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	12,704.5	0.63	-40.7	2251760	84.35	0.61
NIFTY	24,831.8	0.27	-20.64	16062905	77.33	0.45
BANKNIFTY	55,542.4	0.17	-30.89	1933555	77.86	0.8
FINNIFTY	26,475.7	0.03	-30.89	59800	64.74	0.57
NIFTYNXT50	67,098	-0.01	-61.99	15900	86.06	0.56

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
CUMMINSIND	3,170	6.34	7.39	5239850	83.47	0.52
RBLBANK	217.32	4.46	-28.13	65212050	78.36	0.31
DEEPAKNTR	2,087.3	4.38	9.6	0	0	N/A
OIL	448.6	4.3	3.73	12426900	88.88	-0.13
PRESTIGE	1,511.8	4.19	40.83	4673375	80.31	-0.07
JSL	675.2	4.18	4.17	6379950	84.82	-0.17
DLF	798.3	3.5	11.9	33828300	70.18	0.16
JINDALSTEL	979.15	3.46	-22	13900625	92.32	0.39
PAYTM	881	3.18	-15.33	29204975	90.14	0.9
HINDZINC	467.05	3.11	-4.42	7609700	84.42	0.27
COFORGE	8,721	3.05	17.75	2636700	85.27	-0.4
MOTHERSON	152.59	2.77	26.51	121553700	77.57	0.12
INDUSINDBK	826.05	2.55	4.45	38322900	83.04	0.51
TATATECH	776.9	2.51	-1.35	10688000	77.18	-1.66
GRANULES	537	2.5	3.99	13093275	80.86	0.54
BSE	2,465.5	2.43	-14.13	9876375	76.79	0.75
AUROPHARMA	1,173.9	2.3	-0.12	16185950	90.04	0.69
NMDC	72.66	2.28	-7.96	221292000	86.1	0.37
PEL	1,110.9	2.18	-28.29	8136000	90.71	-1.44
MCX	6,609.5	2.17	8.69	1572225	78.28	0.21
POLICYBZR	1,784.3	2.07	-3.64	5803550	78.3	0.73
ADANIPORTS	1,438.7	2.06	4.59	21976475	87.9	0.04
ADANIGREEN	1,022.95	2.03	6.99	15360830	81.35	0.24
TRENT	5,663	2.02	-27.29	5146900	93.7	0.46
ETERNAL	228.57	1.93	-5.8	268106050	82.52	0.18
MGL	1,381.4	1.91	24.89	2587600	81.12	0.37
GLENMARK	1,408	1.86	5.24	8070050	88.42	0.63
SUNPHARMA	1,697.7	1.82	45.3	16903600	77.26	0.28
IREDA	176.6	1.81	-35.47	40643850	84.16	-2.43
CONCOR	789.75	1.77	5.86	17035000	86.36	-0.25
ALKEM	5,320.5	1.75	15.44	1023675	81.73	-2.65
CROMPTON	358.15	1.74	-9.91	37177200	94.23	0.61
MPHASIS	2,577.7	1.72	32.46	4844400	79.69	0.39
NYKAA	204.68	1.66	-17.39	32151450	85.92	-1.46
LUPIN	1,979	1.62	0.87	9663650	82.06	0.39
PERSISTENT	5,678	1.59	1.76	2289500	82.17	0.78
RECLTD	409.3	1.5	14.02	68276225	74.63	0.56
LTIM	5,170.3	1.48	2.04	2492850	89.99	-0.09
TIINDIA	3,058.8	1.46	21.43	2095600	81.06	0.46
ICICIPRULI	667	1.45	39.47	15723375	85.72	0.59
ADANIENSOL	880.8	1.41	4.69	12298855	86.22	0.58
KPITTECH	1,351.5	1.39	20.55	2586400	74.41	0.48
JUBLFOOD	669	1.32	-1.92	17218750	83.86	0.54
ABCAPITAL	221.79	1.27	-24.11	59537400	92.83	0.86
TATASTEEL	163.02	1.27	13.02	185966000	74.08	0.69
SOLARINDS	16,295	1.26	-33.68	722775	89.58	0.4
CGPOWER	697.65	1.26	0.2	10239700	85.05	0.85
BANDHANBNK	171.66	1.18	6.21	79537600	75.79	0.64
KEI	3,675.9	1.15	0.29	877150	73.84	-0.35
SAIL	130.39	1.14	6.65	146843800	82.19	0.42
HINDCOPPER	251.25	1.12	-15.88	35313900	93.6	0.66
KOTAKBANK	2,094.6	1.03	34.93	29417200	83.77	0
