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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

12,960

1.64

4.99

219480

6.65

0.5

65,555.2

0.8

4.3

3925

16.84

0.52

55,420

0.77

0.54

1095960

33.59

0.68

23,774.4

0.66

2.81

4171700

18.57

0.57

25,931.5

0.61

-2.5

2880

3.71

0.45

STOCKS

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

3,183.3

10.15

9.09

693875

15.52

0.61

235.67

8.86

15.44

9067500

19.23

0.35

871.3

7.93

2.59

2877300

24

-0.53

272.75

6.04

1.47

3702000

6.49

0.38

88.15

5.69

2.32

6623500

7.17

0.62

687.5

5.17

2.05

1023400

11.45

0.18

1,128.8

5.09

4.98

2356125

8.13

0.59

424

5.06

9.96

558175

1.98

0.62

1,070.3

4.77

3.93

2142375

9.4

0.62

946.55

4.68

4.04

448500

17.88

-0.87

550.6

4.53

-0.15

1084000

10.11

0.36

179.64

4.36

-0.41

2586300

6.64

0.31

6,565

4.33

1.14

166050

9.8

-0.3

81.85

4.32

0.17

10453300

9.91

0.67

248.15

4.28

-0.96

29680500

17.18

0.76

660.9

4.09

3.74

674250

10.89

0.42

4,385

4.07

2.8

383950

17.9

-1.02

1,322

4.05

2.95

473850

7.38

0.8

2,463

3.95

0

871400

17.24

0.58

10,685

3.72

-0.3

424600

14.48

-0.01

31,675

3.68

2.88

18495

7.25

-0.41

1,644.7

3.49

2.53

491150

5.52

0.5

242.5

3.38

4.57

47675500

15.88

0.61

2,563.4

3.37

0.21

158000

5.27

0.1

429

3.33

5.79

16382600

23.35

0.52

996.5

3.29

4.95

544125

4.65

0.36

4,673.5

3.26

6.87

1121600

19.83

-0.33

1,035.4

3.2

3.15

2753325

13.33

0.7

930.6

3.17

0.1

1906000

7.13

0.42

1,384.8

3.09

6.14

669000

3.27

0.57

804.15

3.05

4.5

631800

4.46

0.73

345.85

3.03

0.7

15796200

18.11

0.6

2,462.1

3.01

1.19

343800

4.98

0.72

843.45

2.76

1.37

6229300

13.91

0.59

1,793.8

2.74

8.36

452000

5.61

0.23

327.95

2.74

0.47

1996400

4.14

0.76

1,906.2

2.72

3.92

704600

25.26

0.81

1,234.7

2.7

-2.86

3035725

22.54

-0.35

2,561

2.68

4.65

214200

5.15

0.03

274

2.66

-0.91

15657175

23.33

-3.64

3,211.9

2.64

4.25

1417600

6.94

0.67

1,070

2.6

5.32

66500

2.13

0.2

843.55

2.55

4.36

611475

4.4

0.35

4,728.8

2.55

2.75

85800

2.39

0.41

143.09

2.54

1.51

2472750

13.75

-0.11

2,132

2.51

1.93

181225

3.2

0.35

637.65

2.49

1.12

1283000

6.24

0.67

1,344.3

2.49

1.84

1221500

3.8

-0.43

561.6

2.49

2.86

5076225

8.58

0.78

1,263.7

2.48

6.53

11790000

14.4

0.41

268.45

2.46

-0.01

11891250

17.26

-0.7

7,363.5

2.44

3.83

162000

7.28

0.5

65.21

2.43

0.47

87889900

17.36

0.61

536.95

2.39

0.5

1565600

10.53

-0.73

271.75

2.39

-0.29

8505000

9.42

0.57

4,183.2

2.35

2.2

668300

27.44

-0.67

123.03

2.33

-0.76

14302500

18.02

0.81

890.95

2.29

2.14

4264200

17.39

0.67

1,400.8

2.29

-0.52

1398875

6.44

0.61

92.41

2.29

0.67

8530425

5.95

0.54

308.8

2.23

0.57

2457000

8.19

0.58

163.36

2.21

-0.13

10126800

10.31

0.76

151.14

2.12

0.33

9248400

8.87

0.6

2,008.6

2.06

1.87

113050

2.2

0.56

628.75

2.05

1.17

2067730

6.71

0.67

3,720

2.01

0.88

401000

9.94

0.16

3,558.1

1.99

2.79

232575

2.6

0.53

298.45

1.98

-0.12

7322900

13.1

