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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

24,775

-0.2

1.33

7273125

39.1

0.47

26,318.3

-0.4

-3.86

10855

10.53

0.25

55,615

-0.5

-1.79

484050

21.38

0.38

65,825

-1.54

16.86

4775

17.6

0.6

12,725

-1.76

3.52

192080

7.8

0.43

STOCKS

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

1,087.7

2.1

-0.5

899250

5.18

0.57

5,488

1.52

0.75

306250

7.72

0.6

3,090.7

1.39

-0.78

1815800

8.63

-0.28

265

1.07

0.33

8331000

10.06

0.15

6,996

0.8

0.58

193375

7.01

0.74

993.35

0.6

0.78

1827225

4.88

0.22

2,145.8

0.6

-0.32

2946000

10.24

0.61

3,499.9

0.57

-0.35

1766800

14.45

0.29

1,323.4

0.51

-0.41

1044375

9.31

-0.46

1,874.5

0.47

-0.2

6560225

13.64

-0.23

343.6

0.43

-6.49

11340000

24.22

0.74

2,690

0.42

0.82

1248250

9.54

0.54

3,617

0.34

0.28

1947050

12.02

0.65

4,373.7

0.24

1.44

603150

11.07

-1.14

685.25

0.21

1.36

988750

4.77

0.21

1,939

0.19

0.49

23805100

20.37

-0.46

673

0.19

-3.48

18068000

21.69

0.52

12,727

0.17

3.15

251800

7.31

0.23

251.1

0.15

0.49

25915500

18.38

0.74

2,786

0.08

0

298200

3.32

0.48

249.1

0

2.51

18248120

8.72

0.48

689.8

-0.01

1.03

728400

3.7

0.63

1,468.1

-0.02

1.16

216000

2.14

0.15

32,415

-0.03

-1.32

91400

25.24

-0.84

479

-0.03

0.7

1806000

7.98

-2.3

1,432

-0.05

-1.11

19213000

17.77

0.57

415.7

-0.07

0.41

14070400

11.71

0.6

470.65

-0.08

2.39

1276800

8.02

0.32

8,483

-0.1

1.33

430425

15.34

0.63

1,714.5

-0.14

1.19

1325800

8.97

-0.24

29,245

-0.15

0.81

40575

12.16

-0.73

11,387

-0.15

-0.26

265000

7.9

0.2

792.2

-0.18

-1.16

2362000

12.68

-0.34

255.6

-0.2

3.41

6469700

10.11

0.55

2,391.4

-0.21

0.87

459450

9.53

0.14

1,412.9

-0.22

0.11

20636700

18.47

0.57

2,270.7

-0.27

0.97

3009600

15.16

0.61

3,594.7

-0.27

1.35

27300

2.9

0.45

1,193

-0.28

1.57

370000

3.98

0.52

1,217.5

-0.28

0.45

6991250

10.17

0.49

1,645.3

-0.31

1.62

1960700

9.86

0.27

2,272.9

-0.34

0.12

1731500

11.79

0.47

1,926.1

-0.34

0.59

240175

4.06

0.57

2,965.2

-0.34

0.36

234750

6.97

-0.04

2,629.1

-0.37

3.03

469700

11.17

0.27

264.74

-0.42

-0.85

4551000

12.46

0.3

1,458.3

-0.45

-1.28

3154000

18.7

0.72

5,705.5

-0.47

2.89

455200

7.57

0.72

5,560.5

-0.51

0.58

78750

2.33

0.18

286.55

-0.52

2.03

11202400

11.92

0.62

1,789.6

-0.53

0.26

513750

5.26

0.65

2,038.7

-0.59

1.85

239525

7.19

0.45

389.3

-0.66

0.23

4073200

6.49

0.59

1,620.1

-0.71

1.38

6944000

11.86

0.62

887.4

-0.72

1.37

1066875

6.1

0.63

4,117.3

-0.74

-0.23

68425

4.17

0.26

151

-0.74

1.93

25069000

12.6

0.6

950.35

-0.75

0.73

1773900

16.93

-0.51

759.6

-0.76

1.05

3088800

8.46

0.5

232.41

-0.78

1.73

3865000

8.34

0.2

1,521.9

-0.8

3.61

600000

6.83

-0.19

44,870

-0.8

3.87

4455

2.58

0.33

1,577.5

-0.81

0.66

276800

3.41

0.27

4,766

-0.82

6.72

152375

9.86

0.52

5,244

-0.86

0.99

614700

6.24

0.69

3,425.7

-0.91

0.78

2810675

12.97

0.21

784.5

-0.95

0.77

17510250

16.76

0.62

391

-0.97

-0.64

3918375

8.71

0.63

2,317.5

-0.97

0.63

698500

5.99

0

397.45

-0.99

-2.8

15697800

14.5

0.65

464.7

-1.02

2.3

5081250

19.96

-0.37

1,965.2

-1.03

0.06

1632000

8.61

0.55

312.5

-1.06

2.36

4173175

9.97

-0.11

1,485

-1.07

0.14

1784625

14.07

-0.49

639.5

-1.08

