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	57,705	0.11	-0.93	979770	34.44	0.56
FINNIFTY	26,290.9	0.03	0.59	3000	6.88	0.6
NIFTY	24,288	-0.02	2.57	7413445	40.01	0.44
MIDCPNIFTY	14,870.2	-0.13	-9.65	993840	43.61	0.13
NIFTYFPI	1,580.8	-0.35	-14.28	0	0	0.31
NIFTYNXT50	73,698	-0.47	-7.76	3800	21.05	0.2

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
HINDZINC	596.95	4.35	-3.61	19744550	51.96	0.51
VEDL	279.3	4.04	-15.34	47443250	60.3	0.59
CDSL	1,395.8	3.17	-28.49	6761625	57.66	0.49
ICICIPRULI	518.05	2.97	-17.05	11898275	55.74	0.34
BDL	1,357	2.92	-19.41	4238525	45.51	0.51
NATIONALUM	395.85	2.87	-7.16	25618125	48.09	0.53
POWERGRID	272.3	2.52	-11.9	54847300	62.81	0.4
HDFCLIFE	554.3	2.5	-0.96	37720100	52.75	0.64
MANAPPURAM	357.5	2.43	-1.27	4662000	6.84	0.55
POWERINDIA	34,265	2.39	7.81	369350	46.24	0.64
MUTHOOTFIN	3,035.9	2.23	5.49	3970450	41.98	0.71
PRESTIGE	1,629.7	2.16	-2.36	4080600	50.54	0.29
KFINTECH	975	2.06	-24.15	4391275	60.54	-0.35
MCX	3,180	1.76	-4.2	5519925	48.61	0.59
AUBANK	1,104.9	1.62	10.92	16691000	54.13	0.5
KAYNES	3,895.1	1.57	-2.54	2272500	47.45	0.12
NAM-INDIA	1,253	1.5	-14.51	6661250	65.19	-0.23
POLICYBZR	1,800.7	1.49	5.78	4976300	43.89	0.34
PAYTM	1,632	1.32	12.22	14231025	50.27	0.71
NESTLEIND	1,484	1.3	-4.68	6608000	55.94	0.33
GVT&D	4,133	1.27	15.72	2057625	46.31	0.67
HINDALCO	1,037.85	1.23	3.11	36257200	56.48	0.59
KALYANKJIL	605	1.18	-7.94	20077200	48.53	0.07
BPCL	311.15	1.08	8.73	24112775	46.82	0.62
SHRIRAMFIN	1,132	1.06	-10.18	21393075	62.64	0.41
BEL	412.8	1.01	8	70226850	48.99	0.59
TATAELXSI	3,717	0.96	-15.54	1603125	56.96	0.02
SWIGGY	283.05	0.96	-8.18	56919925	57.77	-0.49
SOLARINDS	19,849	0.96	-4.42	549350	50.9	0.65
NYKAA	333	0.95	4.48	30275000	46.94	0.63
AMBER	7,355	0.95	-16.24	825600	47.76	0.65
INDUSTOWER	374.45	0.94	6.55	71058300	53.56	0.62
UNITDSPR	1,552.6	0.93	-1.36	5593200	54.85	0.36
SBILIFE	1,799.9	0.9	5.74	5276250	54.01	0.6
MOTILALOFS	987	0.89	-27.14	4872425	62.97	0.61
COALINDIA	405.85	0.83	6.07	59074650	51.49	-0.94
PETRONET	292.35	0.74	-14.56	20998800	57.06	0.08
ABCAPITAL	410.2	0.73	10.4	23708800	46.11	0.59
MFSL	1,578.8	0.7	8.32	5767200	45.49	0.62
PREMIERENE	1,052	0.69	16.57	5090150	44.62	0.57
ICICIBANK	1,420.5	0.65	16.67	78167600	56	0.69
LICI	424.1	0.64	0.77	32603200	48.28	0.7
JINDALSTEL	1,126.7	0.62	4.11	9166875	46.19	0.53
VMM	103.72	0.6	1.96	39289850	53.4	0.7
NMDC	84.5	0.59	0.22	193644000	40.49	-0.24
IDFCFIRSTB	86.59	0.56	3.9	261239650	52.54	0.69
KOTAKBANK	401.05	0.52	21.64	139780000	51.02	0.77
GODFRYPHLP	2,110	0.47	-15.2	1184700	51.14	0.07
