Rollover: Get Derivative Rollover Data On Stcoks and Indices

INDEX

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
NIFTY	25,865.1	-0.19	0.47	3301200	15.91	0.52
FINNIFTY	27,481.2	-0.25	5.02	4875	11.01	0.4
NIFTYNXT50	69,250.6	-0.35	-1.15	4625	19.43	0.83
BANKNIFTY	57,894.6	-0.35	-1.89	421435	20.39	0.55
MIDCPNIFTY	13,204.5	-0.4	0.3	179060	6.76	0.47

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
NUVAMA	7,265	3	8.94	41550	10.69	0
SUZLON	54.06	1.65	-0.73	51936000	20.21	0.59
CIPLA	1,669.8	1.51	0.78	1795500	11.72	0.49
INDUSTOWER	360.5	1.5	-0.26	13141000	14.07	0.61
BAJAJFINSV	2,167.8	1.34	1.58	1016500	5.24	0.62
IDEA	9.07	1.22	-0.13	1366887900	20.89	0.55
INOXWIND	148.98	1.13	-1.05	5395528	10.7	0.41
SAMMAANCAP	173.55	0.98	-1.79	3943100	3.91	0.25
HFCL	77.18	0.83	-2.42	28954050	20.8	0.51
COLPAL	2,262	0.65	0.58	986400	18.26	-0.61
TORNTPOWER	1,314.4	0.56	-0.1	202500	5.59	0.95
DRREDDY	1,290	0.52	0.83	1321250	9.73	0.09
AXISBANK	1,233.5	0.52	-0.11	7474375	9.21	0.51
INFY	1,446.6	0.42	-2.9	28190000	39.39	0.01
YESBANK	22.74	0.39	-0.49	226967800	22.01	0.57
BPCL	339.9	0.38	-0.15	3588575	8.36	0.47
POWERINDIA	17,500	0.37	-0.04	3550	3.42	0.01
AMBER	8,223	0.37	1.48	237400	24.55	-3.89
RECLTD	371.75	0.37	-0.8	22590450	25.48	0.6
JSWSTEEL	1,151.7	0.35	-0.08	7055775	15.21	0.54
GRASIM	2,870	0.34	-0.06	786500	5.27	0.5
TATATECH	683.95	0.33	-0.61	2336800	19.94	0.25
VBL	459	0.32	-0.22	3215425	7.97	0.63
MFSL	1,540.1	0.31	-0.54	252000	4.24	0.31
RVNL	330.9	0.31	-0.32	10818500	25.68	-1.97
PNBHOUSING	873.3	0.31	-0.11	1725100	10.92	0.57
TATASTEEL	172.86	0.28	-0.13	26614500	12.74	0.59
JSWENERGY	526.4	0.26	-0.44	3052000	7.84	0.5
DABUR	507	0.25	-0.01	2908750	11.29	0.13
BDL	1,541	0.25	-0.9	748475	15.83	0.57
NMDC	75.57	0.25	-0.59	43321500	14.47	0.56
LT	3,890	0.23	0.78	1723400	10.44	0.46
BANKINDIA	130.26	0.22	-1.54	13764400	19.29	0.56
KPITTECH	1,148.9	0.21	0.03	806000	15.83	-0.94
TORNTPHARM	3,586.9	0.2	-0.02	109250	4.63	-0.04
LAURUSLABS	924.8	0.18	-0.13	3974600	15.52	0.53
BAJFINANCE	1,085	0.18	0.06	5480250	5.93	0.5
SHRIRAMFIN	697.05	0.17	-0.28	4883175	9.54	0.13
ADANIGREEN	1,036	0.16	-1.13	1943400	9.34	0.67
CROMPTON	288.3	0.15	-0.28	5562000	10.47	0.6
PIDILITIND	1,532	0.11	0.02	256500	2.59	0.26
GLENMARK	1,859.2	0.09	0	537375	6.56	0.52
