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	25,980	0.38	-2.4	2274935	12.68	0.61
NIFTYNXT50	68,050	0.24	-4.98	3875	12.87	0.48
BANKNIFTY	59,155.4	0.13	2.19	311340	14.68	0.66
FINNIFTY	27,403	0.12	-0.16	4680	10.69	0.53
MIDCPNIFTY	13,784.4	0.05	2.11	153960	6	0.56

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
TATAELXSI	5,357.5	6.28	-0.25	203000	10.22	0.49
IDEA	11.68	2.9	-1.39	1122443400	16.2	0.68
NBCC	111.28	2.68	-0.07	7644000	8.45	0.6
POLYCAB	7,289.5	2.35	3.23	202250	8.66	0.58
BANDHANBNK	149.37	2.24	-1.23	28821600	21.6	0.7
MOTHERSON	119.85	2.09	0.59	10042950	5.2	0.7
SHRIRAMFIN	887.5	2.06	3.64	5092725	7.59	0.61
MAXHEALTH	1,072.7	1.96	1.44	1973475	9.43	0.65
TVSMOTOR	3,662	1.89	0.15	185150	2.44	0.49
FORTIS	882.2	1.77	2	922250	6.33	0.52
KEI	4,173.2	1.69	0.57	112350	9.43	0.25
LAURUSLABS	1,036	1.67	-1.2	2147100	13.1	0.74
SONACOMS	494.7	1.61	-0.7	777875	5.36	0.4
KAYNES	4,107	1.45	1.55	615800	16.33	0.51
PATANJALI	559.8	1.38	1.27	1489500	3.87	0.57
PNBHOUSING	911.1	1.36	1.54	785200	4.72	0.58
SAMMAANCAP	146	1.36	-1.08	32250000	27.55	0.58
BAJAJ-AUTO	8,978	1.32	-0.55	399975	11.07	0.45
IDFCFIRSTB	84.97	1.31	0.79	60278225	16.56	0.57
BEL	389.35	1.3	-0.56	24244950	19.64	0.7
TMPV	351.5	1.28	0.3	19550400	19.2	0.61
KALYANKJIL	477.9	1.27	-0.36	1484025	4.36	0.66
JIOFIN	296.6	1.26	0.88	31229150	18.96	0.57
JUBLFOOD	566.05	1.26	-1.96	2992500	13.51	0.49
RELIANCE	1,567.4	1.24	2.32	18685500	17.96	0.63
KPITTECH	1,179	1.23	0.94	374000	9.62	0.34
PPLPHARMA	169.19	1.19	-0.24	4092375	14.37	0.57
ASHOKLEY	172.13	1.18	4	28210000	15.66	-0.62
BHARATFORG	1,426.4	1.17	0.19	846500	10.52	0.58
EICHERMOT	7,196.5	1.16	1.49	349500	10.76	0.68
RVNL	308.15	1.16	-0.36	10153450	20.68	-1.8
LT	4,087	1.15	1.26	2907625	20.62	0.62
POWERGRID	261.7	1.14	0.15	14099900	16.11	0.61
MCX	10,309	1.12	0.04	355375	12.15	0.68
POLICYBZR	1,860	1.11	-0.83	545650	8.3	0.53
UNOMINDA	1,242.1	1.09	0.14	228250	5.21	0.55
ASIANPAINT	2,793.4	1.06	1.86	896750	7.08	0.74
PGEL	572.3	1.05	-0.32	736250	7.23	0.29
DIVISLAB	6,458	1.05	1.36	250800	7.99	0.74
PAYTM	1,302.9	0.96	-0.62	1220900	6.46	0.47
AMBER	6,657.5	0.94	0.72	190600	16.23	-0.86
OIL	405	0.89	1.43	918400	7.95	0.49
INDUSTOWER	413.3	0.87	0.58	3927000	4.64	0.77
PETRONET	271.8	0.81	-0.45	4265500	9.08	0.69
BANKBARODA	290.5	0.76	0.23	9324900	10.65	0.53
HUDCO	208.58	0.74	0.58	3860025	11.09	0.7
FEDERALBNK	267.45	0.73	0.5	9440000	14.06	0.56
SBICARD	857.35	0.72	0.62	1459200	8.75	-0.09
