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.
Symbol | Future Price | Price Chg% | OL Chg% | Share Rolled | Rollover | RO Cost |
|---|---|---|---|---|---|---|
14,480 | 0.39 | -36.35 | 1296480 | 57.8 | 0.23 | |
56,862 | 0.34 | -22.62 | 1502370 | 51.81 | 0.41 | |
71,938.6 | 0.16 | -12.98 | 8775 | 46.61 | 0.25 | |
23,830 | -0.18 | -13.06 | 9007180 | 46.73 | 0.25 | |
25,994.5 | -0.19 | -0.45 | 12360 | 31.83 | 0.35 |
Symbol | Future Price | Price Chg% | OL Chg% | Share Rolled | Rollover | RO Cost |
|---|---|---|---|---|---|---|
585.85 | 6.01 | -48.02 | 11590900 | 67.89 | -2.24 | |
3,544.4 | 4.22 | -46.27 | 2659250 | 64.46 | -1.16 | |
2,129 | 4.11 | -37.34 | 1257850 | 60.44 | -1.08 | |
1,469.5 | 4.04 | -50.82 | 5892200 | 68.61 | -3.57 | |
5,198 | 3.85 | -37.5 | 3057625 | 61.78 | -0.51 | |
1,014.1 | 3.75 | -38.26 | 18748000 | 66.74 | 0.38 | |
1,470.3 | 3.56 | -50.98 | 6012000 | 69.06 | 0.23 | |
1,485.7 | 3.13 | -45.58 | 11724900 | 63.07 | 0.18 | |
1,667.5 | 2.99 | -44.31 | 3901950 | 61.21 | 0.45 | |
4,088.3 | 2.9 | -49.63 | 2370150 | 66.55 | 0.15 | |
1,610 | 2.62 | -37.83 | 12778050 | 70.42 | 0.46 | |
2,289 | 2.61 | -39.66 | 2950750 | 58.81 | 0.17 | |
1,287 | 2.27 | -28.73 | 13456000 | 51.77 | 0.46 | |
1,273 | 2.11 | -43.11 | 21324400 | 61.88 | -0.24 | |
124.28 | 2 | -25.62 | 35221950 | 43.2 | 0.57 | |
417.75 | 1.97 | -22.54 | 50730750 | 56.12 | 0.44 | |
274.3 | 1.93 | -45.77 | 19442700 | 60.45 | 0.2 | |
1,231 | 1.85 | -45.17 | 6691500 | 64.93 | 0.56 | |
1,102 | 1.62 | -41.84 | 3257000 | 66.03 | 0.15 | |
2,669.4 | 1.6 | -45.57 | 3296200 | 68.09 | -0.69 | |
1,331 | 1.42 | -44.13 | 5771250 | 62.36 | 0.38 | |
419.3 | 1.37 | -32.53 | 13035000 | 58.87 | -0.42 | |
81 | 1.37 | -38.3 | 255210900 | 63.89 | 0.25 | |
1,410.2 | 1.3 | -43.41 | 9584600 | 72.55 | 0.34 | |
17,675 | 1.3 | -41.03 | 180625 | 64.99 | -0.85 | |
1,396 | 1.29 | -29.99 | 15580200 | 57.15 | 0.42 | |
4,106.5 | 1.25 | -31.98 | 351450 | 52.1 | 0.57 | |
1,972 | 1.22 | -30.99 | 0 | 0 | N/A | |
3,462 | 1.21 | -42.96 | 1574300 | 68.36 | 0.71 | |
1,702.7 | 1.11 | -36.89 | 12403800 | 59.22 | 0.45 | |
175.3 | 1.1 | -45.67 | 217086000 | 67.55 | -1.99 | |
94.15 | 1.05 | -23.04 | 49530000 | 44.39 | 0.27 | |
77.14 | 1.03 | -29.01 | 62969600 | 54.85 | 0.53 | |
170.14 | 1.01 | -46.33 | 93456000 | 66.17 | 0.39 | |
245.65 | 1 | -38.8 | 95080050 | 66.39 | 0.28 | |
83.6 | 1 | -21.97 | 248751000 | 58.69 | 0.39 | |
284.3 | 0.94 | -30.23 | 118661025 | 64.42 | 0.49 | |