M&M	3,606	0.08	-0.08	1466600	7.48	0.61
SBILIFE	1,844.2	0.08	0.43	493875	7.09	0.65
APLAPOLLO	1,756	0.08	-0.05	1861650	18.27	0.79
PIIND	3,533	0.07	0.15	91875	4.87	0.33
VOLTAS	1,430	0.06	0.36	2568000	17.25	-2.18
AMBUJACEM	567.05	0.06	-0.39	4037250	9.71	0.52
SOLARINDS	14,109	0.05	-0.47	79725	8.78	0.62
FORTIS	1,096.75	0.05	0.08	749425	8.89	0.52
PPLPHARMA	196.27	0.04	0.72	5532500	21.89	0.62
HDFCLIFE	743.85	0.02	-0.05	2555300	7.52	0.71
KFINTECH	1,124	0.02	-0.61	301050	11.74	-0.31
VEDL	475.15	0.02	-0.23	6491750	6.6	0.49
CAMS	3,827	0.02	-1.26	380850	16.1	0.27
ADANIPORTS	1,470.2	0	-0.5	1988350	8.57	0.66
HDFCBANK	1,004.8	0	-0.11	24689500	11.75	0.56
COALINDIA	390.4	-0.01	-0.69	7875900	11.01	0.38
TECHM	1,448	-0.01	0.03	2731800	14.81	0.42
IGL	207.05	-0.01	-0.45	3313750	15.9	-0.18
TATACONSUM	1,176.6	-0.01	0.07	1001550	5.68	0.61
SHREECEM	28,845	-0.01	0.01	18600	7.38	0.29
APOLLOHOSP	8,006	-0.01	0.04	146875	5.19	0.55
TIINDIA	3,129	-0.03	-0.08	83600	4.22	0.35
NATIONALUM	226.5	-0.03	-0.19	9330000	10.84	0.26
HAVELLS	1,485	-0.04	-0.13	832500	7.63	0.55
SIEMENS	3,095.9	-0.04	0.06	205875	8.69	0.58
BIOCON	364.6	-0.05	-0.27	5610000	12.52	0.6
HINDPETRO	454.1	-0.05	0.2	2816775	5.32	0.7
DIXON	16,085	-0.05	-1.4	306350	17.42	0.66
PAGEIND	41,500	-0.06	0.01	47940	18.23	-1.49
LICHSGFIN	573.85	-0.06	-0.32	4103000	12.8	0.62
BRITANNIA	6,080	-0.08	-0.11	62625	1.73	0.49
IOC	154.15	-0.09	-0.09	10374000	9.33	0.55
OBEROIRLTY	1,697	-0.09	-0.08	458850	9.53	0.49
OFSS	8,598	-0.09	-0.42	225750	16.25	-0.97
HAL	4,854.9	-0.09	-0.42	1281450	12.95	0.5
ASHOKLEY	135.49	-0.1	0.09	21215000	13.53	-1.68
POWERGRID	288.8	-0.1	0.01	8103500	10.1	-0.72
TITAN	3,743.9	-0.1	0.75	734475	6.11	0.67
SBIN	906.2	-0.1	-0.54	10286250	11.44	0.58
BEL	416.95	-0.1	-0.9	18587700	16.08	0.58
IEX	138.7	-0.1	-0.44	17906250	23.96	0.61
INDIGO	5,922	-0.1	0.05	612300	7.69	0.5
JIOFIN	311	-0.11	-1.16	31614550	21.5	0.57
PFC	398.4	-0.11	-0.15	11911900	19.96	0.03
NCC	208.94	-0.11	-0.24	2492100	12.35	0.69
DELHIVERY	474.55	-0.13	-0.01	2131025	10.64	0.52
ULTRACEMCO	12,328	-0.13	-0.17	161450	6.85	0.66
SUNPHARMA	1,689.8	-0.14	0.21	1862700	11.17	0.4
LICI	891	-0.14	0.08	1314600	14.83	0.33
UNIONBANK	141.2	-0.15	-0.97	12243975	14.82	0.63
BHEL	233.91	-0.15	-0.59	6454875	10.47	0.55
ETERNAL	338.45	-0.16	-0.06	17314500	7.39	0.57