SRF	3,073.5	0.69	0.23	175000	5.19	0.53
APOLLOHOSP	6,981	0.68	-0.3	474250	13.8	0.75
DMART	3,794.8	0.66	0.36	520200	8.71	0.33
TRENT	4,068.6	0.65	-0.02	1188700	12.86	0.62
BDL	1,352	0.64	0.74	774550	15.98	0.59
GAIL	169.15	0.63	-0.03	11938500	11.91	0.53
TORNTPOWER	1,262.9	0.62	0.17	549950	19.05	0.61
BRITANNIA	6,086	0.61	1.59	119875	4.24	0.71
TATACONSUM	1,182	0.61	0.3	1582350	12.52	0.67
MARUTI	16,467	0.61	1.12	341350	11.61	0.59
TITAN	3,946.9	0.6	1	1678250	17.55	0.66
TATATECH	648.6	0.58	-0.05	2128800	16.31	0.37
EXIDEIND	361.55	0.57	1.41	2826000	8.79	0.6
BSE	2,704.1	0.56	1.22	1902750	16.13	0.66
ABB	5,145	0.55	-0.32	317750	12.63	0.33
PHOENIXLTD	1,812.5	0.54	0.08	123900	3.74	0.6
SBILIFE	2,029.4	0.54	0.61	557250	7.02	0.73
HAL	4,285.9	0.53	-0.16	1341300	12.86	0.66
SIEMENS	3,096.9	0.53	-0.49	371350	12.19	0.49
GODREJPROP	2,015.7	0.5	0.23	969375	10.36	0.55
DELHIVERY	404.6	0.49	-0.05	1176525	7.28	0.6
NHPC	75.61	0.49	-0.44	9497600	12.69	0.64
ICICIPRULI	650.1	0.48	0.26	587375	3.53	0.59
HINDPETRO	466.85	0.48	-0.07	2063475	5.35	0.63
HEROMOTOCO	5,777	0.47	1.22	326250	5.27	0.56
APLAPOLLO	1,809.4	0.47	0.3	384650	4.91	0.54
MAZDOCK	2,377.7	0.47	0.02	537200	11.71	0.68
ETERNAL	286.85	0.47	0.28	23927475	7.74	0.61
YESBANK	21.58	0.46	-0.29	162932900	14.43	0.55
TCS	3,299.9	0.45	0.41	2742950	10.82	0.44
IRFC	111.69	0.44	-0.13	7080500	14.74	0.57
LODHA	1,076.1	0.44	-0.14	994500	7.59	0.61
NESTLEIND	1,242.3	0.44	0.49	2347500	14.08	0.76
INFY	1,634.8	0.42	4.65	16396000	21.59	0.65
INDHOTEL	727.15	0.41	-0.38	2196000	8.17	0.52
PFC	337.45	0.4	0.64	12454000	14.14	0.62
OFSS	7,715	0.39	-0.31	115950	7.78	0.42
LICHSGFIN	530.4	0.38	0.1	3565000	9.79	0.55
M&M	3,606.8	0.38	1.26	2933800	15.4	0.67
BAJFINANCE	1,005.9	0.36	-0.22	14634000	16.41	0.64
BIOCON	395	0.36	0.14	3620000	7.51	0.6
DLF	682.45	0.36	-0.08	3907200	7.51	0.59
IRCTC	667.9	0.34	-0.16	2834125	13.42	0.52
HINDUNILVR	2,273.4	0.34	0.25	2117700	17.95	0.71
HAVELLS	1,408.7	0.32	0.09	483500	5.79	0.53
BAJAJFINSV	2,035.5	0.31	0.5	3312250	17.77	0.55
TIINDIA	2,596.5	0.31	0.58	240400	7.23	0.51
KFINTECH	1,076.4	0.3	1.53	336500	9.41	-0.45
CGPOWER	664.5	0.29	-0.42	1348100	9.39	0.53
LICI	850.5	0.28	0.35	2102800	17.09	0.39
ULTRACEMCO	11,510	0.27	0.64	625750	20.75	0.74
HDFCBANK	984.7	0.26	1.34	53193250	23.01	0.64
AXISBANK	1,236.2	0.25	0.38	12156250	15.38	0.62
UNITDSPR	1,397.4	0.25	0.05	637200	5.24	0.73
JSWENERGY	473.55	0.25	-0.04	2426000	5.26	0.77
