iifl-logo

Roll Over

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.

INDEX

Symbol
Future Price
Price Chg%
OL Chg%
Share Rolled
Rollover
RO Cost

25,084.2

2.3

-2.13

7200

8.85

0.66

12,787.8

2.05

3.29

1385160

37.97

0.16

53,761.6

1.99

-6.16

1694400

53.72

0.67

63,530.2

1.86

0.89

8325

32.97

0.59

23,313

1.67

2.96

9929465

38.33

0.57

STOCKS

Symbol
Future Price
Price Chg%
OL Chg%
Share Rolled
Rollover
RO Cost

3,322.8

6.49

-16.56

2570425

57.01

-0.64

421.2

5.73

-6.31

0

0

N/A

146.9

5.72

-2.49

9472900

9.44

0.06

393.2

5.62

-15.81

16714375

56.03

0.21

955.8

5.61

14.71

26708550

42.83

0.71

82.33

5.56

-13.21

51222600

45.85

0.55

3,716.7

5.43

-21.21

2374600

50.2

0.5

2,914.8

5.24

-0.13

2051875

47.69

-1.35

240.02

5.12

-20.44

23465000

56.71

0.43

1,880.8

4.97

-5

1763125

57.97

0.98

1,357.4

4.86

-14.75

8653875

58.56

-1.98

176.65

4.83

-4.73

12290475

30.63

-0.61

119.36

4.73

-34.63

34675950

54.72

-2.79

1,161.7

4.7

7.14

15114375

47.56

0.55

1,744.4

4.61

-1.35

2128425

58.86

-1.08

269.85

4.55

-27.66

42449900

65.09

-9.61

2,690.3

4.44

-29.94

2067600

64.3

0.59

141.71

4.4

-32.5

8016750

52.14

-0.71

907.85

4.4

-16.75

5872000

51.85

0.37

152

4.36

-0.17

40471700

20.5

-0.07

1,566.5

4.2

-0.18

2412900

46.1

0.48

1,201.6

4.18

-13.54

1183000

46.41

0.28

518.6

4.14

0.81

26147625

47.19

0.6

3,915

4.11

-9.03

3858000

55.64

-0.28

1,474.5

4.07

12.09

12807500

46.52

0.64

263

4.01

-11.94

33222000

52.18

0.58

6,729.5

4

-21.12

742400

53.18

0.08

702.5

3.99

-16.52

19694400

60.32

-3.7

11,182

3.97

3.45

1558150

46.54

0.59

497.65

3.89

-7.02

22033000

58.32

0.57

880.9

3.87

-0.87

50470500

51.97

0.44

24,215

3.86

-11.92

268375

49.2

-0.35

919.2

3.81

-23.72

6661375

58.38

-1.06

1,892.2

3.76

-12.39

9525852

48.97

0.5

3,640.2

3.67

15.89

10633525

44.96

0.67

3,106

3.65

2.81

1899800

51.39

-0.8

2,169.3

3.63

-6.18

8516250

58.11

0.62

2,648.8

3.59

0.72

9475250

47.53

0.64

520.45

3.59

-31.5

12431700

65.68

-2.86

402.6

3.58

2.17

29050875

51.77

0.47

1,493.6

3.54

-11.6

5436550

53.84

-0.83

910.3

3.54

-1.64

17418000

51.57

0.56

512.35

3.52

-4.02

8533350

52.89

0.52

2,563.2

3.5

-15.31

2227800

48.22

-0.24

691.35

3.49

16.55

11505600

44.51

0.45

314.15

3.49

-0.05

29490300

46.19

0.55

180.1

3.47

-11.87

70065450

57.08

0.46

84.77

3.46

-10.35

41288000

44.25

0.64

422.65

3.43

1.86

37556400

52.52

0.76

1,650.3

3.42

-19.42

7520375

62.36

-2.08

4,032.6

3.38

3.99

5815775

46.29

0.64

367.4

3.37

-1.23

37590000

50.86

0.54

3,482.5

3.27

-4.64

4716800

56.96

0.14

4,283.2

3.27

13.15

5560200

44.54

0.49

248.9

3.23

-19.07

25862800

61.59

0.34

308.05