340.7 | 0.93 | -41.64 | 21369925 | 62.21 | 0.6 | |
361.3 | 0.92 | -23.26 | 24218775 | 50.23 | -1.07 | |
87.82 | 0.91 | -33.76 | 65995125 | 62.12 | -1.26 | |
235.18 | 0.91 | -32.27 | 123400850 | 64.46 | 0.25 | |
1,537.5 | 0.88 | -25.7 | 7239650 | 61.12 | 0.24 | |
2,741 | 0.79 | -59.98 | 2297400 | 71.76 | -1.86 | |
2,898 | 0.78 | -58.69 | 9805275 | 77.35 | -0.51 | |
1,573.5 | 0.71 | -43.01 | 4967000 | 63.93 | 0.66 | |
5,635 | 0.7 | -34.35 | 2940200 | 58.75 | 0.42 | |
3,034 | 0.69 | -30.07 | 10001094 | 55.95 | 0.56 | |
213.79 | 0.69 | -26.89 | 90528550 | 53.46 | 0.51 | |
393.5 | 0.69 | -31.64 | 63377700 | 59.07 | 0.38 | |
412.9 | 0.68 | -19.99 | 27279200 | 44.79 | -0.61 | |
1,244.3 | 0.67 | -45.62 | 5426400 | 60.7 | -2.43 | |
120.29 | 0.67 | -49.99 | 54766075 | 70.51 | -3.64 | |
728 | 0.67 | -50.49 | 19496000 | 70.97 | 0.37 | |
13,472 | 0.66 | -32.28 | 1473650 | 57.32 | -0.63 | |
1,538 | 0.6 | -40.54 | 6204800 | 53.89 | 0.45 | |
161.8 | 0.59 | -12.7 | 92261000 | 44.08 | 0.5 | |
639 | 0.56 | -21.99 | 32430150 | 62.38 | 0.59 | |
13,894 | 0.55 | -48.02 | 1617800 | 67.22 | -1.17 | |
1,515.4 | 0.54 | -42.33 | 5177600 | 57.98 | 0.31 | |
1,725.9 | 0.54 | -41.9 | 10557500 | 66.73 | 0.9 | |
537.55 | 0.53 | -26.13 | 17089000 | 68.52 | -1.58 | |
1,331 | 0.51 | -41.01 | 6162650 | 57.28 | 0 | |
1,280.2 | 0.51 | -33.04 | 77287500 | 61.99 | 0.56 | |
425.45 | 0.5 | -33.04 | 47382000 | 56.71 | 0.25 | |
3,693.5 | 0.5 | -55.43 | 2676450 | 70.41 | -0.69 | |
1,063.7 | 0.5 | -47.82 | 6782500 | 64.45 | 0.19 | |
2,255.4 | 0.49 | -44.4 | 26534475 | 65.25 | -0.12 | |
310.95 | 0.48 | -37.55 | 29109525 | 59.42 | 0.65 | |
251.15 | 0.48 | -40.66 | 35012750 | 59.68 | 0.43 | |
143.06 | 0.47 | -28.65 | 52369200 | 51.97 | 0.41 | |
126 | 0.46 | -38.74 | 279679500 | 67.14 | 0.66 | |
1,230.3 | 0.44 | -49.06 | 61841250 | 70.41 | 0.64 | |
1,821 | 0.41 | -37.04 | 4368350 | 59.35 | -0.82 | |
2,515.5 | 0.39 | -40.81 | 4740300 | 69.1 | 0.45 | |
307.9 | 0.39 | -29.22 | 18120000 | 56.78 | 0.03 | |
554 | 0.38 | -37.12 | 30136700 | 62.23 | 0.54 | |
393.65 | 0.36 | -48.32 | 24325700 | 65.72 | 0.52 | |
947.5 | 0.36 | -47.08 | 8537400 | 70.38 | 0.68 | |
406.25 | 0.33 | -27.79 | 67365450 | 57.94 | 0.4 | |
761.2 | 0.3 | -52.18 | 4711575 | 63.3 | 0.1 | |
110.44 | 0.3 | -37.87 | 219536000 | 67.06 | 0.65 | |
423.95 | 0.3 | -42.68 | 13470800 | 58.63 | -1.68 | |
151.3 | 0.29 | -34.13 | 95790000 | 56.81 | 0.59 | |
1,643.7 | 0.28 | -45.8 | 2494050 | 68.9 | -0.23 | |
385 | 0.27 | -36.55 | 160754000 | 71.43 | 0.64 | |