INDIGO	5,143	0.24	1.14	1583850	13.49	0.4
SUPREMEIND	3,364	0.24	0.43	237825	10.43	0.32
ITC	402.2	0.23	1.1	27468800	15.39	0.63
INDUSINDBK	837.7	0.22	0.95	5322100	11.07	0.65
PIIND	3,231.9	0.2	-0.19	305025	11.32	0.09
CONCOR	499.7	0.18	-0.16	4000000	9.97	0.67
SBIN	979.5	0.16	0.72	17372250	23.12	0.62
CIPLA	1,505	0.16	0.01	1708875	12.29	0.62
INDIANB	779.65	0.15	-0.66	745000	6.35	0.5
LTF	301.25	0.14	0.57	2409750	5.8	0.46
PNB	119.23	0.14	0.52	38776000	15.6	0.52
BANKINDIA	142.56	0.13	1.06	3374800	6.73	0.39
AUROPHARMA	1,211.6	0.13	1.23	1155550	5.05	0.69
GMRAIRPORT	100.81	0.12	0.91	21999150	12.49	0.69
NYKAA	245.35	0.12	-0.3	3146875	5.51	0.18
ONGC	232.42	0.09	0.71	10129500	9.91	0.64
ASTRAL	1,415.3	0.09	0.83	838525	10.6	0.29
MANAPPURAM	287.65	0.08	-0.06	2181000	5.58	0.5
JINDALSTEL	989.7	0.08	1.31	626875	4.64	0.61
RECLTD	338.05	0.07	-0.11	12537000	12.14	0.59
TATAPOWER	375.85	0.05	-0.25	6697550	11.6	0.74
NCC	153.38	0.05	-0.87	0	0	N/A
GRASIM	2,813.4	0.04	0.15	1355250	8.42	0.65
NTPC	319.15	0.01	0.34	11388000	12.21	0.59
PRESTIGE	1,605.1	0	0.6	223650	5.3	0.62
DABUR	493.55	-0.01	0.24	1731250	8.66	0.58
MUTHOOTFIN	3,750	-0.02	1.73	476025	13.85	0.61
IIFL	561.7	-0.03	-0.09	508200	4.19	0.62
TATASTEEL	168.35	-0.03	0.55	53531500	20.33	0.62
TECHM	1,607.2	-0.04	0.42	1726800	7.49	0.64
LUPIN	2,118.3	-0.04	-0.03	438175	6.08	0.71
ALKEM	5,530	-0.05	-0.31	85250	5.36	0.5
IEX	139.98	-0.05	0.34	7732500	13.23	0.61
KOTAKBANK	2,169.2	-0.06	0.44	7834800	18.97	0.64
TORNTPHARM	3,758.6	-0.07	-0.41	47500	2.01	0.56
GLENMARK	1,957.9	-0.07	-0.43	414375	2.83	0.65
WIPRO	264.09	-0.08	-0.18	10341000	8.53	-0.35
OBEROIRLTY	1,652.4	-0.08	0.08	431200	8.8	-0.82
HDFCLIFE	758.05	-0.08	0.57	3197700	9.94	0.79
SUNPHARMA	1,747.9	-0.09	0.28	3026800	19.67	0.6
PERSISTENT	6,332	-0.09	-0.6	147500	6.7	0.53
CYIENT	1,143	-0.09	0.88	0	0	N/A
PIDILITIND	1,453.5	-0.1	1.99	1062000	14.08	0.65
ADANIGREEN	1,012.7	-0.11	0.71	1560000	6.03	0.7
IREDA	131.56	-0.12	0.72	15707850	27.48	-0.5
RBLBANK	298.65	-0.13	0.33	3171825	4.07	0.65
CDSL	1,488.8	-0.13	1.26	1507650	14.6	0.45
ZYDUSLIFE	915.1	-0.13	-0.96	1016100	8.96	0.46
ICICIBANK	1,357.3	-0.16	2.51	30639000	24.39	0.68
ADANIENSOL	976	-0.16	0.11	415800	2.31	0.89
AMBUJACEM	536.5	-0.17	0.71	2328900	4.76	0.65
BHARTIARTL	2,091.4	-0.18	1.36	8804600	17.57	0.6
MANKIND	2,143.8	-0.18	-0.13	262800	9.84	0.42
BOSCHLTD	35,680	-0.18	-0.43	13375	6.32	0.63
COLPAL	2,091.9	-0.18	0.03	1106775	14.88	0.49