3.19

-4.66

17879400

51.27

0.47

3,188.3

3.17

-4.25

1931475

43.99

0.44

261.7

3.17

-12.51

41098500

51.19

-1.1

1,024.9

3.17

-10.11

10681100

48.58

0.35

464.3

3.15

-25.24

18227500

60.07

-2.29

270.75

3.1

5.32

51600000

41.41

0.59

1,295.1

3.08

-6.77

8724375

53.76

0.45

196.6

3.07

4.16

109659000

44.93

0.51

42.39

3.06

-10.03

178695000

50.86

0.44

10,465

3.04

-1.23

1886950

53.54

-2.11

3,127.6

3.04

9.26

12371400

45.61

0.62

486.2

2.98

-23.94

17037000

45.73

0.52

1,038

2.98

12.35

6320500

41.71

0.62

431.15

2.96

4.03

18303575

47.7

0.62

1,219

2.95

-18.18

7657000

54.19

-0.98

1,063.4

2.95

0.44

11114250

43.97

0.26

934.1

2.89

-15.28

1228500

51.7

-1.43

95.75

2.84

-14.8

43770750

52.93

-1.77

379.7

2.84

-5.37

19502500

47.9

0.63

445.4

2.82

-0.3

15091250

44.07

0.69

113.11

2.82

-2.34

89144250

47.49

0.3

659.85

2.82

-3.8

26985900

38.88

0.62

2,886.1

2.7

-1.73

4621875

48.79

0.76

304.75

2.69

-4.76

31667450

39.19

0.5

12,897

2.69

-21.09

487500

58.43

0

110.28

2.68

-8.27

150080000

48.31

0.51

804.15

2.66

-13.01

8537100

48.26

0.65

1,223.6

2.63

10.72

49619375

53.21

0.59

546.2

2.6

-17.23

4124800

39.58

0.43

25,650

2.6

-0.43

184250

46.12

0.58

779.45

2.57

-24.08

5328400

53.56

-0.57

1,059.5

2.56

3.57

51213000

48.52

0.63

171.58

2.55

-17.26

83955000

51.97

0.11

1,744.5

2.55

21.83

7446000

44.28

0.5

5,420

2.52

8.03

681500

41.22

0.75

5,652

2.5

11.88

1637625

45.75

0.34

328.5

2.49

-7.53

43289400

46.36

0.57

534

2.47

7.9

32142825

43.58

0.7

1,929.1

2.46

-4.44

4171500

49.62

0.3

344.55

2.43

-5.44

36417600

49.1

0.52

817.05

2.42

-14.98

24773000

55.6

0.58

7,583

2.42

7.54

1667625

47.88

0.56

2,268.7

2.39

15.02

9184500

43.68

0.7

618.6

2.39

-4.74

11440000

44.75

0.56

4,739.7

2.34

0.37

1745000

36.64

0.54

2,470.7

2.3

10.18

7918125

45.72

0.5

242.6

2.29

6.16

30884400

49.37

0.59

1,375.9

2.28

3.85

10782975

40.69

0.59

63.44

2.27

-20.73

318410750

60.65

0.39

136.41

2.27

0.82

125948250

51

0.62

318.4

2.26

-7.09

44348000

50.98

0.43

829

2.25

2.88

7701175

44.18

0.59

153.64

2.24

-0.32

57420000

53.06

0.58

991

2.22

-1.88

14358600

62.76

0.63

782.55

2.22

13.47

221308450

48.12

0.54

4,297.8

2.2

-9.37

3040800

60.06

-2.28

857.55

2.19

-8.02

16138800

62.78

0.41

1,364.4

2.17

-9.66

5646000

58.56

0.53

237.45

2.12

5.43

94256150

47.83

0.63

122.15

2.1

-23.63

53302500

63.71

0.41

2,135.1

2.1

-24.17

12361200

62.72

0.25

1,792.5

2.1

2.96

11436600

43.03

0.74

3,848.6

2.09

-17.91

1359750

53.03

-0.31

493.25

2.09

-23.46

21415000

62.67

0.31

1,260

2.08

-2.48

5459000

51.36

0.26

904.1

2.06

-8.7

5379300

46.57

0.58

431.5

