Rollover: Get Derivative Rollover Data On Stcoks and Indices

INDEX

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
MIDCPNIFTY	13,504.8	0.12	1.57	52500	2.13	0.29
NIFTYNXT50	69,050.2	-0.15	3.74	1750	8.84	0.44
NIFTY	25,540	-0.4	-0.42	1934775	11.78	0.41
BANKNIFTY	57,250	-0.76	-4.91	247065	9.98	0.34
FINNIFTY	26,999.5	-0.92	6.55	2340	2.83	0.38

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
ABFRL	78.2	4.43	3.59	1916200	3.83	0.51
MANKIND	2,402.4	4.37	3.63	15300	1.46	0.44
TATACOMM	1,813	4.18	4.37	0	0	N/A
TATASTEEL	166.9	3.92	4.96	9163000	4.56	0.53
SAIL	138.88	3.84	2.24	5734000	4.51	0.31
DIXON	15,238	3.22	-2.61	74400	4.01	0.53
BALKRISIND	2,569.6	3.18	-0.23	0	0	N/A
PGEL	749	2.91	15.77	86100	2.87	0.7
JSWSTEEL	1,061.1	2.78	2.77	164700	0.42	0.46
KAYNES	6,325	2.64	1.41	13800	2.16	0.33
ASIANPAINT	2,441.1	2.62	3.55	495750	3.52	0.5
KALYANKJIL	588.75	2.61	7.77	1021075	4.85	0.15
AMBUJACEM	597.6	2.46	1.61	438900	1.41	0.48
GMRAIRPORT	88.63	2.43	0.64	4910400	2.57	0.53
INOXWIND	178.03	2.43	4.27	2170425	5.17	0.16
FORTIS	796.9	2.35	5.43	58900	0.72	0.26
IGL	222.06	2.34	11.31	932250	5.28	-0.1
JINDALSTEL	977.6	2.33	-1.2	156250	1.02	0.12
AUROPHARMA	1,165	2.19	2.22	257400	1.35	0.61
BHARATFORG	1,313.6	2.11	-1.31	194500	1.75	0.55
BLUESTARCO	1,738.2	1.89	33.28	41600	2.54	-0.3
SRF	3,277	1.79	0.86	60600	1.28	0.33
AMBER	7,242	1.68	6.84	3300	1.56	0.34
UNOMINDA	1,104	1.67	-0.03	37400	1.05	0.63
ULTRACEMCO	12,390	1.61	5.28	1505950	51.02	0.5
NYKAA	208.91	1.61	7.81	765625	1.4	-0.72
BIOCON	369.85	1.53	5.24	830000	1.98	0.58
POLYCAB	6,788	1.42	1.4	23625	1.04	0.47
TRENT	6,254	1.38	-0.78	90600	1.61	0.46
MARUTI	12,640	1.33	0.2	55500	1.85	-0.62
LAURUSLABS	759.3	1.33	2.96	501500	2.49	0.36
COLPAL	2,448.2	1.32	-2.42	127350	2.69	0.37
NATIONALUM	193.89	1.2	1.4	2362500	3.28	0.44
IDEA	7.59	1.2	-91.21	273534850	39.99	0.52
SHREECEM	31,705	1.19	0.74	2375	0.98	-0.18
MGL	1,516.9	1.19	1.68	0	0	N/A
DALBHARAT	2,229	1.13	2.85	26975	0.78	0.22
IEX	195.89	1.13	0.18	1623750	3.67	0.75
ACC	1,948.8	1.04	0.09	0	0	N/A
PIDILITIND	3,071.7	0.95	1.75	21000	0.68	0.53
DABUR	484.2	0.87	3.04	618750	2.54	0.57
ADANIENSOL	884.4	0.85	0.41	413100	2.22	0.66
SONACOMS	477	0.84	2.32	657300	2.99	-1.11
VEDL	472.9	0.82	3.29	2174650	2.43	0.44
PETRONET	301.35	0.81	0.31	2505600	6.12	0.48
BRITANNIA	5,823	0.78	2.4	24375	0.76	-0.8
MAXHEALTH	1,295.8	0.74	2.93	210525	2.02	0.43
GODREJCP	1,183	0.71	2.23	529500	5.45	0.14
BSOFT	440	0.68	1.03	0	0	N/A
GLENMARK	1,777.8	0.67	0.84	64125	0.63	0.66
PNB	114.4	0.62	3.63	10240000	4.27	0.58
OIL	439	0.59	-1.54	987000	5.98	0.12
BHARTIARTL	2,023.5	0.58	1.25	3153525	6.47	0.56