-0.65

4418400

7.96

0.58

838.4

-1.08

-2.01

3851925

11.48

0.29

1,876.5

-1.08

0.33

656600

11.94

-1.76

329.1

-1.09

1.5

19212000

14.75

0.53

187.11

-1.1

-0.09

16772654

22.05

-0.19

1,821

-1.11

1.31

616200

11.65

0.57

374.6

-1.14

-1.78

6381000

25.02

-0.01

194.35

-1.18

-0.91

3706250

6.4

-0.31

191.63

-1.2

-1.08

1595000

13.96

0.45

3,238.5

-1.21

1.85

268000

6.3

-0.43

1,779.8

-1.22

2.8

259000

8.57

0.17

925.9

-1.23

0.74

1498000

13.32

-0.63

6,487

-1.24

0.27

224300

6.85

0.16

632

-1.27

0.72

7235700

20.48

-0.03

1,928.5

-1.27

-0.19

934575

9.44

0.07

4,888.2

-1.34

1.26

179250

6.78

0.4

1,669.3

-1.36

1.74

192150

4.72

0.16

4,182.8

-1.36

-0.52

408150

8.79

0.33

1,424

-1.37

0.68

266850

4

0.08

624.3

-1.41

-0.23

558700

3.6

0.53

2,322.1

-1.46

2.15

74925

11.7

0.25

3,218.7

-1.46

-2.77

365750

11.83

0.48

1,883.1

-1.47

8.64

491400

18.99

0.57

161.58

-1.48

1.2

1395625

6.49

0.5

1,279.7

-1.5

-0.18

1024000

10

-0.21

147.59

-1.51

0.98

6678900

5.91

0.75

47.9

-1.52

-0.72

13823205

13.64

0.7

204.49

-1.53

0.49

13180000

14.66

0.49

1,870

-1.55

0.88

350000

5.81

0.53

16,878

-1.56

0.15

96300

12.93

0.45

2,654.8

-1.59

2.78

238425

4.15

0.2

2,400.4

-1.61

-0.37

136200

5.25

0.39

384

-1.61

1.47

19822050

24.38

0.52

1,633.9

-1.64

0.33

474750

5.6

0.58

748.15

-1.66

0.32

156550

2.86

0.5

1,648.9

-1.68

0.62

1712550

35.81

0.65

1,248.4

-1.7

0.89

1721625

12.27

-0.23

138.61

-1.7

0.47

9413625

9.24

0.64

2,596.6

-1.73

-0.72

2218500

17.39

0.21

124.79

-1.75

1.06

11797000

8.9

0.56

1,164

-1.76

1.32

878850

7.48

0.54

412.8

-1.79

0.9

2121600

14.1

-0.3

283.3

-1.8

0.34

20266400

18.87

0.61

2,415.4

-1.86

0.99

3161700

15.42

0.65

177.34

-1.86

2.24

20696400

20.78

0.65

4,901.4

-1.88

0.39

1708650

15.99

0.58

832.45

-1.89

0.79

4515700

10.24

0.57

2,845.6

-1.89

1.42

88400

3.74

0.28

1,678.3

-1.89

2.66

1624200

10.01

0.63

69.49

-1.91

0.08

63672875

15.45

0.66

650.5

-1.92

1.21

3894825

10.08

0.09

745.85

-1.93

2.1

2770250

15.03

0.62

1,361.7

-2

1.45

147750

5.83

0.77

291.4

-2

0.77

4593600

11.75

-0.13

540.2

-2

-0.61

1441150

11.74

1.99

909.95

-2

0.16

902200

8.93

0.48

3,159.9

-2

0.71

145750

4.74

0.54

5,354

-2.04

-0.3

145950

6.43

0.51

1,039.1

-2.08

1.19

325650

4.01

0.6

67.06

-2.08

1.88

40243500

14.36

0.49

1,796.5

-2.09

-0.89

883500

6.78

0.13

388.7

-2.1

2.49

8977800

14.01

0.72

508.95

-2.15

-0.24

1567450

9.56

0.2

656.5

-2.16

0.46

287300

4.45

0.41

219

-2.16

0.64

1952100

13.05

0.54

3,014.9

-2.19

0.11

183400

3.13

0.62

898.5

-2.23

0.42

11064000

9.91

0.5

747.45

-2.23

-0.07

1991000

8.67

0.25

5,910.5

-2.24

2.21

157200

5.66

0.19

246.25

-2.24

0.3

6223875

10.2

0.48

1,624.3

-2.26

-0.5

463200

6.36

0.65

201.24

-2.27

2.24

4617250

21.35

-0.19

231.71

-2.28

0.19

13899605

13.33

0.72

5,609

-2.3

1.08

84800

13.79

0.42

19.45

-2.31

1.83

228367300

22.11

0.66

1,384.2

-2.35

18.55

672800

16.13

-0.33

260.75

-2.35

0.34

1922360

6.07

0.61

1,641.1

-2.39

-1.42

2296150

19.64

-0.43

7,769.5

-2.39

-0.89

276375

14.71

0.52

80.66

-2.4

0.94

9356800

9.1

0.7

103

-2.44

0.44

40920000

15.92

0.66

383

-2.44

0.51

18462005

22.26

0.22

1,081.2

-2.46

1.13

1183600

6.38

0.62

612.95