JSWSTEEL	1,012.3	1.02	-16.34	34765200	95.56	0.32
CYIENT	1,361.1	1.02	5.18	2544900	67.85	-0.31
AXISBANK	1,209	1.01	23.96	60287500	81.48	0.15
VEDL	451.65	1	7.51	76479600	78.94	0.52
IIFL	426.75	1	-5.65	9276350	72.96	0.84
WIPRO	250.5	0.99	-25.84	79494000	83.94	0.2
ADANIENT	2,542.6	0.98	8.81	16939200	85.38	0.48
TATAMOTORS	725.25	0.94	-4.18	76912200	86.71	-0.15
JSWENERGY	501.85	0.94	7.93	30163750	89.47	0.24
ATGL	681.25	0.91	-0.54	3761300	81.7	0.4
AARTIIND	483.1	0.9	11.31	11877200	81	0.22
PIDILITIND	3,028	0.88	36.3	4386500	80.48	0.48
ONGC	244.4	0.85	18.52	124650300	82.46	0.2
TECHM	1,595.2	0.84	11.73	13695000	75.37	0.8
INFY	1,585	0.83	61.02	60310400	82.85	-0.78
IEX	199.68	0.82	-43.62	40368750	91.5	0.79
ASHOKLEY	241.25	0.81	-14.66	47422500	81.91	0.4
EXIDEIND	389.4	0.78	7	20527200	81.45	0.57
BHEL	269.02	0.78	2.17	67877250	80.57	-0.39
TATACOMM	1,702.2	0.78	2.22	5039450	66.88	-0.99
DELHIVERY	362.15	0.72	-20.95	11939430	90.06	-0.05
HDFCAMC	4,874.5	0.72	3.77	2384550	85.64	0.31
CANBK	111.5	0.7	18.27	234386950	82.91	-0.07
EICHERMOT	5,372	0.7	12.15	4042675	82.83	0.61
NBCC	116.6	0.69	-26.39	36085000	89.2	0.26
SUPREMEIND	4,259	0.69	26	1423425	86.17	-0.05
ICICIBANK	1,464.8	0.68	-7.11	98542500	88.47	0.1
SBILIFE	1,820.3	0.68	17.13	9461250	69.46	0.91
POONAWALLA	404.4	0.68	-10.28	14250500	75.37	-0.16
HUDCO	239.52	0.66	-16.35	30916025	82.27	0.61
IGL	214.65	0.64	2.36	16368000	75.37	0.35
ZYDUSLIFE	930.5	0.64	29.07	9302400	78.33	-0.2
PIIND	3,879.9	0.63	-19.67	1634725	91.77	0.15
LAURUSLABS	614.45	0.62	3.65	19691100	78.03	0.95
CESC	168.2	0.62	1.31	17587225	78.82	0.62
SBICARD	914.35	0.62	13.92	12681600	84	0.61
HDFCBANK	1,938.3	0.61	20.82	112166400	88.7	0.41
YESBANK	21.27	0.61	-9.31	575146400	83.77	0.61
HFCL	88.23	0.6	-73.92	70954000	95.14	0.74
TATAELXSI	6,499	0.6	-29.17	1799000	88.45	-1.78
NESTLEIND	2,432.9	0.58	-12.62	10353800	96.18	-0.11
BANKBARODA	244.41	0.58	4.14	76687650	74.12	0.31
ABFRL	87.5	0.57	-6.08	27151800	61.94	0.68
OBEROIRLTY	1,741.2	0.57	-3.41	4088350	83.09	0.49
PFC	413.65	0.55	8.47	53411800	82.75	0.13
MARICO	721.7	0.53	20.2	19099200	88.78	0.51
MARUTI	12,400	0.53	9.68	2958350	80.71	0.12
NAUKRI	1,442.5	0.52	13.6	8619375	88.86	0.62
DALBHARAT	2,065.3	0.47	-7.08	2704675	79.35	-0.4
HCLTECH	1,661.8	0.47	41.71	15752100	77.01	0.66
PAGEIND	46,365	0.46	30.33	182010	74.71	0.31
RELIANCE	1,420.8	0.45	6.09	103926000	83.66	0.54
CAMS	4,000	0.44	-10.6	1471950	72.56	0.27
CIPLA	1,475.5	0.43	1.03	12576775	85.49	0.5
SIEMENS	3,350.5	0.42	-5.55	2372500	88.06	0.19
GODREJPROP	2,239	0.42	4.96	7711550	84.77	0.93
TATAPOWER	397.6	0.4	9.42	76664000	88.65	0
OFSS	8,539.5	0.38	33.86	680375	73.29	0.02
ABB	6,040	0.38	9.76	2445500	87.31	0.68
AMBUJACEM	562.4	0.36	24.57	29686950	81.94	0.14
