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

69,333

1.38

-7.09

3625

15.79

0.6

13,220

1.11

0.46

103320

3.71

0.41

27,170

0.9

-2.92

2340

5.39

0.5

25,433.6

0.9

1.34

2269500

11.18

0.5

57,000

0.5

2.38

252875

12.94

0.49

STOCKS

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

2,023

8.89

12.12

250900

3.77

0.44

5,749

7.46

0.28

97800

2.81

0.53

8.84

5.36

1.78

639200925

9.78

0.56

1,690.3

5.27

8.74

120150

2.56

0.68

507.9

4.28

0.6

399300

2.43

0.47

212.83

4.23

-1.51

1198800

6.22

0.47

1,227.9

4.2

2.06

1654000

8.11

0.46

1,061.8

4.1

3.38

2418000

2.62

0.48

806.35

4.05

9.66

508000

2.23

0.11

1,164.2

3.59

37.55

127500

3.41

0.02

2,140.2

3.58

-1.33

265925

2.76

0.57

77.62

3.32

-0.36

13151550

9.74

0.61

1,761.4

3.22

-0.29

299250

2.39

0.2

272.02

3.2

2.29

3011850

5.78

0.43

2,085.3

3.11

1.71

408500

2.22

0.5

1,677.6

3.09

2.44

94850

2.35

0.48

301.25

2.95

-0.52

3311525

4.6

0.16

5,782

2.95

16.54

62100

2.35

0.47

2,387

2.92

-1.11

864250

6.3

0.25

1,613.5

2.76

0.48

134400

2.63

0.34

5,620

2.76

4.13

193350

5.91

-0.56

289

2.64

-1.19

3778200

7.12

0.55

4,750

2.6

0.13

681600

7.37

0.54

1,677.1

2.56

3.15

1647500

9.33

-0.93

1,174.9

2.54

2.14

443700

3.52

0.44

2,867.9

2.51

-0.19

280875

7.45

0.28

2,451

2.5

3.59

428500

10.34

-0.29

1,277.1

2.48

-1.94

545200

2.09

0.64

356.65

2.39

2.37

4360150

1.77

0.49

230.62

2.39

0.93

1323675

4.75

0.35

1,337.4

2.38

-0.44

555600

3.97

0.38

764.45

2.38

1.02

695200

2.18

0.52

262.25

2.37

2.55

3253125

4.81

-1.04

128.55

2.34

-0.25

23895000

8.25

0.54

4,470

2.32

7.53

21525

1.36

0.53

313.95

2.31

-0.87

15542900

11.12

0.57

87.64

2.29

-0.84

2726400

5.8

0.41

3,170.7

2.25

-0.4

39200

1.94

0.29

407.6

2.23

1.22

6199700

10.76

-0.26

3,836

2.18

4.16

734475

4.47

0.49

758.1

2.09

-2.05

1606275

4.04

0.54

340

2.08

-1.46

7609250

18.92

-2.02

4,865

2.07

0.63

703500

7.43

0.55

1,924.8

2.06

4.18

78650

4.15

0.12

346.95

2.05

0.97

2907000

3.2

0.4

718.7

2.05

-1.05

2143750

13.25

0.18

140.01

2.04

-1.08

4571025

5.35

0.59

375.3

2.01

1.53

21899400

23.43

0.42

1,213.4

2

1.98

345400

8.65

-0.08

1,459.6

1.99

1.2

887775

3.9

0.56

340.3

1.99

6.38

1657025

4.02

0.24

112.29

1.97

-1.38

3952000

6.22

0.46

953.05

1.9

0.32

313875

1.68

0.37

126.96

1.84

-1.32

4789200

6.74

0.4

5,876

1.81

0.54

315900

3.88

0.38

420.55

1.81

2.43

569800

5.26

0.05

3,851

1.8

-2.74

223800

9.59

0.23

3,103.3

1.78

4.54

50000

1.78

0.48

9,586.5

1.74

2.55

173375

5.83

0.38

2,797.1

1.73

0.73

78650

1.91

0.42

12,311

1.73

0.82

54050

2.27

0.56

90.44

1.72

0.46

15798375

7.06

0.54

292.6

1.68

1.13

3444700

4.7

-0.76

304.25

1.67

0.9

2855100

3.66

0.5

289.55

1.66

-0.39

1602000

5.58

0.53

236.57

1.66

0.38

2777250

4.58

0.78

3,276

1.65

5.03

134200

4.86

0.21

3,573.9

1.64

1.75

158550

1.63

0.4

2,829.1

1.64

0

176750

1.21

0.5

410.15

1.62

-0.7

11257500

9.97

0.54

173.71

1.6

0.81

11181500

5.46

0.6

1,442.2

1.59

2.26

371025

4.02

0.56

1,850.3

1.58

1.94