-2.46

8.78

581000

6.51

-0.12

667.75

-2.47

-0.37

955400

8.2

0.48

339.05

-2.5

0.88

2106000

6.22

-0.19

80.65

-2.56

-0.17

18107105

9.52

0.45

1,099.3

-2.56

0.01

1163250

14.21

0.63

222.46

-2.56

-0.65

4870450

5.93

1.69

181.55

-2.58

-1.49

8722500

12.37

0.68

381.75

-2.58

1.41

7103550

8.68

0.68

3,273.1

-2.59

2.32

156625

6.36

0.37

474.05

-2.59

-2.51

435600

3.91

0.3

532

-2.64

0.75

2990400

9.23

0.65

165.71

-2.66

-1.39

14518950

29.49

-0.18

5,806.5

-2.68

1.05

399250

14.8

0.35

178.85

-2.68

0.1

10548750

19.28

0.67

647

-2.69

-0.76

1776500

8.86

0.54

726.65

-2.7

0.44

2443000

15.04

0.63

1,337.6

-2.72

-0.84

2578775

10.51

0.62

1,562.2

-2.73

0.59

178500

4.86

0.55

1,544

-2.73

4.21

963750

6.59

-0.25

713.25

-2.74

1.43

3144800

22.37

0.49

72.38

-2.75

-0.69

7862400

13.02

1.17

1,390.1

-2.76

-1.44

173200

5.74

0.43

1,592

-2.8

4.34

210275

18.97

-0.31

626.4

-2.82

0.16

830000

8.99

0.41

821

-2.94

1.46

1475550

8.26

0.57

1,032.1

-2.95

-1.81

56650

2.98

0.42

867.45

-2.95

0.92

1976350

7.46

0.52

826.8

-2.96

-2.54

841725

13.82

0.43

5,862

-2.99

0.2

137375

5.77

0.5

13,975

-3.01

0.12

250550

12.16

0.57

132.26

-3.02

0.22

13617000

21.67

-0.34

411.35

-3.04

-1.16

1929200

16.06

-0.02

2,786

-3.12

-0.39

427500

15.37

0

180

-3.18

0.45

14301000

12.95

0.61

104.99

-3.22

-0.89

38232000

17.34

0.71

9,343

-3.22

-2.06

89775

9.02

0.31

4,024.5

-3.24

1.94

298200

12.99

-0.03

353.75

-3.26

-0.17

1280275

9.26

0.43

6,224

-3.27

0.09

611300

27.32

-0.53

479.7

-3.28

0.63

3033650

18.39

0.42

1,517.9

-3.29

3.58

487050

8.05

0.36

139.54

-3.39

-1.35

8885400

12.3

0.55

2,378.4

-3.44

0.1

414975

6.63

0.73

92.8

-3.45

1.34

5704625

16.02

-0.32

435

-3.5

4.48

2019300

13.47

0.57

941.4

-3.51

6.91

1821600

12.39

-0.26

216.39

-3.52

-1.05

3638025

8.89

0.25

115.35

-3.62

9.14

8424000

12.22

0.56

6.32

-3.65

6.53

1667654300

29.66

0.63

79.23

-3.78

2.8

19221000

21.06

0.63

931.1

-3.86

1.2

2149800

11.56

0.59

381.8

-3.88

1.52

2414500

19.43

0.15

436.4

-3.91

7.14

14724505

31.9

0.59

579.75

-3.97

1.34

3755000

13.22

0.73

244.2

-3.98

-2.52

6765450

17.84

0.77

432.2

-4.1

1.44

20466550

21.77

0.64

4,401.8

-4.16

-0.99

139300

10.01

0.4

158.65

-4.17

-2.7

15445650

28.63

-0.53

114.28

-4.19

3.43

5694000

10.22

0.63

619.75

-4.7

11.87

1179500

17.87

-0.28

480.5

-4.77

2.99

2807000

8.31

0.56

447.1

-5.06

3.52

4639150

9.04

0.29

1,282.3

-5.38

5.55

644300

18.82

-0.39

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Arbitrage Opportunities

Premium

Discount

Script
Spot
Future
Premium(%)

GAIL

179.99

180.00

0.00%

ITC

415.65

415.70

0.01%

COALINDIA

383.95

384.00

0.01%

NMDC

67.05

67.06

0.01%

M&MFIN

260.70

260.75

0.01%

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?

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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?

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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?

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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?

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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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