Rollover: Get Derivative Rollover Data On Stcoks and Indices

INDEX

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
BANKNIFTY	58,048	0.79	2.5	343200	13.91	0.52
NIFTYNXT50	72,735	0.72	-5.42	3300	15.92	0.29
FINNIFTY	26,575.4	0.66	0.17	1080	3.13	0.58
NIFTY	24,209	0.47	-0.28	2712385	13.92	0.38
MIDCPNIFTY	14,670	0.28	0.98	152760	5.62	0.19

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
MAXHEALTH	1,100	6.88	2.22	381150	3.06	0.17
NYKAA	299.65	6.08	12.75	1365625	2.55	0.4
ADANIPOWER	232.68	5.05	4.18	15683900	11.43	0.62
CDSL	1,356	4.55	-5.21	2540775	22.75	0.42
ICICIPRULI	525.35	4.28	1.9	1003625	5.36	0.28
ADANIGREEN	1,525.5	3.65	1.91	824400	3.68	0.44
BHEL	406.45	3.39	-0.95	5486250	4.7	0.39
UNITDSPR	1,352.3	3.18	2.34	1445200	13.48	-0.18
RADICO	3,699.3	3.14	87.86	43650	8.66	0.37
ICICIGI	1,845	2.98	4.67	301925	6.18	0.61
ADANIENSOL	1,541	2.95	2.2	442125	2.14	0.58
PGEL	564.05	2.88	2.96	1818300	10.39	0.02
MFSL	1,684.6	2.83	2.31	56400	0.59	0.48
CAMS	833.05	2.82	0.75	740850	11.49	-0.31
DLF	643.65	2.77	2.42	3819000	8.08	-0.04
ADANIENT	3,047.1	2.75	2.21	1121052	5.55	0.19
INDIGO	5,018	2.75	7.43	308550	3.89	0.6
LUPIN	2,334	2.68	-2.45	464100	6.91	-0.06
TRENT	3,176.2	2.41	6.51	1594800	12.87	0.21
LICI	426.75	2.08	6.88	7079800	24.38	-0.29
KAYNES	3,240.4	2.01	-2.65	483750	11.09	-0.99
MARICO	823.85	1.96	7.41	483600	2.84	0.32
NHPC	76.14	1.91	7.46	16332500	10.25	0.43
HDFCBANK	789.9	1.84	2.73	59550400	14.02	0.45
SBIN	1,046.2	1.78	1.44	11114250	12.82	0.5
BOSCHLTD	40,000	1.75	1.19	15175	5.24	0.62
NTPC	363	1.75	0.09	19297500	12.23	0.64
DIVISLAB	6,804	1.74	4.34	164400	5.06	0.01
AUROPHARMA	1,449.9	1.74	0.21	326700	1.87	0.53
SOLARINDS	17,842	1.7	2.09	81900	9.94	0.61
INDHOTEL	708.85	1.69	-0.14	4220000	16.51	0.59
BEL	428.7	1.63	0.89	12777975	10.09	0.51
ANGELONE	355.55	1.6	4.13	2032500	7.56	0.28
HDFCLIFE	590.55	1.58	0.98	5170000	10.97	0.58
AMBUJACEM	434.7	1.52	0.62	7549200	9.34	0.5
MANKIND	2,409.1	1.5	1.39	96000	3.09	0.48
PAGEIND	40,045	1.48	4.18	8500	2.86	0.18
UNIONBANK	176.79	1.44	1.03	6544575	5.13	0.55
NAM-INDIA	1,160.7	1.43	4.06	938125	11.37	-0.34
BAJAJHLDNG	10,568	1.42	1.3	11625	3.51	1.01
SHREECEM	25,435	1.35	1.48	14325	3.46	-0.09
GVT&D	5,248.5	1.35	3.4	43125	4.2	0.43
GODREJPROP	1,817.1	1.32	-0.22	641875	7.4	0.1
ZYDUSLIFE	1,080.3	1.32	-0.06	437400	3.91	0.18
AMBER	8,000	1.3	-3.5	184000	6.93	0.37
LODHA	928	1.24	1.38	420000	3.1	0.32
ABB	7,249	1.21	-0.16	263625	10.45	-0.04
GMRAIRPORT	110.84	1.19	1.08	8097975	5.27	0.37
