19
ABCAPITAL	200.51	0.14	-0.5	1147000	1.94	0.57
HINDUNILVR	2,335.4	0.12	0.93	716100	4.09	-0.44
BAJFINANCE	9,120	0.12	1.2	130425	1.29	0.38
KALYANKJIL	520.75	0.09	1.68	389350	3.28	-0.33
HUDCO	227.68	0.08	1.68	604900	3.97	0.1
MARUTI	11,879	0.07	-1.03	26650	0.84	0.3
ASHOKLEY	228.59	0.07	0.17	1330000	2.67	0.01
TATACOMM	1,590	0.03	1.53	128550	2.76	-0.21
CONCOR	690.1	0.02	-0.22	602000	3.9	0.49
ASIANPAINT	2,457	0.01	-0.2	439450	3.88	-0.3
CHAMBLFERT	691.3	0	-2.03	177650	2.4	-0.68
BHARTIARTL	1,830.4	-0.1	-0.87	456000	1	0.55
ZYDUSLIFE	891.05	-0.1	-1.6	179100	1.86	0.54
LT	3,340.5	-0.15	1.32	292350	1.76	-0.08
VEDL	417.3	-0.16	-0.19	1800900	2.3	0.62
LODHA	1,289.1	-0.17	-0.09	57600	0.87	-1.38
BANKBARODA	253.25	-0.19	-1.05	1336725	1.23	0.53
NMDC	65.97	-0.19	0.43	7492500	3.29	0.6
TATAMOTORS	670.8	-0.2	1.38	3541000	4.62	0.14
PEL	994.5	-0.2	0.89	118500	1.41	0.27
PETRONET	311.5	-0.2	0.26	299700	0.97	0.43
ICICIBANK	1,432	-0.2	-0.45	734300	0.76	0.54
HINDCOPPER	219	-0.21	0.41	1590000	4.08	0.68
GAIL	190.01	-0.25	-0.01	1125800	1.4	0.62
IRCTC	766.8	-0.26	0.64	778750	5.75	0.44
NHPC	87.09	-0.26	0.27	1440000	1.92	0.55
TORNTPOWER	1,561.2	-0.28	0.82	10125	0.44	0.21
JIOFIN	258.67	-0.3	-0.65	4932950	4.56	0.53
POONAWALLA	384	-0.37	2.75	1290800	6.79	-1.27
HDFCAMC	4,438.5	-0.38	-0.12	31200	1.14	0.48
LICHSGFIN	609.2	-0.39	0.73	515000	2.19	0.49
LICI	804.9	-0.39	0.42	211825	4.01	0.54
BIOCON	321.05	-0.4	1.64	1002500	4.3	0.48
OIL	406	-0.41	-0.24	132875	0.96	0.12
SBILIFE	1,734.6	-0.42	2.09	78750	0.75	0.69
BAJAJ-AUTO	8,112	-0.47	-0.73	40425	1.34	0.17
MGL	1,332.6	-0.49	-2.15	56400	1.44	0.65
TORNTPHARM	3,338.9	-0.49	-0.47	10000	0.34	1.08
AXISBANK	1,193.6	-0.5	-0.76	921875	1.73	0.46
HINDPETRO	392.1	-0.52	-0.28	1138050	2.31	0.65
POLYCAB	5,606.5	-0.52	0.42	37000	1.54	0.42
PIIND	3,650.4	-0.53	0.4	10825	0.64	0.67
PAGEIND	45,065	-0.56	-0.02	1050	0.6	-1.32
IOC	136.57	-0.57	2.58	3388125	3.43	0.43
ESCORTS	3,363.9	-0.58	-0.04	0	0	N/A
NESTLEIND	2,399.1	-0.58	-0.03	90900	1.04	0.71
PATANJALI	1,931.9	-0.6	4.19	8400	0.24	0.04
GRASIM	2,750.3	-0.61	-2.26	47000	0.4	0.59
MARICO	714.85	-0.61	0.54	66000	0.37	0.05
BANKINDIA	118.32	-0.63	1.34	952775	1.88	0.52
UNIONBANK	128.5	-0.64	1.95	1584150	2.55	0.52
TATASTEEL	142.08	-0.64	-0.39	7804500	3.31	0.54
ANGELONE	2,321.1	-0.64	-0.37	626300	13.5	-2.5
M&MFIN	260.7	-0.66	-0.41	1416000	5.55	-0.51
SRF	3,040	-0.67	5.94	64400	1.26	0.49
POLICYBZR	1,614.6	-0.67	0.81	20850	0.3	0.34
APOLLOTYRE	459.25	-0.69	-5.82	0	0	N/A
UNITDSPR	1,550.1	-0.69	-0.12	39700	0.38	0.7
ASTRAL	1,368.8	-0.71	-0.33	178363	3.31	0.74
INOXWIND	173.96	-0.72	-0.01	1038450	4.62	-0.79
M&M	2,927.6	-0.73	2.28	166975	0.87	0.5
IIFL	366	-0.74	-1.65	144250	1.34	0.71
APOLLOHOSP	7,034	-0.74	0.54	29250	1.35	0.54
NCC	218.34	-0.75	-0.39	591375	4.62	0.07
TATAPOWER	394.5	-0.75	1.45	1438600	2.05	0.43
CUMMINSIND	2,918	-0.75	1.52	26750	0.77	0.49
YESBANK	18.06	-0.76	-0.18	31156400	6.51	0.71
EICHERMOT	5,608	-0.77	-0.04	42000	1.22	0.57
ITC	425.7	-0.78	0.88	26833600	21.85	-0.11
APLAPOLLO	1,613.8	-0.81	0.35	16450	0.37	-0.06
KOTAKBANK	2,214.7	-0.82	-0.22	390400	1.52	0.45
HFCL	81.66	-0.83	1.18	1593050	2.66	0.71
VBL	531.1	-0.84	2.26	463525	1.29	0.59
GRANULES	459.1	-0.87	0.33	105225	0.87	0.23
CIPLA	1,548.3	-0.88	-1.12	85025	0.7	0.67