225.15 | 0.26 | -39.11 | 25596725 | 59.67 | -0.99 | |
5,622.5 | 0.25 | -29.54 | 766125 | 48.32 | 0.66 | |
532.8 | 0.25 | -27.85 | 15944600 | 50.34 | 0.63 | |
2,305.8 | 0.25 | -38.43 | 3649050 | 62.19 | -1.07 | |
854.1 | 0.24 | -47.95 | 10357200 | 72.41 | -0.18 | |
884.7 | 0.23 | -43.73 | 14618300 | 65.69 | 0.58 | |
501.95 | 0.21 | -42.77 | 13843550 | 65.15 | 0.41 | |
22.94 | 0.13 | -22.61 | 660035300 | 48.77 | 0.69 | |
26,805 | 0.13 | -36.2 | 214850 | 60.09 | -1.23 | |
10,672 | 0.09 | -43.62 | 240450 | 68.47 | 0.31 | |
1,852.1 | 0.09 | -43.4 | 5916750 | 70.87 | 0.48 | |
324.9 | 0.07 | -30.95 | 54632000 | 54.34 | 0.55 | |
1,025 | 0.06 | -56.39 | 4914000 | 72.05 | -0.15 | |
2,095.2 | 0.06 | -42.25 | 2988150 | 59.66 | 0.46 | |
145.83 | 0.06 | -27.98 | 70761900 | 47.2 | 0.58 | |
423 | 0.05 | -42.41 | 20531250 | 63.9 | 0.55 | |
265.2 | 0.05 | -23.74 | 23569250 | 37.81 | 0.49 | |
1,146.05 | 0.04 | -46.89 | 11436250 | 68.39 | -3.84 | |
4,692.2 | -0.01 | -39.44 | 4196675 | 65.26 | 0.54 | |
1,394.9 | -0.02 | -27.52 | 3995600 | 52.32 | -0.5 | |
166.15 | -0.02 | -26.43 | 101491200 | 72.16 | -0.39 | |
1,013.9 | -0.02 | -26.73 | 60971250 | 66.42 | 0.52 | |
721 | -0.04 | -35.65 | 8229550 | 52.16 | -0.16 | |
3,791.7 | -0.04 | -31.37 | 8836800 | 56.74 | 0.51 | |
354.4 | -0.04 | -54.75 | 82430000 | 77.99 | 0.14 | |
1,105.2 | -0.04 | -61.74 | 5330625 | 76.83 | -0.37 | |
4,583.1 | -0.04 | -32.47 | 3585000 | 61.54 | 0.28 | |
825.7 | -0.04 | -28.3 | 8263000 | 47.35 | 0.35 | |
1,560.7 | -0.05 | -51.07 | 13801200 | 66.81 | -0.68 | |
576.45 | -0.08 | -34.83 | 5674350 | 49.41 | 0.35 | |
289.15 | -0.12 | -29.03 | 36932200 | 56.88 | -0.05 | |
1,432 | -0.16 | -45.68 | 85974000 | 69.2 | -0.24 | |
1,128.7 | -0.16 | -53.59 | 3665200 | 73.17 | 0.63 | |
352.8 | -0.18 | -24 | 23760000 | 39.65 | 0.14 | |
1,081.5 | -0.2 | -51.42 | 7375725 | 70.23 | 0.34 | |
604.95 | -0.21 | -37.5 | 19884625 | 61.38 | 0.44 | |
383.8 | -0.22 | -36.09 | 34900875 | 66.54 | 0.44 | |
347.65 | -0.22 | -24.73 | 74925000 | 51.41 | 0.58 | |
375.1 | -0.23 | -20.86 | 32900500 | 47.25 | 0.43 | |
1,776.5 | -0.24 | -48.63 | 15147275 | 71.23 | 0.53 | |
5,375 | -0.25 | -40.28 | 1519750 | 65.29 | -1.11 | |
1,445.2 | -0.26 | -34.8 | 7668500 | 57.89 | 0.53 | |
40,145 | -0.27 | -35.81 | 184580 | 57.39 | 0.32 | |
1,111.2 | -0.27 | -53.3 | 7706700 | 72.91 | 0.58 | |
427.4 | -0.27 | -24.94 | 43798050 | 53.73 | -0.37 | |
4,894.5 | -0.3 | -44.78 | 1866725 | 71.23 | -1.09 | |
1,904.8 | -0.3 | -34.1 | 48251450 | 78.89 | 0.43 | |