UNOMINDA	1,102.5	1.16	0.67	103950	2.06	0.58
SAIL	182.35	1.15	0.87	21629400	11.52	0.72
IREDA	128.14	1.11	0.43	16683675	22.29	-0.89
DELHIVERY	458.6	1.1	0.03	1159925	4.22	0.8
POWERINDIA	36,410	1.08	1.86	20675	4.43	0.63
TMPV	362.2	1.07	9.6	25352000	27.61	0.52
YESBANK	25.5	1.07	0.09	233872000	16.73	0.62
IDEA	15.12	1	-0.1	431637525	7.16	0.72
FORTIS	963.5	1	1.62	377425	3.76	0.6
JSWENERGY	579.2	0.98	6.38	1137350	4.43	0.26
EICHERMOT	7,614.5	0.96	0.85	247700	6.62	0.57
PATANJALI	423.15	0.89	-2.4	603075	2.21	0.67
KFINTECH	909.5	0.89	9.71	1082150	16.84	-0.77
SIEMENS	3,754	0.89	-0.3	568925	13.8	-0.06
JIOFIN	246.25	0.88	0.11	16732000	9.48	0.54
IDFCFIRSTB	78.4	0.87	-0.07	74302025	16.25	0.17
POWERGRID	289.5	0.8	2.18	12790800	15.11	0.65
MOTHERSON	144.89	0.79	0	13351650	7.94	-0.26
ADANIPORTS	1,850.9	0.75	0.38	1995950	8.66	0.59
ULTRACEMCO	11,507	0.74	0.8	91100	3.54	0.5
HDFCAMC	2,735.2	0.72	2.38	139800	2.37	0.42
360ONE	1,148	0.71	5.34	102000	1.66	0.43
GAIL	176.84	0.7	1.7	4213850	5.25	0.49
PNB	110.04	0.69	0.18	35376000	11.02	0.5
SBILIFE	1,812.4	0.69	2.45	377625	4.58	0.48
BSE	4,024.9	0.69	-4.59	1057000	12.12	0.48
MOTILALOFS	953.1	0.67	0.48	220100	4.4	0.5
AXISBANK	1,365.4	0.65	1.45	9999375	15.13	0.33
MANAPPURAM	322.5	0.65	1.23	885000	1.73	0.04
TATASTEEL	200.5	0.63	2.18	46252250	18.94	0.64
GLENMARK	2,160.7	0.62	0.81	156750	1.21	0.77
COFORGE	1,473	0.62	1.7	1384625	7.48	0.14
DMART	4,329.5	0.61	4.9	95400	2.98	0.13
ALKEM	5,403	0.6	-0.52	19625	1.47	0.48
CIPLA	1,364	0.6	0.42	2171325	13.04	0.44
HINDUNILVR	2,196.1	0.55	0.67	1304400	7.01	0.74
BANKBARODA	284	0.54	0.12	6721650	5.38	0.56
ICICIBANK	1,346.5	0.53	2.18	9329600	6.39	0.55
JSWSTEEL	1,296.1	0.53	0.6	2454975	5.78	0
PREMIERENE	1,063.6	0.51	-0.96	235300	2.46	0.42
CHOLAFIN	1,690.1	0.51	1.04	2563125	14.44	0.69
OIL	420.8	0.5	5.09	1331400	6.82	0.4
SONACOMS	605	0.48	-0.67	350350	2.05	0.34
NMDC	88.7	0.47	-0.59	22970250	6.19	0.56
BAJAJFINSV	1,777.9	0.47	1.8	2226000	17.51	0.5
TATAELXSI	4,124.4	0.46	4.59	360875	16.13	0.01
SRF	2,714.5	0.45	0.6	274200	8.37	0.32
VOLTAS	1,364.4	0.43	2.15	1265250	14.38	-0.32
SUNPHARMA	1,830.4	0.42	2.02	632450	2.86	0.25
TVSMOTOR	3,469.1	0.42	0.19	649250	5.18	0.55
BANDHANBNK	215.1	0.41	1.02	10972800	8.92	0.68
CROMPTON	277.35	0.39	0.74	2997100	5.58	-0.16
PIIND	2,859.4	0.37	-0.32	182875	5.1	-0.36
GODFRYPHLP	2,263.5	0.36	3.03	133100	6.11	0.11
SUPREMEIND	3,525.9	0.36	3.4	78575	3.38	0.39
APLAPOLLO	1,864.5	0.36	0.15	200900	3.35	0.19
BAJAJ-AUTO	9,975	0.34	4.49	355800	9.5	-0.9
CUMMINSIND	5,879.5	0.32	2.77	120200	2.79	-0.19