TATAMOTORS	691.2	0.57	-1.82	4043200	5.14	0.49
INDUSTOWER	425.35	0.55	1.27	550800	0.88	0.23
GAIL	191.48	0.52	3.04	18304650	17.15	0.09
HEROMOTOCO	4,192.8	0.51	-0.3	161250	2.71	0.36
DELHIVERY	388.2	0.5	4.99	471025	3.88	0.27
WIPRO	266.75	0.48	2.12	1920000	2.65	0.31
LUPIN	1,970.9	0.48	3.35	347650	3.09	0.43
TORNTPOWER	1,473	0.48	0.81	21375	0.98	0.47
ALKEM	4,903	0.47	0.9	27125	2.12	0.29
ADANIENT	2,643.9	0.46	-0.52	250500	1.35	0.51
SUNPHARMA	1,680.2	0.44	1.61	805350	4.17	0.59
MOTHERSON	153.73	0.44	0.23	2640400	2.47	0.53
GRANULES	493	0.42	1.46	91375	0.66	0.4
INFY	1,620	0.4	1.46	938800	1.57	0.49
PIIND	4,188.2	0.38	0.67	17325	1.08	0.17
HINDALCO	700.45	0.38	-0.56	855400	1.71	0
UPL	669.35	0.37	2.21	3892915	11.51	0.48
CYIENT	1,289.7	0.37	0.46	81600	2.7	0.44
HINDUNILVR	2,314.8	0.37	0.69	1098000	5.86	0.5
VOLTAS	1,339.3	0.35	-0.54	400500	3.55	0.27
TATACHEM	939.1	0.34	-1.95	308100	3.19	0.61
TITAN	3,714.2	0.32	0.6	91525	0.78	0.5
VBL	455.55	0.29	1.87	1631800	3.48	0.36
IOC	148.51	0.29	0.61	3310125	3.35	0.55
LODHA	1,404.8	0.29	3.63	72900	1.14	0.22
BOSCHLTD	32,100	0.28	0.72	2900	0.94	0.46
360ONE	1,185.8	0.27	14.09	11000	1.07	0.16
ADANIGREEN	1,024.9	0.24	-0.6	483000	2.81	0.44
EICHERMOT	5,731	0.21	2.15	382550	12.37	-0.43
COFORGE	1,933.1	0.21	1.27	122625	0.93	0.3
TVSMOTOR	2,908.6	0.21	1.11	383600	5.33	0.16
INDIANB	654.55	0.2	-1.41	167000	2.53	0.19
DIVISLAB	6,872	0.18	0.33	29100	0.99	0.47
NTPC	334.75	0.17	0.21	24361500	19.5	-0.4
NMDC	68.48	0.16	2.83	18238500	6.54	0.17
AXISBANK	1,181.1	0.15	-0.43	1586250	2.26	0.49
PATANJALI	1,641.2	0.14	0.82	325800	3.9	0.45
MAZDOCK	3,298	0.13	0.54	85750	2.67	0.53
NAUKRI	1,457	0.12	0.29	75000	0.7	0.54
TECHM	1,682	0.11	-0.9	149400	1.09	0.77
CESC	177.64	0.06	1.5	217500	1.07	0.56
SYNGENE	641.1	0.02	2.97	192000	2.05	0.6
POONAWALLA	467.25	0.01	1.09	351900	2.67	0.04
LTIM	5,309	0	2.1	33900	1.45	0.39
HCLTECH	1,713.5	0	-0.72	235550	1.54	0.63
HAVELLS	1,557.5	0	-0.14	134500	1.56	0.48
TATACONSUM	1,100.3	0	0.77	158400	1.02	0.56
ASHOKLEY	252.9	-0.01	-0.05	575000	1.43	0.29
TATAPOWER	408.9	-0.02	0.91	1961850	2.82	0.51
HINDCOPPER	285.1	-0.03	-0.77	0	0	N/A
AARTIIND	485.7	-0.04	0.35	0	0	N/A
GRASIM	2,863.8	-0.05	1.95	64000	0.57	0.46
BPCL	332.5	-0.06	-0.7	14721650	32.78	-0.48
JSL	705	-0.07	-1.97	403750	6.27	0.69
CONCOR	749.9	-0.07	1.04	1016000	6.53	0.08
MPHASIS	2,897.2	-0.08	1.12	35750	0.69	0.57
IDFCFIRSTB	77.4	-0.09	-1.34	46606875	11.56	0.34
IRCTC	779.15	-0.1	0.22	997500	6.87	0.48
ADANIPORTS	1,450.5	-0.12	-0.76	649325	2.78	0.61
TCS	3,432.3	-0.12	1.98	749525	3.34	0.57
BANDHANBNK	188.03	-0.12	6.04	16063200	16.1	-0.12
MFSL	1,656	-0.16	2.01	128800	2.06	0.06