238125

3.53

0.44

30,090

1.55

-0.25

2125

0.94

-0.19

397.95

1.53

-1.29

2166300

3.52

0.59

1,166.5

1.5

0.24

579150

1.28

0.45

1,126.9

1.5

8.54

220950

8.87

-0.26

449.9

1.5

3.46

1696950

3.09

0.61

757.8

1.5

1.15

521050

2.89

0.55

495.05

1.49

0.01

2065000

7.27

-0.13

478.35

1.49

0.19

1380625

4.36

0.48

268.7

1.49

-0.33

5060250

3.98

0.53

1,471

1.49

0.18

470500

4.1

0.42

5,898.5

1.47

1.57

30875

0.82

0.23

1,160.2

1.45

-0.77

512800

9.85

-0.69

7,281

1.44

8.73

24450

6.44

-0.54

513.6

1.41

1.12

3373650

9.5

0.62

1,975.3

1.33

2.98

3613800

7.23

0.55

924.8

1.32

-1.48

2443200

12.22

-1.7

894.95

1.29

-0.72

482125

6.69

0.43

1,230.7

1.29

1.64

1274500

10.32

-0.3

4,272

1.27

-0.9

507900

7.51

-0.69

1,509.5

1.24

1.29

361075

7.74

0.56

116.99

1.23

-0.66

21656000

8.28

0.49

697

1.23

1.88

1055200

10.38

0.43

5,185

1.22

0.67

146000

5.84

0.71

386.2

1.21

0.1

4220100

5.83

0.16

5,582

1.21

3.49

17375

1.07

0.4

1,339.9

1.18

0.07

146250

1.41

0.26

149.5

1.18

1.35

2777928

5.82

0.4

732

1.16

2.59

1937000

6.41

0.54

679.05

1.15

-0.48

1058255

3.1

0.54

2,552

1.12

-0.53

526800

3.68

0.45

2,229

1.11

1.03

677925

12.52

-0.58

130.29

1.1

0.45

12957900

6.12

0.62

356.85

1.1

-0.16

2095000

4.65

0.57

281.05

1.09

0.07

2059200

4.63

0.46

248.18

1.09

1.99

3291750

3.34

0.52

547.6

1.07

0.57

553000

1.45

0.62

177.46

1.04

4.91

6356700

6.17

0.72

4,220.1

1.02

-0.33

28875

2.14

0.42

1,396.5

1.01

1.2

1393125

10.1

-1.09

1,051.2

1.01

-0.68

934800

4.59

0.69

1,628.2

1

-2.03

1186075

13.08

0.29

887

0.99

0.97

4395750

4.76

0.6

154.56

0.98

6.24

6615375

6.04

0.37

340.8

0.97

1.82

6225000

6.25

-0.22

3,499.5

0.94

1.59

590800

2.89

0.51

402

0.92

3.87

11937600

8.41

0.47

778

0.92

5.75

288000

3.66

-0.11

571.95

0.92

-1.51

1599000

5.02

0.44

768.5

0.91

2.54

1953000

2.84

0.45

16,841

0.9

2.15

116000

7.39

0.68

446.55

0.9

-0.01

1665625

3.88

0.5

1,401

0.88

0.28

6018600

5.26

0.5

193.91

0.87

3.99

1762500

7.64

0.4

1,095

0.87

3.04

503750

5.79

-0.08

532.5

0.84

0.84

3838750

13.71

0.02

6,976.5

0.83

1.63

96000

6.51

0.57

7,834

0.83

0.48

55500

1.95

0.67

7,685

0.83

2.87

51000

2.81

0.59

853.6

0.79

1.01

539500

3.52

0.41

38,390

0.78

0.65

8175

3.23

0.62

40,775

0.77

0.53

22560

9.04

-1.9

680.7

0.77

0.72

1815825

3.55

0

1,006.3

0.73

2.52

310625

2.06

0.36

1,305.8

0.72

1.53

121500

3.02

0.71

14,101

0.71

1.91

58125

6.3

0.58

155.75

0.7

0.62

9880800

19.79

-0.7

2,974.9

0.7

2.58

3310825

9.98

0.53

2,519.3

0.69

1.89

830700

5.74

-0.16

165.7

0.64

-0.17

4282800

3.9

1.09

5,348.5

0.63

0.17

751400

19.01

-0.8

3,126.6

0.63

-0.31

105250

4.77

0.57

76.73

0.62

2.1

25407000

8.39

0.69

1,111.2

0.62

1.59

595000

4.82

-0.71

1,506.6

0.6

1.85

124000

1.25

0.51

572.95

0.6

1.37

534100

5.12

0.37

568.6

0.59

0.06

1387050

3.36

0.65

630

0.55

-0.32

743000

6.73

0.65

1,738.4

0.54

0.81

94850

0.97

0.62

6,932

0.53

1.25

111125

3.15

0.51

2,225.4

0.53

-0.65

59475

2.25

0.11

3,977.8

0.52

1.86