IOC	146.5	0.31	-0.01	10471500	8.12	0.47
BIOCON	414.5	0.3	1.11	2180000	5.56	0.6
RVNL	247	0.29	6.87	10878175	20.47	0.16
INDUSINDBK	939.3	0.28	0.35	6958700	16.28	0.79
HEROMOTOCO	5,034.3	0.28	1.38	448950	9.76	-0.91
HINDALCO	1,015	0.25	6.58	6878200	14.46	0
RBLBANK	372	0.25	1.28	3070225	4.97	0.44
TATAPOWER	402	0.24	1.47	10279050	15.77	0.55
INDUSTOWER	416.8	0.24	0.9	6550100	5.91	0.41
LAURUSLABS	1,378.2	0.22	2.13	1847900	10.42	0.56
DALBHARAT	1,728.8	0.2	0.54	270400	5.38	0.18
DRREDDY	1,272	0.19	2.8	661875	4.05	-0.3
AUBANK	1,026.35	0.19	0.41	1429000	5.26	0.49
BAJFINANCE	956.45	0.18	1.48	3237000	4.27	0.48
TORNTPHARM	4,469.3	0.18	2.16	104500	3.49	-0.26
BANKINDIA	147.9	0.16	2.32	4154800	4.92	0.79
ASIANPAINT	2,727.1	0.12	-0.65	409750	4.03	0.73
INDIANB	876.75	0.11	5.88	2446000	13.92	-0.3
OBEROIRLTY	1,703.3	0.11	1.05	148750	2.16	0.06
KEI	5,653.5	0.09	0.5	68425	4.82	-0.09
ITC	291.5	0.06	0.81	18842175	11.3	0.72
DABUR	429.55	0.05	3.23	3930000	15.71	-0.65
BRITANNIA	5,240	0.03	5.29	103500	3.65	0.66
PRESTIGE	1,523.2	0.02	3.14	405000	6.62	0.87
TITAN	4,390.2	0.01	1.58	1054375	11.94	0.49
POLYCAB	9,908.5	-0.01	0.24	144250	7.09	0.36
JUBLFOOD	424.3	-0.02	0.19	2978750	9.46	-0.16
SHRIRAMFIN	1,008.7	-0.02	1.98	4826250	11.03	0.02
ASTRAL	1,570.9	-0.02	-0.31	423300	7.12	-0.55
CONCOR	468.2	-0.03	0.24	2031250	6.76	0.53
PNBHOUSING	1,007.4	-0.03	1.3	209950	2.06	0.47
POLICYBZR	1,619.1	-0.04	2.19	221200	3.31	0.06
BHARTIARTL	1,877.2	-0.04	2.3	9054925	15.06	-0.39
HAVELLS	1,199	-0.07	1.72	679000	6.64	0.5
ETERNAL	259.3	-0.07	-0.26	15275075	6.43	0.46
ONGC	245.75	-0.08	2.42	12399750	12.12	0.54
KALYANKJIL	384.45	-0.09	-0.1	1656450	3.97	0.41
HINDZINC	573	-0.09	1.83	2320150	7.09	0.55
RELIANCE	1,333.3	-0.09	2.07	20858500	15.07	0.6
PIDILITIND	1,581.2	-0.1	0.81	155000	2.06	-0.07
APOLLOHOSP	8,448	-0.14	3.17	300375	12.29	0.57
BDL	1,310.5	-0.15	-0.92	1525750	20.91	-1.06
RECLTD	358.6	-0.16	1.37	4507650	7.14	0.55
BLUESTARCO	1,696	-0.17	0.97	499850	15.47	-0.61
SBICARD	625.3	-0.17	0.77	4932000	18.32	-1.01
ABCAPITAL	372.35	-0.18	-1.46	2783800	5.91	0.46
CANBK	135.62	-0.19	0.44	21242250	6.92	0.47
M&M	3,128	-0.23	1.92	3477000	18.34	-0.46
JINDALSTEL	1,138	-0.23	0.91	403750	3.01	0.57
HYUNDAI	1,976.4	-0.23	1.4	193875	2.38	0.18
WAAREEENER	3,083.7	-0.24	1.58	798525	13.52	0.46
KOTAKBANK	404.45	-0.24	0.58	14564000	8.01	0.44
FEDERALBNK	322.3	-0.24	-0.4	4875000	4.9	0.41
COLPAL	2,018.9	-0.29	5.82	539550	9.17	0.35
NUVAMA	1,716	-0.33	4.76	551000	21.7	-0.35