-1.15

1,628.3

1.97

2.33

345100

8.03

0.38

415.55

1.97

1.83

4340250

9.94

0.46

9,861

1.95

1.15

10500

4.31

0.72

1,073.6

1.94

4.1

128150

2.09

0.4

9.46

1.93

0.49

815458275

11.18

0.42

1,183.7

1.91

1.75

253500

11.54

-0.46

4,276.2

1.88

-0.09

432000

11.55

-0.36

1,251.3

1.88

2.07

14344375

19.76

0.61

42.16

1.86

1.44

39845375

11.93

0.71

1,381.7

1.85

2.22

197500

2.34

0.58

512.65

1.82

1.82

438550

3.53

0.33

2,437

1.8

2.07

6889050

20.32

0.73

141.95

1.77

-0.01

4742900

4.38

0.05

291.9

1.76

2.68

7049000

20.53

0.51

3,849

1.71

-0.03

1175400

17.26

-0.12

474.75

1.71

0.01

4110000

13.77

-2.1

885.1

1.68

3.76

8025000

9.9

0.55

1,339.6

1.66

3.55

271000

3.03

0.75

418.9

1.66

0.06

0

0

N/A

2,188

1.63

1.67

427500

3.46

0.66

1,527.2

1.63

4.72

324100

4.1

0.63

889.55

1.61

4.38

392000

4.38

0.51

194.64

1.6

0.07

45054000

22.94

-0.01

3,990.1

1.57

3.54

333900

13.22

0.09

984.2

1.53

0.05

2398700

11.04

0.55

1,178.3

1.51

4.12

330000

2.98

0.48

1,324.4

1.5

2.37

356000

3.02

0.74

3,600.8

1.5

-1.24

2076550

11.7

0.64

1,319

1.5

-2.83

1067500

19.58

-1.26

4,347

1.48

5.44

1117350

11.09

0.61

383.6

1.45

1.91

4420000

11.83

0.58

98.42

1.45

-4.31

17233750

24.1

-0.48

18.95

1.44

-0.56

199102200

17.11

0.79

25,080

1.41

1.48

19850

6.26

0.47

118

1.4

-2.58

14800500

22.04

-1.15

1,853.7

1.39

1.14

6536475

10.44

0.66

1,964.2

1.38

1.2

309375

3.27

0.77

441.4

1.37

-0.05

11428200

18.91

0.44

2,722.6

1.35

0.23

251250

1.61

0.63

3,214.3

1.33

1.37

127400

5

0.33

178.74

1.33

-0.76

17500000

10.91

-0.7

2,003.5

1.33

-0.5

3932643

20.71

0.27

259.9

1.3

0.35

18411750

14.51

0.65

1,473.4

1.28

0.63

706650

8.81

-1.45

243

1.27

6.17

1528125

3.04

0.57

684.1

1.26

4.05

5757600

18.88

-3.86

116.56

1.25

1.64

6851100

5

0.29

389.35

1.24

2.03

1402950

5.6

0.6

2,270.2

1.24

1.74

484000

3.37

0.54

856.5

1.22

20.64

1226700

9.28

0.59

7,016.5

1.22

3

245800

6.47

0.81

1,019

1.22

1.8

2617725

6.23

0.59

458.55

1.18

1.01

2338750

7.81

0.79

5,434

1.17

0.85

92550

2.53

0.51

9,204.5

1.17

-0.24

702450

16.85

0.16

1,674.3

1.14

2.98

69200

0.67

0.41

4,147

1.13

0.69

373450

3.83

0.68

148.71

1.13

5.59

7156500

6.54

0.49

2,098.2

1.12

1.79

100575

3.51

0.55

304.2

1.11

0.95

4139600

7.75

0.55

31,075

1.08

-0.21

11125

4.96

0.45

23,875

1.07

2.88

93225

19.22

-1.54

152.85

1.03

1.88

3603600

6.59

0.55

3,005.3

1.02

2.68

1080750

12.77

0.48

137.9

1.01

1.31

25515000

12.74

0.51

301.15

1

0.03

7467600

10.87

0.78

323.2

0.98

0.33

9122400

12.69

0.71

1,178.1

0.96

0.31

7798950

14.82

0.53

1,460

0.94

-0.04

189550

5.22

0.16

250.85

0.92

0.29

3999600

8.3

0.63

1,421

0.92

4.39

2497875

18.7

-1.49

2,925.5

0.9

-1.16

384300

11.13

-1.1

785.3

0.89

1.51

1432200

13.9

0.47

11,210

0.89

2.13

118600

5.05

0.79

1,788.8

0.82

1.59

643000

5.12

0.67

113.2

0.81

0.92

37488000

13.39

0.54

1,052.6

0.81

2.6

144000

1.45

0.82

439.65