NBCC	88.77	0.45	-11.11	52435500	44.57	-0.31
ADANIPOWER	204.2	0.43	-4.02	88284950	43.14	0.74
HDFCBANK	730.5	0.42	-0.55	273915850	59.56	0.63
ADANIGREEN	1,313	0.39	-6.69	14706600	44.35	0.57
BANKINDIA	143	0.34	-5.44	50206000	46.26	0.63
PIIND	2,497.7	0.31	-9.46	3253775	58.34	-1.15
LTF	316.4	0.31	1.08	35543250	54.83	0.23
AMBUJACEM	413.7	0.31	-4.77	59880000	51.23	0.43
BAJAJFINSV	2,027	0.27	1.01	6819600	58.69	0.62
HINDPETRO	365.1	0.21	-12.2	27744525	57.62	0.35
BHARATFORG	2,057.9	0.19	-2.13	5607000	48.81	0.34
VOLTAS	1,229.2	0.18	-6.53	6520125	47.52	0.65
TATAPOWER	375.85	0.18	0.65	40914650	53.28	0.83
COFORGE	1,881.6	0.18	4.9	10308450	51.03	0.68
JUBLFOOD	507.8	0.17	-12.98	16053750	50.54	-0.72
IOC	135.85	0.17	6.01	90211875	44.26	0.58
APLAPOLLO	2,142.5	0.14	-4.59	4586750	47.89	0.25
WAAREEENER	2,685	0.13	-20.84	5086900	61.71	0.09
NHPC	76.21	0.11	-6.5	102151100	59.6	-0.77
FEDERALBNK	357.5	0.11	4.98	67940000	51.8	0.6
ZYDUSLIFE	1,112	0.09	-10.86	7215300	51.87	0.44
ADANIENT	2,996.4	0.08	10.68	9234774	40.7	0.44
GODREJPROP	2,033.4	0.06	27.31	6408675	45.81	0.8
TCS	2,298.8	0.06	-9.51	23052375	58.41	0.5
PHOENIXLTD	1,929.9	0.05	-7.45	2376150	46.06	0.62
JSWSTEEL	1,287.9	0.05	1.16	32917050	58.01	0.27
LT	4,082	0.05	11.62	8154475	50.82	0.68
NTPC	338.5	0.02	2.98	89799000	59.56	-0.26
JSWENERGY	544.2	0.02	-8.49	17385975	49.69	0.87
IEX	123.78	0.02	-3.41	41903550	44.36	0.46
SRF	2,582	0	-10.01	2408000	44.03	0.29
INDIANB	874.35	-0.02	-11.59	6638000	48.1	0.18
BHARTIARTL	1,948.1	-0.02	21.69	41612375	51.28	0.61
DIXON	14,833	-0.02	5.78	1761950	52.56	-1.03
GRASIM	3,282	-0.03	-5.07	6430250	51.13	0.4
BIOCON	412.95	-0.03	0.4	31935000	46.32	0.62
AUROPHARMA	1,615.2	-0.03	-15.69	7779200	67.94	0.08
ETERNAL	327	-0.04	-0.7	89196350	44.17	0.44
HAL	4,979	-0.06	0.12	3576300	42.95	0.62
BANDHANBNK	175.15	-0.06	-8.44	27774000	22.09	0.48
BANKBARODA	244.72	-0.1	4.01	89332425	48.45	0.65
MPHASIS	2,432	-0.11	-0.99	2981825	51.34	0.32
HDFCAMC	2,598	-0.11	16.34	4710900	47.04	0.46
BAJFINANCE	1,097.9	-0.11	12.2	50488500	55.15	0.55
ASHOKLEY	173.24	-0.13	2.03	80240000	44.22	0.58
TITAN	5,074.7	-0.13	3.14	3421950	47.92	0.65
PNBHOUSING	1,179.1	-0.13	0.42	5239000	45.13	0.59
SIEMENS	3,893	-0.13	-20.92	2118200	51.75	0.12
ULTRACEMCO	11,570	-0.14	3.49	1497950	56.81	0.55
GAIL	172.39	-0.15	-6.13	58056700	52.69	0.2
RBLBANK	392.3	-0.16	-11.5	19081750	41.31	0.28
HAVELLS	1,266.8	-0.17	-9.07	5266500	52.2	0
DELHIVERY	450.75	-0.17	-1.74	15496100	46.76	0.67
RELIANCE	1,310	-0.19	7.64	88329000	52.6	0.58
CAMS	750	-0.19	-20.03	7032300	62.51	0.78
UNOMINDA	1,264.9	-0.22	12.99	4220700	50.64	0.27