BPCL	317	-0.36	3.86	5614925	12.14	0.36
GRASIM	3,146.5	-0.37	0.91	868500	5.94	0.81
OFSS	9,445	-0.37	0.94	48200	3.9	0.15
VEDL	306.4	-0.39	-0.82	4064100	7.87	0.52
LICHSGFIN	549.45	-0.39	3.14	1020000	3.56	0.73
UPL	612.8	-0.41	0.91	1955265	6.87	0.03
PHOENIXLTD	1,865.9	-0.41	1.69	213150	5.13	0.22
IEX	124.19	-0.43	0.42	8282400	10.18	0.57
LTM	3,994.9	-0.43	0.38	604050	15.11	-0.26
IRFC	100.01	-0.44	3.65	15672825	19.43	-0.27
LT	4,200	-0.49	3.03	1440950	9.73	0.59
ASHOKLEY	158.93	-0.52	0.48	19975000	10.51	0.49
HINDPETRO	401.85	-0.56	3.81	6370650	14.26	0.84
NATIONALUM	369.35	-0.57	2.51	4743750	9.04	0.33
FORCEMOT	18,618	-0.59	0.68	34300	12.8	0.04
TIINDIA	3,256	-0.61	0.96	43000	1.98	0.55
NESTLEIND	1,403.4	-0.66	1.89	455500	3.48	0.25
KPITTECH	745.6	-0.67	3.69	1193500	13.48	-0.75
MUTHOOTFIN	3,171.4	-0.69	4.32	362450	8.29	0.14
HCLTECH	1,156.9	-0.69	3.07	3961200	9.48	-0.95
COALINDIA	454.4	-0.72	0.81	6408450	7.01	0.53
GODREJCP	1,014.8	-0.72	2.08	1483000	12.48	0.26
MPHASIS	2,333.3	-0.73	0.66	88000	1.73	0.45
MARUTI	13,545	-0.76	0.23	392550	10.88	0.56
CGPOWER	958.15	-0.84	2.74	3094000	13.39	0.45
PFC	429.55	-0.86	-0.22	8265400	14.58	-0.09
VMM	118.32	-0.87	2.6	1236750	3.11	0.79
BHARATFORG	2,024	-0.9	3.03	301000	3.91	0.23
WIPRO	182.43	-0.99	2.69	99078000	25.14	-0.34
SAMMAANCAP	175.19	-1.02	-0.65	0	0	N/A
TCS	2,201	-1.02	1.72	6623775	13.76	-0.13
DIXON	12,726	-1.03	0.3	207150	7.79	0.38
TECHM	1,449.8	-1.04	0.99	813000	3.72	-0.05
PETRONET	289.05	-1.14	1.3	1609300	4.81	0.48
NAUKRI	1,010	-1.14	4.02	746350	4.4	-0.24
EXIDEIND	384.65	-1.15	4.23	2048400	7.93	0.1
HAL	4,426.7	-1.17	1.52	595200	8.55	0.57
MCX	2,830	-1.19	3.77	1190925	10.04	0.42
MAZDOCK	2,527.7	-1.28	3.06	437175	9.3	0.36
SWIGGY	257	-1.28	0.96	2396225	4	0.58
TATACONSUM	1,112.5	-1.36	0.81	1287550	7.02	0.64
SUZLON	58.61	-1.52	1.08	49314100	11.72	0.58
INOXWIND	89.76	-1.78	0.71	11622400	11.53	0.32
PERSISTENT	4,939.5	-2.05	2.43	325375	8.48	-0.31
VBL	534.95	-2.12	2.96	4271250	7.37	0.62
COCHINSHIP	1,460.8	-2.35	13.27	1695600	27.03	-0.67
LTF	287.15	-2.36	3.94	10431000	18.07	-0.47
PAYTM	1,096.5	-2.37	2.3	1910375	9.75	0.59
NBCC	110.3	-2.69	-0.34	5655000	4.98	0.63
INFY	1,125.7	-2.79	7.28	16917200	14.9	0

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
PIDILITIND	1,581.10	1,581.20	0.00%
BEL	428.60	428.70	0.02%
CAMS	832.80	833.05	0.03%
SUPREMEIND	3,524.50	3,525.90	0.04%
GRASIM	3,145.10	3,146.50	0.04%

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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