0.8

0.59

3041300

4.23

0.75

503.95

0.77

0.69

7656000

22.27

0.61

897.35

0.76

0.65

700200

7.12

0.68

177.79

0.7

0.79

19226625

18.61

0.57

489.5

0.68

0.32

1025100

2.67

0.46

6,146

0.67

0.95

142600

5.42

0.43

349.5

0.67

1.51

10655550

16.66

0.57

1,408.4

0.65

0.88

9294000

9.13

0.64

6,821

0.56

1.24

106800

8.17

-0.56

443

0.55

1.72

12877725

11.16

0.6

1,948.7

0.53

0.62

564300

8.24

0.34

1,661

0.52

0.33

2044675

17.46

-2.4

1,290.5

0.49

0.72

387500

2.57

0.67

509.25

0.45

3.27

1461000

5.25

0.52

13,068

0.44

1.18

178300

5.48

0.57

1,070.2

0.41

1.18

10551750

12.97

0.66

1,826.6

0.35

-0.3

819650

28.14

-0.62

77.11

0.32

10.27

5651200

6.48

0.79

3,437.5

0.29

4.85

256575

6.65

-0.04

79.55

0.28

0.19

29524500

8.94

0.67

5,873

0.25

2.92

36500

1.37

0.45

1,293

0.25

1.86

18295900

13.56

0.58

3,637

0.15

1.87

469400

7.16

0.61

375

0.12

1.23

19550000

8.14

0.8

401.3

0.09

0.34

4606650

7.61

0.51

283.55

0.07

1.72

21305700

19.66

0.68

3,965

0.03

0.27

990750

10.19

0.68

2,304.4

0.01

0.86

399075

5.23

0.63

265.25

0

1.58

5663250

4.64

0.67

6,313

0

2.15

391500

15.67

0.03

298.3

0

1.42

3045700

3.67

0.87

977.1

-0.01

2.13

564900

4.1

0.82

5,338.5

-0.03

0.57

11375

0.89

0.89

304.55

-0.24

1.81

20176000

12.28

0.67

1,525.7

-0.24

4.73

361250

2.08

0.58

153.11

-0.26

0.06

34131400

16.68

1.06

706.5

-0.26

0.42

572900

3.25

0.63

194.8

-0.29

1.36

35629000

16.64

0.66

641.75

-0.33

-0.1

1899700

4.87

0.74

452.2

-0.34

2.51

1098750

3.82

0.69

754

-0.34

0.66

172800

0.64

0.45

1,205.5

-0.38

0.92

964500

5.71

0.84

4,300

-0.43

1.93

81750

2.95

0.49

1,832

-0.44

4.73

102375

1.95

0.67

842.45

-0.44

1.57

54876800

16.98

0.65

932.5

-0.61

0.77

8118600

17.47

0.58

7,472

-0.63

1.28

129000

5.18

0.7

381

-0.75

-0.03

5466000

5.12

0.62

1,071.6

-0.86

0.26

605000

4.58

0.63

1,781.7

-0.87

0.05

738150

3.32

0.51

470.35

-0.92

-0.29

2154600

9.22

0.17

2,141

-1.08

2.86

768600

4.45

0.56

587.4

-1.13

0.41

164650

1

0.91

1,268.7

-1.22

3.89

934875

6.62

0.65

455.9

-1.44

-0.87

6652800

13.01

0.67

1,271

-1.45

1.73

550000

2.52

0.57

538.2

-1.61

3.55

4977175

12.04

0.65

387.4

-1.92

3.69

14160000

23.59

0.52

2,614

-2.29

4.64

1015625

6.99

0.45

676.65

-2.67

3.08

10302850

14.82

0.28

13,641

-2.76

4.23

112900

15.28

0.83

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Arbitrage Opportunities

Premium

Discount

Script
Spot
Future
Premium(%)

APOLLOHOSP

7,471.00

7,472.00

0.01%

CIPLA

1,268.50

1,268.70

0.01%

EXIDEIND

308.75

308.80

0.01%

FINNIFTY

25,927.35

25,931.50

0.01%

360ONE

1,069.80

1,070.00

0.01%

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.

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RISK DISCLOSURE ON DERIVATIVES

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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

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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.