OFSS	8,997.5	-0.17	0.67	27525	2.47	0.57
PPLPHARMA	205.53	-0.17	14.81	407500	3.99	0.28
ATGL	667.8	-0.17	-0.53	181125	3.92	0.23
IRB	49.82	-0.2	1.72	4331425	3.99	0.62
PERSISTENT	6,046	-0.21	1.27	37200	1.34	0.52
FEDERALBNK	218.35	-0.22	-2.04	4790000	5.49	0.09
ICICIBANK	1,436.9	-0.23	4.27	35783300	38.07	-0.31
ETERNAL	261.75	-0.26	0.1	1445300	0.9	0.42
KPITTECH	1,242.9	-0.27	4.3	276400	4.6	0.12
JUBLFOOD	711.4	-0.27	2.86	537500	2.44	0.33
DRREDDY	1,273.5	-0.28	3.32	193750	1.87	0.39
HFCL	86.26	-0.31	1.15	3663600	4.92	0.41
APOLLOHOSP	7,498	-0.32	1.99	33750	1.24	0.42
INDIGO	5,962.5	-0.32	0.02	137850	1.76	0.33
BDL	1,986	-0.34	1.35	89700	3.07	0.42
SBILIFE	1,861.7	-0.41	1.59	50625	0.63	0.54
TATAELXSI	6,115.5	-0.43	4.15	45300	2.02	-0.44
PAGEIND	47,490	-0.44	3.28	1320	0.69	-0.53
PEL	1,169.1	-0.44	1.54	0	0	N/A
APLAPOLLO	1,757.6	-0.44	-0.14	41300	0.95	0.53
M&M	3,155.6	-0.45	2.41	326600	1.52	0.63
CUMMINSIND	3,320	-0.47	0.66	33600	0.75	0.59
ITC	415.65	-0.47	3.49	4051200	3.28	0.56
HAL	4,917	-0.48	1.26	796950	8.19	0.26
INDHOTEL	761	-0.5	0.92	800000	2.81	0.44
BAJAJ-AUTO	8,379.5	-0.55	3.5	42000	1.58	0.57
ONGC	242.5	-0.56	-1.66	16393500	15.69	0.11
CAMS	4,224	-0.56	0.83	94800	4.2	0.37
HINDPETRO	439.4	-0.62	0.14	1158300	2.25	0.44
TATATECH	709.55	-0.62	5.44	1007200	6.9	0.57
ASTRAL	1,490.3	-0.64	1.98	379525	6.71	0.24
COALINDIA	389.1	-0.65	1.39	37065600	40.93	-0.71
RELIANCE	1,521.9	-0.66	0.27	27506000	27.72	0.26
HINDZINC	450	-0.67	0	1653750	3.87	0.46
PAYTM	929.5	-0.67	-0.44	184875	0.71	0.72
NHPC	85.34	-0.68	2.17	2534400	3.14	0.16
ZYDUSLIFE	989.8	-0.69	2.26	138600	1.54	0.47
YESBANK	20.41	-0.72	0.12	66025300	7	0.58
EXIDEIND	383.3	-0.73	2.89	1071000	4.33	0.58
ABB	5,927	-0.77	4.07	58250	2.51	0.62
SIEMENS	3,306.2	-0.81	0.69	102750	4.29	0.52
KFINTECH	1,331	-0.81	18.06	25650	3.89	0.12
LICHSGFIN	610.4	-0.82	1.19	2701000	9.73	-0.27
OBEROIRLTY	1,899	-0.82	0.12	91350	1.89	-0.6
RVNL	391.75	-0.84	3.99	620125	4.92	-0.33
LTF	206.71	-0.84	0.35	2150684	3.64	-0.07
NESTLEIND	2,390.5	-0.88	1.33	88500	0.87	0.45
BSE	2,766.8	-0.9	1.31	354000	3.35	0.29
ICICIPRULI	659.1	-0.9	1.94	123025	0.77	0.66
SBIN	815.7	-0.92	-3.08	3634500	3.6	0.53
KOTAKBANK	2,173.9	-0.94	0.48	3283200	12.03	0.51
ICICIGI	2,049.3	-0.98	2.17	25025	0.49	0.75
IRFC	140.96	-0.99	0.01	4462500	9.54	0.14
POWERGRID	296.35	-1	-0.34	24166100	29.56	0.23
UNIONBANK	153.96	-1.02	0.18	858450	1.21	0.59
BEL	430.3	-1.04	-0.97	12015600	11.71	0.37
CANBK	114.9	-1.05	-0.67	7296750	3.79	0.57
KEI	3,795	-1.06	7.66	9100	0.83	0.25
CROMPTON	345.55	-1.07	2.44	615600	1.65	0.69
CIPLA	1,506.4	-1.1	1.14	142500	1.11	0.39
JIOFIN	327.85	-1.11	2.84	18059750	17.79	0.44