INDUSINDBK	1,003.4	-0.23	-2.89	19436900	44.22	0.38
ALKEM	5,379.5	-0.25	9.47	790375	40.53	0.56
DRREDDY	1,174.6	-0.25	-7.28	11792500	54.65	0.04
BAJAJ-AUTO	11,709	-0.25	0.74	1224150	49.48	0.61
COCHINSHIP	1,485	-0.26	7.05	2810800	39.91	0.2
INOXWIND	73.87	-0.27	-18.25	67404800	48.55	0.28
TVSMOTOR	4,364.2	-0.29	9.6	5473650	48.87	0.76
ASIANPAINT	2,627.7	-0.29	-2.48	6405000	53.69	0.75
JIOFIN	244.55	-0.3	-13.67	132908950	51.64	0.57
YESBANK	22.72	-0.3	6.29	642215000	43.66	0.66
SAIL	174	-0.31	-2.02	86282600	37.69	0.4
NAUKRI	1,357.1	-0.32	9.93	10293800	55.85	0.5
INDHOTEL	728.6	-0.33	16.81	17320000	52.28	0.53
ADANIPORTS	1,686.9	-0.34	1.2	13028775	50.29	0.85
IREDA	114.16	-0.35	-25.69	70685025	63.33	-2.19
AXISBANK	1,245.6	-0.35	18.86	73032500	54.71	0.54
ICICIGI	1,628.4	-0.36	-2.29	3443375	46.49	0.25
DLF	677.15	-0.36	-3.21	28329950	46.61	0.67
ONGC	237.25	-0.37	-3.94	47272500	55.28	0.31
MAXHEALTH	996.2	-0.39	8.36	8388975	46.03	0.58
IRFC	86.13	-0.41	-20.81	70188650	58.48	0.09
TATASTEEL	182.85	-0.42	-3.59	158358750	55.48	0.67
MOTHERSON	169.34	-0.44	1.99	77465400	45.38	0.55
SUNPHARMA	1,894.5	-0.44	3.32	13385750	58.63	0.46
PIDILITIND	1,654.1	-0.45	8.95	3788500	47.42	0.36
MANKIND	2,380.7	-0.45	-7.55	2149000	51.2	0.42
ASTRAL	1,529.3	-0.5	-28.2	6324850	71.83	-1.51
M&M	3,421.5	-0.5	8.3	8941800	51.08	0.61
DABUR	398.65	-0.51	-3.63	17070000	47.05	0.63
HEROMOTOCO	5,692.5	-0.52	4.69	2410050	44.75	0.73
BOSCHLTD	48,330	-0.52	0.9	172100	56.33	0.68
BLUESTARCO	1,502	-0.52	-12.92	3959475	59.3	-0.35
SHREECEM	24,250	-0.55	9.62	290425	51.93	-0.72
ITC	269.3	-0.55	-6.23	119654625	54.88	0.53
OIL	477.95	-0.56	-2.37	10467800	48.53	0.34
SBIN	1,043	-0.56	5.77	59942250	49.03	0.57
IDEA	14.01	-0.56	-2.1	2990656950	40.29	0.57
HYUNDAI	2,215	-0.57	-2.18	2615250	51.72	0.93
WIPRO	180.75	-0.57	-12.91	149199000	58.64	-0.41
FORTIS	911.95	-0.57	15.97	10143975	52.18	0.16
PGEL	602.1	-0.57	-14.29	6301350	43.58	0.83
SBICARD	645.95	-0.59	-12.01	21643200	62.5	-0.47
PERSISTENT	5,652	-0.6	8.11	2213000	46.34	0.35
ADANIENSOL	1,536	-0.68	2.88	13909050	52.64	0.5
COLPAL	1,895.5	-0.68	0.9	3937725	50.21	0.33
RECLTD	326.15	-0.7	-14.68	39304125	66.6	-0.38
CANBK	128.82	-0.7	14.45	265430250	52.82	0.74
LICHSGFIN	495	-0.7	-21.19	20251000	52.81	0.53
DIVISLAB	8,530	-0.7	7.26	2243800	55.13	0.65
PFC	362.2	-0.72	-10.35	67030600	67.57	-0.26
UPL	565.55	-0.73	-3.2	18923930	42.81	0.65
KPITTECH	589.2	-0.75	-11.73	6572775	43.85	0.3
CGPOWER	865.5	-0.76	-5	12859650	51.39	0.51
MARICO	847.45	-0.77	-12.06	10862400	53.87	0.46
PAGEIND	35,395	-0.79	-21.9	171540	55.18	0.36
DALBHARAT	1,886.5	-0.82	-6.42	0	0	N/A