BHARATFORG	1,257.3	0.35	-28.12	11692500	92.04	0.67
TITAN	3,591.4	0.34	12.79	11038480	74.23	0.42
BAJAJ-AUTO	8,879	0.31	0.09	2724450	73.59	-0.14
PNB	102.7	0.31	6.69	217552000	75.72	0.53
POWERGRID	292.15	0.3	35.08	90047900	82.21	0.7
ICICIGI	1,854.1	0.3	23.67	6680450	71.52	0.48
NATIONALUM	184	0.28	-15.15	58162500	83.63	0.67
IDEA	7.14	0.28	-9.34	4385011600	83.3	0.84
BRITANNIA	5,478	0.27	35.07	3377425	76.95	0.61
M&M	3,008	0.26	28	21149850	85.83	0.55
SBIN	798.4	0.24	12.1	86652000	74.1	0.46
NHPC	86.88	0.24	14.9	88345600	83.14	0.77
TITAGARH	912.95	0.22	-17.73	4335475	84.99	-0.39
BIOCON	334.85	0.22	24.45	27527500	75.76	0.85
BHARTIARTL	1,860.6	0.21	28.31	47285305	76.9	0.64
PETRONET	313.9	0.2	-0.62	33825000	93.39	0.89
SHREECEM	30,060	0.2	-3.17	269625	78.64	-0.06
SRF	2,899.8	0.19	13.09	6532425	81.75	0.52
CHAMBLFERT	585	0.18	-7.04	9768850	69.61	0.85
INDUSTOWER	392.5	0.16	13.16	66228600	82.19	0.4
LT	3,644.1	0.14	12.96	16001125	72.94	-0.08
VOLTAS	1,258.4	0.13	1.05	11937900	81.69	0.28
INDHOTEL	761.2	0.11	12.13	23941000	81.04	0.74
ULTRACEMCO	11,243	0.11	38.42	3443300	83.59	0.7
TATACONSUM	1,115	0.08	-4.13	17795650	92.37	0.03
APOLLOHOSP	6,950.5	0.08	40.21	2847750	78.69	0.41
BALKRISIND	2,484.7	0.06	-12.93	2530200	88.61	0.72
BAJAJFINSV	2,024.9	0.04	40.2	13749000	73.71	0.05
IRCTC	775.45	0.04	5.77	18249000	83.43	0.65
IDFCFIRSTB	67.93	0.04	3.79	426276800	85.04	0.79
SONACOMS	542	0.03	-2.9	19332170	89.87	-0.24
HEROMOTOCO	4,348	0.03	8.43	4195350	87.77	0.51
HINDALCO	650.65	0.02	2.77	51312800	90.06	0.48
LICHSGFIN	594.8	0	3.99	24075000	80.09	0.71
GMRAIRPORT	86.37	0	2.05	175045475	85.39	0.85
DRREDDY	1,242	-0.01	-7.22	10514380	80.17	0.29
TORNTPOWER	1,393.3	-0.02	19.31	2458875	75.74	0.43
HINDUNILVR	2,365.5	-0.03	4.15	16511100	83.53	-0.65
FEDERALBNK	201.35	-0.03	-10.05	70290000	80.45	0.47
TVSMOTOR	2,795.6	-0.05	0.17	8646400	79.3	0.85
HAVELLS	1,552.9	-0.05	-6	8099000	70.98	0.5
COALINDIA	398.35	-0.06	-2.17	66176400	90.68	0.65
MAXHEALTH	1,147.5	-0.07	37.31	11141030	79.33	0.19
DIVISLAB	6,627.5	-0.09	-0.59	2881800	81.63	0.64
MRF	1,42,570	-0.09	5.16	0	0	N/A
APLAPOLLO	1,835.2	-0.1	-11.65	3153850	76.66	0.17
M&MFIN	263.8	-0.11	-32.75	32044812	86.28	0.43
DMART	4,034.9	-0.13	31.41	3406200	79.39	0.71
LICI	940.25	-0.16	-27.53	7255125	87.09	1.04
NTPC	339.2	-0.19	26.5	111160500	79.93	0.69
MFSL	1,499	-0.2	5.31	5702400	73.45	-0.2
ASIANPAINT	2,304.8	-0.21	-2.36	13339850	83.56	-0.67
UPL	630.2	-0.21	-11.89	32896690	85.7	0.8
JIOFIN	289.2	-0.22	-4.65	99744000	88.3	0.5
UNITDSPR	1,520.3	-0.24	34.6	11045450	83.15	0.9
DIXON	14,828	-0.25	-30.64	1603600	84.48	0.79
TCS	3,490.1	-0.28	7.05	18621400	88.71	-0.14
IRFC	140.35	-0.28	-1.08	62794650	85.6	-0.45