ANGELONE	2,945	-1.15	-0.41	94000	4.16	0.4
IIFL	466.85	-1.16	4.55	140250	0.82	0.09
CDSL	1,783.1	-1.18	1.45	666425	7.13	0.1
MUTHOOTFIN	2,618.3	-1.18	0.02	54725	1.36	0.2
PFC	420.55	-1.18	1.62	1989000	3.68	0.27
UNITDSPR	1,391.1	-1.23	5.93	520000	3.49	-0.01
POLICYBZR	1,820.8	-1.24	1.57	44100	0.59	1.08
MCX	9,001	-1.26	3.99	73375	3.18	0.26
HDFCBANK	1,993.1	-1.3	-0.2	7976100	7.59	0.57
RECLTD	395.3	-1.31	1.26	7234350	9.18	-0.21
DLF	834.55	-1.33	1.58	12337055	28.5	0.05
SOLARINDS	17,060	-1.36	1.67	34875	5.06	0.48
MARICO	710	-1.37	9.89	111600	0.52	0.38
LICI	949.15	-1.4	2.47	263200	3.45	0.57
IREDA	168.45	-1.45	-0.28	3919200	11.26	0.2
BAJFINANCE	926.15	-1.48	3.32	1890750	1.95	0.53
HDFCAMC	5,097.5	-1.49	-1.64	45150	1.89	0.34
BHEL	261.75	-1.52	0.85	2556750	4.39	0.51
BANKINDIA	119.94	-1.55	0.52	1825200	2.78	0.55
BANKBARODA	244.49	-1.57	4.14	2796300	2.87	0.41
DMART	4,398.6	-1.57	4.98	48300	0.99	0.27
CHAMBLFERT	552.45	-1.62	2.17	0	0	N/A
GODREJPROP	2,292	-1.63	6.74	128700	1.95	0.52
TITAGARH	952.7	-1.65	6.61	317550	5.13	0.33
PNBHOUSING	1,091.4	-1.67	1.03	144300	1.45	0.28
TORNTPHARM	3,369.6	-1.72	1.3	20000	0.78	0.52
SJVN	99.25	-1.76	1.84	1574500	5.47	-0.1
JSWENERGY	520.4	-1.86	1.48	462000	1.21	0.59
LT	3,612.1	-1.89	1.53	504875	3.19	0.55
SUPREMEIND	4,315.8	-1.89	-0.31	22400	1.6	0.66
AUBANK	821.25	-2.05	-3.34	649000	3.75	0.09
SBICARD	915	-2.18	7.98	708000	4.79	-0.21
PRESTIGE	1,611.3	-2.19	5.09	63000	1.5	0.32
M&MFIN	262.25	-2.21	12.92	0	0	N/A
CHOLAFIN	1,561.3	-2.26	2.61	212500	1.62	0.22
BAJAJFINSV	2,018.5	-2.29	3.48	235000	1.41	0.42
INDUSINDBK	861.15	-2.35	3.38	1555400	3.4	0.47
HDFCLIFE	793.95	-2.36	5.19	291500	0.92	0.41
NBCC	120.69	-2.48	7.16	2060500	3.71	0.51
ABCAPITAL	275.1	-2.6	1.08	1413600	2.49	0.67
CGPOWER	667.95	-2.81	25.82	309400	1.63	0.6
MANAPPURAM	271.95	-2.82	3.36	426000	1.54	0.47
SHRIRAMFIN	676.9	-2.98	2.38	755700	2.02	0.58
PHOENIXLTD	1,508.9	-3.02	7.12	37800	1.04	0.43
NCC	227.03	-3.26	14.17	1250100	7.57	-0.13
HUDCO	233.89	-3.31	3.35	1004550	2.61	0.51
TIINDIA	2,992.9	-3.61	5	23000	1.14	0.54
RBLBANK	249.21	-4.42	-1.65	4492625	5.1	1.32

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
ICICIPRULI	658.80	659.10	0.04%
OBEROIRLTY	1,897.90	1,899.00	0.05%
GODREJPROP	2,290.20	2,292.00	0.07%
BANDHANBNK	187.88	188.03	0.08%
LTIM	5,304.50	5,309.00	0.08%

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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

Futures Trading Strategies

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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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RISK DISCLOSURE ON DERIVATIVES