8,941 | -0.31 | -29.51 | 1583500 | 55.53 | 0.49 | |
2,708 | -0.32 | -46.98 | 5573050 | 67.96 | -0.74 | |
52.32 | -0.36 | -39.35 | 297497500 | 65.79 | 0.45 | |
2,199 | -0.37 | -33.1 | 5911500 | 50.48 | 0.76 | |
352.75 | -0.38 | -34.74 | 26635075 | 53.26 | 0.69 | |
18,530 | -0.38 | -40.85 | 544550 | 62.52 | 0.51 | |
7,250 | -0.38 | -44.13 | 3190100 | 72.98 | 0.73 | |
433.35 | -0.39 | -40.16 | 31492500 | 59.9 | 0.61 | |
1,161.05 | -0.39 | -46.85 | 10095250 | 66.63 | 0.42 | |
107.17 | -0.39 | -31.26 | 68313150 | 52.05 | 0.35 | |
456.8 | -0.4 | -35.78 | 33064575 | 58.31 | 0.53 | |
437.9 | -0.4 | -14.85 | 0 | 0 | N/A | |
1,039 | -0.41 | -26.7 | 7773750 | 54 | 0.42 | |
619.9 | -0.43 | -48.97 | 18663200 | 71.47 | -1.04 | |
5,004 | -0.43 | -50.35 | 4904850 | 72.22 | 0.97 | |
2,026.3 | -0.44 | -38.88 | 4753775 | 58.84 | 0.3 | |
323.05 | -0.44 | -42.4 | 31393750 | 65.64 | 0.29 | |
4,031 | -0.45 | -51.76 | 3581550 | 69.85 | -0.02 | |
745 | -0.45 | -40.4 | 253729450 | 74.86 | 0.53 | |
1,240.6 | -0.46 | -53.14 | 32634225 | 78.68 | 0.81 | |
998.35 | -0.47 | -44.03 | 29176700 | 67.49 | 0.51 | |
1,950.7 | -0.5 | -44.76 | 3373150 | 62.79 | -1.26 | |
1,877 | -0.51 | -43.44 | 7527600 | 67.03 | 0.63 | |
344.85 | -0.51 | -33.81 | 27266250 | 53.55 | 0.53 | |
1,939.3 | -0.54 | -41.06 | 11960200 | 68.18 | 0.55 | |
2,149.2 | -0.55 | -36.68 | 13705800 | 60.96 | 0.39 | |
1,820.5 | -0.56 | -37.25 | 2905000 | 51.39 | 0.46 | |
1,061.6 | -0.59 | -29.95 | 4433000 | 56.32 | -0.52 | |
477.6 | -0.61 | -29.66 | 10843750 | 52.58 | 0.08 | |
2,992.7 | -0.62 | -49.44 | 4823500 | 65.83 | 0.41 | |
3,553.4 | -0.62 | -29.04 | 4532600 | 49.6 | 0.63 | |
11,817 | -0.64 | -39.87 | 1431750 | 68.4 | 0.4 | |
183.12 | -0.67 | -36.8 | 137002250 | 65.4 | 0.5 | |
1,156.3 | -0.67 | -28.45 | 10126875 | 60.46 | -0.42 | |
302.35 | -0.68 | -46.75 | 38778750 | 68.47 | -0.52 | |
3,090.5 | -0.72 | -41.64 | 8793250 | 71.96 | 0.25 | |
79.01 | -0.72 | -43.26 | 108030800 | 68.84 | -1.5 | |
462.3 | -0.73 | -32.38 | 13539375 | 52.17 | 0.45 | |
1,043 | -0.74 | -43.27 | 70776800 | 60.69 | -0.46 | |
8,800 | -0.75 | -52.37 | 1885500 | 77.83 | 0.47 | |
2,734 | -0.75 | -37.65 | 4712400 | 55.1 | 0.14 | |
2,024.8 | -0.8 | -57.1 | 2510900 | 71.99 | 0.42 | |
13.13 | -0.83 | -30.29 | 3679175625 | 59.73 | 0.6 | |
138.81 | -0.89 | -43.49 | 114294375 | 69.12 | -0.29 | |
1,097.7 | -0.9 | -39.97 | 12507550 | 67.72 | 0.3 | |
553.6 | -1.04 | -34.99 | 15265000 | 61.93 | 0.48 | |