47400

1.58

0.33

217.28

0.5

2.79

5785000

5.66

0.44

163.98

0.49

-0.05

17308800

15.79

0.59

3,541.9

0.45

1.07

16500

0.69

0.62

225.53

0.43

1.3

4713750

5.64

0.2

73.35

0.42

1.28

40624500

9.78

0.49

249.82

0.4

5.05

20964000

13.33

-0.32

588.1

0.4

0.91

1085000

4.77

0.51

2,465.2

0.38

1.63

1203750

8.8

0.54

3,554.2

0.36

0.38

324450

2.93

0.64

124.41

0.36

2.8

6366500

13.25

0.44

136.08

0.34

1.72

9830000

6.87

-1.41

586.5

0.33

0.1

311400

0.94

0.33

1,564

0.3

2.74

313500

2.66

0.54

983.25

0.28

3.1

9968200

4.69

0.51

481.9

0.24

0.2

3671950

3.63

0.7

212.65

0.23

-3.45

1850750

8.97

-0.29

1,661.1

0.22

0.79

570850

3.68

0.53

54.14

0.2

4.48

26048000

11.94

0.48

8,137.5

0.19

6.99

97400

13.65

-1.93

23.42

0.17

1.62

126017200

12.25

0.59

3,564.5

0.16

-0.13

49525

2.66

0.29

1,380.5

0.14

1.81

14516000

10.34

0.54

2,444.8

0.13

1.25

83925

4.82

0.3

1,948

0.13

-0.01

213775

1.87

0.48

1,489.4

0.13

0.16

913500

4.68

0.46

6,579

0.1

1.59

159100

5.44

0.56

16,278

0.1

2.88

131900

4.57

0.5

1,897.9

0.08

0.24

140625

1.77

0.51

710.2

0.04

0.46

181200

0.64

0.56

904

0

2.82

679700

8.29

0.35

980

-0.04

0.09

1185300

12.62

0.67

393.35

-0.06

1.28

2064600

6.64

0.53

454

-0.07

-0.52

765450

3.75

0.45

1,616.1

-0.1

2.19

81600

1.32

0.45

1,238.7

-0.12

1.31

599375

4.62

0.37

1,161.7

-0.12

0.86

404775

2.42

0.37

1,118.1

-0.14

2.31

321200

1.87

0.5

105.28

-0.2

2.21

8099550

4.76

0.58

1,176.4

-0.21

1.78

2516250

3.05

0.47

17,460

-0.26

15.36

2300

2.74

0.65

879.15

-0.27

1.49

2002600

8.35

0.56

2,151.7

-0.36

1.56

1681600

4.96

0.51

5,556.5

-0.4

3.25

356700

7.26

0.25

136

-0.42

2.86

11666250

16.68

0.58

9,042

-0.87

2.21

156675

5.02

0.3

1,445.6

-1.01

12.88

1843800

10.08

0.47

1,117.5

-1.01

3.08

638000

2.76

0.49

391.65

-1.07

63.75

8630400

21.81

0.61

742.95

-1.15

2.11

3748500

6.7

0.47

592.35

-1.27

9.02

457875

3.45

0.53

1,463.2

-1.36

7.36

21408000

32.51

-0.15

463.5

-1.56

3.75

1052025

5.18

0.53

1,682.1

-1.67

7.04

92050

1.25

0.65

8,735

-1.93

8.96

68700

5.71

-0.11

1,119

-2.45

13.64

441150

9.49

0.35

Invest wise with Expert advice

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

download-iifl-capitals-app-img

Arbitrage Opportunities

Premium

Discount

Script
Spot
Future
Premium(%)

HINDUNILVR

2,519.00

2,519.30

0.01%

NMDC

76.71

76.73

0.02%

BOSCHLTD

38,380.00

38,390.00

0.02%

GAIL

177.37

177.46

0.05%

GODREJCP

1,110.60

1,111.20

0.05%

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?

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

download-iifl-capitals-app-img

IMPORTANT LINKS

Market
Derivatives
IPO
Mutual Funds
Calculators
Nifty 50
Company
Knowledge Center
News
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

2025, IIFL Capital Services Ltd. All Rights Reserved

About
IIFL Group
Products & Services
Trading Documentation
Useful Links
For Investors

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 Distributor)

ISO certification icon
We are ISO 27001:2013 Certified.

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