2.05

35.56

23111250

42.93

0.49

1,245.7

2.04

-1.29

9042375

49.53

0.48

2,025.5

2.04

-7.11

1794825

51.02

0.35

1,771.3

2.03

-0.26

3001700

42.91

0.6

9.06

2.02

-5.18

3700689600

46.93

0.77

1,308.8

2.02

8.63

16725500

67.51

0.6

1,397.6

1.96

-19.59

2266100

53.7

0.42

1,155.3

1.96

-3.7

36522225

59.9

0.7

9,549

1.96

24.32

159000

41.33

0.43

4,176

1.95

-27.77

1499050

68.2

-1.86

1,145

1.93

-7.25

6871875

45.76

0.58

18.47

1.93

-18.14

676704900

56.25

0.59

149.39

1.92

-9

31813600

49.61

0.56

1,740.6

1.91

-14.01

5555500

57.49

0.1

7,142.5

1.89

-20.3

1377000

58.82

-0.64

244.5

1.89

12.62

27175000

40.88

0.49

2,390.9

1.87

8.87

4109400

47.79

0.58

9,066.5

1.85

-13.58

2508525

55.39

-0.19

869.65

1.83

1.71

31684800

53.6

0.56

753.6

1.81

7.62

19268400

48.78

0.65

3,531.6

1.78

2.46

4568375

38.27

0.57

1,203

1.78

12.08

11763000

47.83

0.54

1,571.8

1.76

-2.54

4000150

40.77

0.46

675.25

1.74

-17

3965675

43.17

0.59

1,223.3

1.73

-3.52

3375450

42.98

0.63

1,836.7

1.72

11.32

38841225

49.49

0.54

1,088

1.72

7.76

3170200

43.82

0.52

241.65

1.71

11.44

143734600

46.55

0.56

6,995

1.69

-2.64

2080500

45.37

0.42

12,693

1.67

2.89

2270200

49.68

0.53

390.9

1.65

8.36

33883600

43.99

0.51

262

1.58

7.49

64627500

43.81

0.7

78.18

1.57

-0.98

144598500

39.03

0.48

4,228.5

1.5

-32.9

1444200

62.16

-1.46

612.25

1.47

-3.33

24393600

49.55

0.67

1,999.1

1.47

-0.38

3201450

53.84

0.42

986.1

1.44

-12.94

9152850

55.69

0.27

32,735

1.42

-0.34

183465

48.83

0.22

736.5

1.41

5.78

15463800

60.77

0.52

295.55

1.4

-1.52

87076800

46.23

0.59

647.55

1.4

-24.59

2985750

47.88

0.16

403.95

1.3

-6

40128400

53.71

0.45

90.11

1.29

11.52

76843575

37.08

0.59

1,005.2

1.2

-6.23

1669500

44.5

0.68

285.1

1.2

4.18

43335450

48.42

0.66

77.41

1.2

-12.54

45120000

48.11

0.5

140.63

1.2

4.31

63277500

43.98

0.31

139.21

1.19

11.31

58612050

44.19

0.63

4,306.7

1.18

-0.35

2043750

51.6

0.34

2,353.8

1.09

-0.23

3884925

43.2

0.49

6,221

1.04

-19.16

1678500

58.99

-0.49

370.8

1

10.78

150380000

51.67

0.56

445.45

0.97

-9.59

36441900

54.94

-0.03

1,381.6

0.95

-19.45

26299350

61.42

-2.41

1,187.5

0.94

-20.75

3031000

52.07

-1.55

5,304.5

0.86

2.13

2187600

43.55

0.48

1,854

0.84

11.81

6722250

47.13

0.55

30,390

0.79

-4.9

102850

38.5

0.62

1,259.2

0.77

5.08

83085800

50.77

0.74

627.15

0.76

-12.89

14827765

45.77

0.47

4,872

0.76

-18.72

3756800

61.63

-1.37

273.3

0.75

2.07

77673375

54.25

0.54

377.7

0.74

0.96

51954000

41.17

0.59

270.55

0.72

-10.17

60216750

41.88

0.53

540.75

0.61

6.52

11137000

48.97

0.67

2,127.1

0.59

8.28

2958450

38.17

0.6

995.6