ABB	7,408	-0.85	-7.99	1286250	48.71	0.36
GMRAIRPORT	99.63	-0.86	-3.59	71654175	43.3	0.66
CROMPTON	250.7	-0.86	-0.86	43664350	51.23	0.43
APOLLOHOSP	8,644	-0.87	22.12	1928125	50.27	0.87
PATANJALI	346	-0.87	-19.55	15671350	38.59	0.44
MAZDOCK	2,550.1	-0.89	-24.86	3271275	56.45	0.14
HINDUNILVR	2,020.4	-0.9	-4.43	11259000	53.54	0.52
SONACOMS	818.45	-0.9	-9.76	8514975	48.36	0.08
INFY	1,122.5	-0.93	-9.31	43334800	45.04	0.58
EICHERMOT	7,989	-0.95	14.65	2729600	55.14	0.7
360ONE	1,192.8	-0.95	-19.49	2296000	55.19	0.93
ANGELONE	287.35	-0.99	-6.68	23860000	52.36	0.08
TECHM	1,585.2	-1.02	-5.34	11289000	46.43	0.47
LUPIN	2,191	-1.02	-2.2	4777425	43.93	0.63
TMPV	317.55	-1.02	-3.4	58990400	48.89	0.66
CIPLA	1,420	-1.07	12.97	8382700	55.26	0.6
BHEL	410.9	-1.08	4.53	42031500	42.34	0.63
TATACONSUM	1,051.9	-1.1	6.08	11159500	47.67	0.61
MARUTI	13,640	-1.1	13.52	1500000	54.18	0.47
CONCOR	513.8	-1.1	3.77	12702500	42.77	0.73
INDIGO	5,103	-1.15	-3.17	5152500	66.36	0.28
LAURUSLABS	1,798	-1.16	-19.23	11182600	52.41	0.5
FORCEMOT	17,675	-1.17	-15.07	143825	48.77	0.19
UNIONBANK	183.28	-1.17	-4.97	67370625	50.01	0.5
LODHA	1,226.5	-1.19	-15.22	8070000	60.16	-1.09
SUPREMEIND	3,621.2	-1.24	-3.47	1607725	56.37	0.58
CHOLAFIN	1,859	-1.31	17.83	10650000	51.76	0.77
SUZLON	46.59	-1.31	-25.2	312597800	57.56	0.36
OFSS	11,721	-1.33	-9.39	810700	52.21	0.12
BSE	3,248.7	-1.33	-4.65	8590400	54.42	0.19
GODREJCP	931.3	-1.36	-6.42	8326000	43.1	0.61
OBEROIRLTY	1,887.8	-1.43	-10.87	3663450	53.64	0.66
PNB	116.13	-1.45	7.12	184536000	50.85	0.83
RADICO	4,637	-1.5	8.64	651300	48.69	0.52
VBL	431.1	-1.64	2.4	31795950	47.25	0.62
CUMMINSIND	5,119.5	-1.71	7.72	2999400	44.22	0.96
HCLTECH	1,304.1	-1.75	-8.64	17884400	52.36	0.7
GLENMARK	2,301.3	-1.8	11.35	7284375	44.21	0.71
TRENT	2,918	-1.9	-11.28	7930350	56.04	0
TORNTPHARM	4,903.5	-1.93	10.26	2500000	48.12	0.45
LTM	4,425.3	-1.96	-2.28	3395100	68.63	-0.52
POLYCAB	8,962	-1.98	-6.31	1505500	50.25	0.74
RVNL	224.42	-2.14	-11.02	23794925	47.67	0.3
DMART	3,885.8	-2.16	1.8	3702900	56.56	0.23
BAJAJHLDNG	11,120	-2.37	-0.31	150150	34.54	0.82
TIINDIA	2,854.7	-2.77	3.36	1248000	41.79	0.57
KEI	5,514	-3.14	-16.22	1316525	56.77	-0.19
BRITANNIA	5,334.5	-3.32	-1.27	1575500	51.58	0.33

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
DELHIVERY	450.70	450.75	0.01%
BANDHANBNK	175.10	175.15	0.02%
ICICIBANK	1,420.00	1,420.50	0.03%
PIIND	2,496.80	2,497.70	0.03%
BPCL	311.00	311.15	0.04%

View All

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

IMPORTANT LINKS

ATTENTION INVESTORS

RISK DISCLOSURE ON DERIVATIVES