2,158.5 | -1.05 | -44.93 | 5086000 | 65 | 0.39 | |
11,153 | -1.07 | -44.11 | 1565400 | 62.73 | 0.55 | |
2,373.1 | -1.1 | -37.44 | 3484575 | 60.55 | 0.47 | |
2,642.3 | -1.12 | -32.35 | 5942750 | 62.58 | 0.78 | |
945.05 | -1.13 | -32.91 | 39543000 | 65.38 | 0.59 | |
856.95 | -1.14 | -31.16 | 3061300 | 50.73 | -0.46 | |
169.79 | -1.18 | -45.18 | 55774050 | 68.42 | 0.43 | |
7,622.5 | -1.26 | -54.82 | 3452800 | 77.23 | -0.46 | |
4,966.1 | -1.27 | -48.4 | 3740750 | 74.5 | -0.97 | |
41,710 | -1.34 | -56.59 | 177250 | 76.43 | -0.17 | |
248.71 | -1.36 | -26.08 | 38205000 | 43.52 | 0.16 | |
3,860.3 | -1.38 | -60.98 | 10045000 | 77.8 | 0.59 | |
1,598.4 | -1.41 | -48.01 | 3376800 | 66.61 | 0.5 | |
108.29 | -1.5 | -41.14 | 36821200 | 71.29 | -0.25 | |
2,789.5 | -1.56 | -50.23 | 1337800 | 65.95 | 0.3 | |
2,512.7 | -1.66 | -43.23 | 1853000 | 60.35 | 0.61 | |
10,635 | -1.79 | -48.54 | 1098500 | 68.29 | 0.15 | |
5,005.9 | -1.87 | -49.34 | 3463500 | 67.08 | 0.45 | |
1,020.5 | -1.93 | -42.96 | 55325250 | 66.86 | 0.43 | |
450.95 | -1.95 | -43.29 | 13018600 | 66.73 | -1 | |
7,395.5 | -1.98 | -39.14 | 1569000 | 58.63 | -0.04 | |
3,160 | -2 | -40.7 | 12203400 | 67.4 | 0.55 | |
1,007 | -2.01 | -40.74 | 24250050 | 70.73 | 0.54 | |
3,179.1 | -2.1 | -45.62 | 2445750 | 56.99 | -2.17 | |
7,272 | -2.31 | -33.45 | 925200 | 56.62 | -0.34 | |
280.4 | -2.48 | -32.37 | 106964325 | 62.66 | 0.48 | |
571.85 | -2.6 | -33.7 | 17841600 | 52.26 | 0.33 | |
1,804.9 | -2.67 | -35.39 | 1968850 | 44.11 | -0.43 | |
31,205 | -2.83 | -42.21 | 336125 | 60.84 | 0.68 | |
4,207.4 | -2.83 | -39.09 | 1834500 | 67.6 | 0.41 | |
251.95 | -3.62 | -43.33 | 37438050 | 68.41 | -1.17 | |
873 | -7.37 | -48.71 | 4963875 | 69.38 | 0.57 |
Premium
Discount
Script | Spot | Future | Premium(%) |
|---|---|---|---|
CONCOR | 477.55 | 477.60 | 0.01% |
IEX | 124.26 | 124.28 | 0.01% |
BAJAJFINSV | 1,876.70 | 1,877.00 | 0.01% |
DIVISLAB | 7,248.50 | 7,250.00 | 0.02% |
FEDERALBNK | 354.30 | 354.40 | 0.02% |
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.
Those who trade future contracts will either buy (long trades) or sell (short trades). A few common future trading strategies are as follows:
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:
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.
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.
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.
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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