0.57

-5.19

7389000

56.05

0.27

1,277.2

0.56

-13.59

51932000

56.56

-0.31

1,057.6

0.55

9.74

7340300

41.14

0.58

188.73

0.44

-29.44

160503000

72.35

-1.05

277.7

0.3

6.11

38724400

58.38

-1.22

1,587.4

0.26

10.15

7243600

47.44

0.56

6,620.5

0.2

-2.55

1157925

55.1

-1.66

3,667.3

0.17

-8.77

4519650

42.56

0.59

1,464.7

0.15

2.95

4479300

44.43

0.83

6,032.5

0.14

4.01

1503200

44.9

0.54

1,412.2

0.13

8.04

54157500

44.76

0.55

2,261.2

0.11

-22.77

2632000

50.72

0.16

414.3

0.1

16.23

65829300

41.29

0.61

428.95

0.06

3.95

34812600

41.53

0.61

2,388.2

-0.66

-18.57

26478900

64.76

0.21

295.65

-1.07

-15.44

56597200

58.42

0.74

1,409.5

-1.08

-11.74

15138600

58.48

-0.39

1,313.1

-1.27

9.09

7839600

43.47

0.54

472.75

-1.41

7.64

13906200

44.74

-0.7

Invest wise with Expert advice

By continuing, I accept the T&C and agree to receive communication on Whatsapp

Karvy Customer: For activating your account click here.
Download IIFL Capital App

Arbitrage Opportunities

Premium

Discount

Script
Spot
Future
Premium(%)

RELIANCE

1,412.00

1,412.20

0.01%

ZYDUSLIFE

903.90

904.10

0.02%

MOTHERSON

113.08

113.11

0.02%

TECHM

1,409.10

1,409.50

0.02%

INDUSINDBK

816.75

817.05

0.03%

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?

downArrow

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?

downArrow

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?

downArrow

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?

downArrow

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.

Invest wise with Expert advice

By continuing, I accept the T&C and agree to receive communication on Whatsapp

Karvy Customer: For activating your account click here.
Download IIFL Capital App
Knowledge Center
Logo

Logo IIFL Customer Care Number
(Gold/NCD/NBFC/Insurance/NPS)
1860-267-3000 / 7039-050-000

Logo IIFL Capital Services Support WhatsApp Number
+91 9892691696

Download The App Now

appapp
Loading...

Follow us on

facebooktwitterrssyoutubeinstagramlinkedintelegram

2026, IIFL Capital Services Ltd. All Rights Reserved

ATTENTION INVESTORS

RISK DISCLOSURE ON DERIVATIVES

Copyright © IIFL Capital Services Limited (Formerly known as IIFL Securities Ltd). All rights Reserved.

IIFL Capital Services Limited - Stock Broker SEBI Regn. No: INZ000164132, PMS SEBI Regn. No: INP000002213,IA SEBI Regn. No: INA000000623, SEBI RA Regn. No: INH000000248, DP SEBI Reg. No. IN-DP-185-2016, BSE Enlistment Number (RA): 5016
ARN NO : 47791 (AMFI Registered Mutual Fund & Specialized Investment Fund Distributor), PFRDA Reg. No. PoP 20092018

ISO certification icon
We are ISO/IEC 27001:2022 Certified.

This Certificate Demonstrates That IIFL As An Organization Has Defined And Put In Place Best-Practice Information Security Processes.