KAYNES	6,848	-0.16	-2.29	223300	15.72	0.46
HEROMOTOCO	5,645	-0.16	0.42	577350	11.59	0.46
FEDERALBNK	227.36	-0.17	-1.6	12875000	12.62	0.45
SBICARD	937.35	-0.19	0.13	3941600	18.94	-1.95
ONGC	248	-0.19	0.2	7346250	7.44	0.64
ITC	413.2	-0.19	0.21	20976000	14.07	0.54
CDSL	1,601.4	-0.2	-0.24	1905225	19.67	0.26
PAYTM	1,307	-0.2	0.07	1649375	6.82	0.51
NAUKRI	1,311.4	-0.22	-0.13	435000	4.23	0.8
ADANIENT	2,548	-0.22	-0.29	1525800	10.48	0.58
ICICIPRULI	595	-0.22	-0.19	764975	6.32	0.52
CONCOR	533.5	-0.24	0.09	5800000	20.5	0.01
AUROPHARMA	1,100.1	-0.24	-0.11	3749900	15.7	0.81
LUPIN	1,939.1	-0.25	-0.29	525300	4.71	0.76
GMRAIRPORT	91.91	-0.26	-0.14	30473775	13.46	0.53
EICHERMOT	7,010	-0.26	0.05	229775	6.64	0.55
JUBLFOOD	590.35	-0.27	-0.08	1760000	7.75	0.63
PGEL	582	-0.27	-1.15	1071000	11.1	0.98
INDUSINDBK	758.15	-0.27	-0.28	9342200	16.28	0.63
RELIANCE	1,464.4	-0.28	-0.69	23212500	18.32	0.52
INDIANB	811.05	-0.28	-1.1	942000	12.12	-0.06
HINDUNILVR	2,590.6	-0.29	0.48	1314600	8.89	-0.06
ABB	5,222.5	-0.29	-0.53	239750	9.78	0.49
GODREJPROP	2,289	-0.29	-0.1	699050	7.93	0.56
HINDALCO	784.45	-0.3	-0.1	12156200	18.36	0.61
TATAMOTORS	399.15	-0.31	-0.74	14338400	27.37	0.43
PETRONET	278.3	-0.32	-0.08	7727400	16.83	0.7
LTF	267.53	-0.32	0	4502158	9.15	0.43
INDHOTEL	742.4	-0.33	-0.35	2515000	8.75	0.61
CGPOWER	737	-0.33	-0.52	1350650	8.2	0.67
TVSMOTOR	3,646.1	-0.34	-0.2	354550	3.81	0.65
ICICIGI	2,002.5	-0.34	-0.14	439400	7.16	0.47
HCLTECH	1,492.8	-0.34	0.1	1798300	9.66	0.4
UNOMINDA	1,228.5	-0.34	-0.65	534050	14.08	-0.93
TATAPOWER	398.1	-0.35	-0.03	5321500	8.81	0.6
AUBANK	862.5	-0.35	-1.08	2896000	12.88	0.51
NESTLEIND	1,283.5	-0.36	0.14	2632500	12.84	0.58
NTPC	341.15	-0.36	0.06	9078000	9.1	0.21
SAIL	129.3	-0.36	-0.33	20929100	10.04	0.53
IDFCFIRSTB	76.63	-0.37	-0.97	84532350	21.36	0.48
BAJAJ-AUTO	9,088	-0.37	-0.1	292200	9	0.26
CHOLAFIN	1,665.4	-0.38	-0.33	3454375	17.68	-1.22
IIFL	499	-0.39	-0.35	717750	4.46	0
EXIDEIND	398.05	-0.4	-0.35	5776200	18.47	0.56
NYKAA	256.99	-0.41	0.09	11806250	15.94	-1.35
MAXHEALTH	1,204	-0.41	-0.14	720300	4.48	0.62
NHPC	86.49	-0.41	-0.72	5779200	11.39	0.35
IRFC	123.85	-0.41	-0.74	8984500	17.93	0.4
IREDA	153	-0.42	-0.62	16801500	30.6	-1
PNB	117.61	-0.43	-1.43	54200000	21.64	0.58
WIPRO	240.5	-0.43	0.42	54513000	26.46	-0.52