TORNTPHARM	3,151.5	-0.32	-6.68	2769000	87.34	0.65
SYNGENE	647.65	-0.34	6.73	8389000	76.45	0.83
ACC	1,913.7	-0.36	17.46	4599900	76.84	0.5
VBL	481.3	-0.39	15.36	40143500	83.57	0.79
BEL	388.25	-0.39	-13.56	102352050	88.03	0.34
IOC	143.78	-0.41	4.5	91172250	71.44	0.43
RAMCOCEM	952.45	-0.43	-3.09	0	0	N/A
BPCL	319.65	-0.43	6.15	47417025	82.62	0.59
INDIGO	5,314	-0.44	-6.26	9686850	92.42	0.65
SHRIRAMFIN	652.6	-0.44	18.22	34230825	86.16	1.03
PNBHOUSING	1,040.9	-0.45	1.38	6280950	88	0.96
ANGELONE	3,013	-0.47	-32.95	2902150	89.11	-1.02
INOXWIND	192.37	-0.5	-55.82	30234380	95.18	0.1
IRB	51.42	-0.54	-4.49	87293475	81.33	0.6
GRASIM	2,569	-0.54	7.3	11809000	91.2	0.89
LODHA	1,458.1	-0.55	-8.11	6263550	87.84	0.53
SJVN	102.05	-0.55	-44.6	31294845	91.03	0.01
HAL	4,993.1	-0.56	1.79	9022950	83.78	0.61
PATANJALI	1,735	-0.57	-10.78	6071100	84.69	0.74
BAJFINANCE	9,196	-0.61	25.17	10116625	80.3	0.24
MANAPPURAM	231.12	-0.62	3.17	35562000	87.09	0.66
ITC	418.25	-0.64	-0.24	126340800	89.89	0.6
HINDPETRO	414.9	-0.64	3.83	41281650	82.22	0.77
BSOFT	420	-0.68	22.57	11371300	73.65	0.91
PHOENIXLTD	1,579.8	-0.72	1.84	2807350	79.66	0.68
DABUR	480.45	-0.72	4.88	21023750	81.81	0.67
BANKINDIA	119.2	-0.72	0	60026050	90.32	0.59
HDFCLIFE	779.7	-0.75	21.08	34807300	78.03	0.74
CDSL	1,511.9	-0.76	-58.93	13864575	94.62	-0.64
NCC	236.4	-0.77	-33.89	12935680	84.26	0.71
TATACHEM	890	-0.79	10.4	8815450	86.43	-0.33
AUBANK	699.75	-0.83	9.85	22013000	86.74	0.46
POLYCAB	5,994	-0.91	12.05	2270250	75.97	0.4
COLPAL	2,491.1	-0.97	6.97	4796425	70.48	0.38
GAIL	192.09	-1.08	20.14	92231700	81.94	0.64
KALYANKJIL	564.35	-1.08	1.58	11419900	83.29	0.59
UNIONBANK	141.45	-1.1	0.66	68724675	87.31	0.38
INDIANB	601.35	-1.11	-7.05	5738100	85.77	0.49
GODREJCP	1,244.3	-1.13	18.77	8987500	88.5	0.45
ASTRAL	1,502.9	-1.37	-2.54	6099211	89.1	0.53
MUTHOOTFIN	2,066.7	-1.41	18.28	5742550	85.1	0.54
BOSCHLTD	31,175	-1.5	-9.42	286750	84.85	0.78
ESCORTS	3,310	-1.78	-15.8	0	0	N/A
LTF	171.74	-1.86	-41.64	63663818	90.68	0.55
CHOLAFIN	1,614.3	-2.12	-13.81	11542500	89.89	0.32
APOLLOTYRE	479	-3.3	-46.48	0	0	N/A

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
ADANIPORTS	1,438.60	1,438.70	0.00%
SBICARD	914.25	914.35	0.01%
OBEROIRLTY	1,740.90	1,741.20	0.01%
CUMMINSIND	3,169.40	3,170.00	0.01%
HINDPETRO	414.75	414.90	0.03%

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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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FAQs on Roll Over

What does rollover mean in derivatives?

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What is the difference between rollover and swap?

What is the risk of rollover?

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