GODREJPROP	2,114.3	-0.89	0.45	62650	0.94	0.45
HINDALCO	626.75	-0.94	1.99	653800	1.37	0.55
AARTIIND	432	-0.96	-0.05	671750	4.19	0.23
RECLTD	431	-0.96	-0.97	1560275	3.04	0.13
SBIN	808	-0.98	-0.49	4434750	6.4	0.35
HDFCBANK	1,913	-0.98	-0.26	1882650	1.88	0.6
IRB	47.04	-1.01	-0.47	2818475	2.88	0.65
RBLBANK	205.67	-1.01	-4.6	7959525	10.08	0.46
DMART	4,329.9	-1.02	-2.54	20700	0.57	-0.67
ADANIENSOL	921.35	-1.03	-0.06	141450	1.3	0.63
PIDILITIND	3,026.1	-1.06	2.22	17500	0.39	0.52
UPL	673.45	-1.06	-1.61	353655	1.35	0.54
CESC	158.31	-1.06	-1.33	371175	1.44	0.27
SHREECEM	30,235	-1.07	3.82	1150	0.45	0.04
NATIONALUM	158.94	-1.08	-0.62	2452500	3.85	0.54
NTPC	358.3	-1.19	-0.48	1203000	1.46	0.54
DLF	659.75	-1.22	0.35	712800	1.94	0.88
PAYTM	876.1	-1.22	-1.67	282550	1.86	0.68
NBCC	97.69	-1.23	-0.23	1705300	5.14	0.03
IEX	192.4	-1.28	-2.9	1391250	4.09	0.54
INDUSTOWER	403.8	-1.3	-1.04	489600	0.75	0.37
TITAGARH	768.25	-1.32	0.57	268650	7.82	-1.07
SJVN	96.73	-1.32	1.32	2358600	7.64	-1.16
JINDALSTEL	899.55	-1.38	-1.25	94375	0.49	0.49
LUPIN	2,082	-1.41	0.68	68000	0.93	0.43
ATGL	611.25	-1.41	2.36	173425	5.86	-0.4
SAIL	115.86	-1.41	-1.45	6109000	4.54	0.55
INDHOTEL	794	-1.43	-0.55	431000	2.17	0.44
SHRIRAMFIN	616	-1.44	0.97	811725	2.5	0.67
AMBUJACEM	538.6	-1.47	10.1	623550	1.93	0.16
INDIGO	5,285.5	-1.48	2.28	65400	0.97	0.54
RAMCOCEM	959.45	-1.49	-4.01	0	0	N/A
POWERGRID	305.55	-1.54	0.81	1171200	1.42	0.45
LAURUSLABS	619.65	-1.58	-0.94	489600	2.82	0.52
HINDZINC	445.95	-1.58	0.82	153125	3.21	0.26
PFC	415.45	-1.59	3.57	1440400	2.96	0.61
DALBHARAT	1,963.6	-1.63	0.23	21050	0.62	-0.01
DRREDDY	1,181	-1.66	1.35	227500	1.97	-0.08
HEROMOTOCO	3,873.3	-1.67	0.98	102150	2.04	0.63
ABFRL	270.5	-1.68	-0.68	1006200	2.05	0.09
INDIANB	578	-1.75	-0.96	139900	2.64	-0.06
JSWSTEEL	1,043.5	-1.77	-2.53	209925	0.63	0.43
ADANIENT	2,340.1	-1.79	0.81	194700	1.27	0.58
COLPAL	2,618.5	-1.85	3.1	29050	0.52	-0.17
EXIDEIND	372.45	-1.88	6.76	932400	4.23	0.51
ACC	1,898.5	-1.91	6.66	252900	5.84	0.15
SUNPHARMA	1,811.4	-1.95	0.9	112700	0.71	0.58
GLENMARK	1,388	-1.97	-0.69	42400	0.66	0.59
ONGC	246.98	-2.03	-0.6	1789400	1.4	0.49
ULTRACEMCO	11,918	-2.08	3.55	25200	0.72	0.67
SUPREMEIND	3,582.3	-2.09	-0.66	17975	1.05	0.29
ADANIGREEN	925.75	-2.22	-3.34	317925	2.52	0.51
JSWENERGY	468.05	-2.33	4.61	671500	2.57	0.3
COALINDIA	389.6	-2.47	0.92	1513800	2.66	0.62
OBEROIRLTY	1,617.8	-2.5	4.67	81550	1.85	-0.56
CHOLAFIN	1,486.1	-2.55	2.68	214375	1.79	-0.04
AUROPHARMA	1,218.9	-2.69	0.4	133100	0.88	0.58
IDEA	7.26	-2.81	-1.55	197291675	4.67	0.68
TVSMOTOR	2,711.8	-3.78	4.09	89950	1.07	0.61
TATATECH	665.8	-5.46	38.01	3280500	20.76	-1.47

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Premium

Discount

Script	Spot	Future	Premium(%)
GMRAIRPORT	89.40	89.41	0.01%
BANKBARODA	253.22	253.25	0.01%
NIFTYNXT50	64,892.35	64,900.00	0.01%
POONAWALLA	383.80	384.00	0.05%
IIFL	365.80	366.00	0.05%

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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

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Derivatives Trading Strategy

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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?

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