ABCAPITAL	344.85	-0.18	-0.05	3375900	4.48	0.42
ADANIPORTS	1,496.5	-0.19	0.26	2845725	11.69	0.76
UPL	743.6	-0.22	0.4	1188335	3.32	0.42
SUZLON	51.75	-0.23	1.1	52227675	17.44	0.65
SOLARINDS	11,773	-0.24	0.53	109100	10.49	0.74
COALINDIA	385.55	-0.24	-0.22	8195850	14.92	0.49
UNIONBANK	153.69	-0.25	0.25	9164175	12.11	0.35
JSWSTEEL	1,081.2	-0.25	0.39	3960900	7.85	0.71
ICICIGI	1,950	-0.27	0.05	222950	3.91	0.6
IOC	161.65	-0.31	-1.2	8272875	8.44	0.61
BPCL	363.5	-0.31	-1.45	1878225	6.57	0.19
PAGEIND	35,715	-0.34	1.33	24225	8.62	0.09
MPHASIS	2,880.8	-0.35	0.19	212850	3.3	0.59
INOXWIND	124.2	-0.4	-0.24	7289425	8.22	0.61
NAUKRI	1,330.4	-0.45	0.83	673875	7.82	0.52
VEDL	576.5	-0.49	-0.02	8102900	7.43	0.58
HINDZINC	589.3	-0.51	-0.94	6278125	17.02	0.63
ADANIENT	2,224.9	-0.51	0.45	2958366	12.86	0.4
MARICO	739	-0.53	-0.2	286800	0.85	0.66
CUMMINSIND	4,365	-0.56	1.21	206400	6.74	0.55
ANGELONE	2,462.3	-0.58	0.15	678000	15.69	-1.89
AUBANK	981.1	-0.63	0.04	3753000	16.62	0.32
DRREDDY	1,271.3	-0.64	2.36	1803125	12.33	0.44
BHEL	273.65	-0.67	-0.61	5656875	8.73	0.63
HINDALCO	851.8	-0.72	0.05	10263400	12.85	0.65
DALBHARAT	2,012.7	-0.75	2.33	443300	16.73	0.61
POWERINDIA	18,070	-0.76	-1.26	31400	10.74	0.66
GODREJCP	1,179.8	-0.78	0.18	354000	3.75	0.54
NATIONALUM	277.2	-0.84	0.52	6926250	12.03	0.64
NMDC	76.05	-0.87	0.01	20310750	5.93	0.61
CAMS	747.1	-0.91	-0.09	1554000	16.64	0.65
VBL	470.25	-0.91	0.68	2770875	5.82	0.57
COFORGE	1,842	-0.92	1.34	794625	6.19	0.22
SHREECEM	25,485	-1.04	0.91	42850	12.49	0.39
TITAGARH	764	-1.05	1.19	0	0	N/A
CANBK	148.01	-1.12	0.8	27216000	18.2	0.56
MFSL	1,669.6	-1.13	-0.48	209600	2.63	0.64
CHOLAFIN	1,664.7	-1.26	1.32	1103125	7.37	0.43
HFCL	63.91	-1.29	0.39	0	0	N/A
360ONE	1,129	-1.34	1.68	125000	6.54	0
DIXON	13,133	-1.44	3.56	328500	14.2	0.62
VOLTAS	1,383.9	-1.47	-0.23	2637750	21.7	-0.93
SYNGENE	648	-1.55	-0.96	330000	3.96	0.39
HCLTECH	1,639.8	-1.59	0.68	1718150	9.8	-0.13
CROMPTON	251.5	-1.89	1.19	6231600	10.57	0.67
LTIM	6,140.5	-2.08	0.23	305850	12.38	0.32
SAIL	124.5	-2.16	1.28	23227400	12.73	0.67
HDFCAMC	2,655.3	-2.83	3.98	856500	14.31	0.4
NUVAMA	7,112	-2.99	4.67	31700	6.99	0.55
BLUESTARCO	1,774.9	-4.33	-1.21	262275	10.59	0.17

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
SUPREMEIND	3,363.90	3,364.00	0.00%
GRASIM	2,813.30	2,813.40	0.00%
CYIENT	1,142.90	1,143.00	0.00%
ONGC	232.40	232.42	0.00%
EXIDEIND	361.50	361.55	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