GAIL	177.82	-0.43	-0.18	10136700	10.76	0.57
LODHA	1,180	-0.43	-0.3	629550	5.43	0.44
DLF	770.65	-0.43	-0.18	2696925	7.32	0.61
HDFCAMC	5,685.5	-0.44	-0.57	152700	6.75	0.61
ASTRAL	1,445.5	-0.44	-0.26	848725	9.22	0.44
DIVISLAB	6,590	-0.45	-0.29	268000	9.78	0.36
JINDALSTEL	1,003.9	-0.45	-0.02	2743125	19.62	0.5
BHARTIARTL	2,040.3	-0.45	0.13	6135100	12.33	0.59
ANGELONE	2,491	-0.46	-0.24	644250	17.22	-0.76
DMART	4,266	-0.47	0.03	944850	13.21	-0.84
SYNGENE	640.95	-0.47	0	736000	7.55	0.42
OIL	405.75	-0.47	0.1	1348200	11.52	-0.18
PRESTIGE	1,714	-0.48	-0.17	207000	4.53	0.51
DALBHARAT	2,177.2	-0.5	-0.31	765700	26.87	0.26
MOTHERSON	105.19	-0.51	-0.36	13087200	7.85	0.61
BANKBARODA	269.95	-0.51	-0.46	12811500	10.28	0.64
MCX	9,175	-0.52	-0.56	506750	16.77	0.69
CANBK	126.83	-0.52	-3.24	45684000	16.6	0.68
ALKEM	5,540	-0.52	0	26500	1.65	0.41
MPHASIS	2,741.2	-0.52	-0.5	173800	4.21	0.39
UPL	680.5	-0.54	0.49	2596180	7.54	0.44
PATANJALI	587.9	-0.56	-0.14	1120500	3.37	0.49
BOSCHLTD	39,065	-0.57	-0.15	12825	5.33	0.6
ZYDUSLIFE	998	-0.57	-0.08	1620900	18.51	0.72
GODREJCP	1,128	-0.6	0.12	1121500	8.88	-0.79
TCS	2,996.2	-0.62	-1.09	5246675	16.46	0.61
SUPREMEIND	4,178	-0.63	-0.05	67375	5.07	0.5
POLICYBZR	1,635.5	-0.64	-0.12	519750	5.95	0.58
RBLBANK	324.5	-0.65	-3.21	23587075	36.76	0.57
TRENT	4,776.9	-0.67	-0.52	1121900	13	0.56
MARUTI	16,339	-0.69	0	263600	8.98	0.61
KOTAKBANK	2,196	-0.69	-0.28	2958000	9.2	0.6
UNITDSPR	1,358.5	-0.7	-1.45	2150400	16.75	0.47
PERSISTENT	5,803	-0.72	-0.49	146600	4.64	0.49
TITAGARH	876	-0.75	-0.58	820700	11.22	0.69
MAZDOCK	2,817.9	-0.75	-1.3	460425	12.03	0.14
ABCAPITAL	303.3	-0.76	-0.07	4848400	6.3	0.64
SONACOMS	459	-0.78	0.01	1072050	5.69	0.65
BSE	2,479.2	-0.8	-0.37	1917375	14.09	0.59
POLYCAB	7,607	-0.81	0.14	132125	7.44	0.49
ASIANPAINT	2,501.5	-0.82	0.38	1115500	8.49	0.41
PHOENIXLTD	1,645.1	-0.86	-0.31	220850	5.27	0.72
ADANIENSOL	931.15	-0.87	0.07	538650	2.92	1.09
HUDCO	227.46	-0.89	0.14	3760125	12.78	0.82
BANDHANBNK	165.76	-0.89	-1.18	29005200	26.35	0.62
MANAPPURAM	285.2	-0.9	-0.48	2928000	10.31	0.47
CUMMINSIND	3,975.1	-0.92	-0.16	96400	3.57	0.62
IRCTC	715.5	-0.94	-0.59	3231375	19.87	0.18
BLUESTARCO	1,959	-0.96	-0.23	182000	9.9	0.05
ICICIBANK	1,380	-0.96	0.92	18795700	17.28	0.62
NBCC	112.6	-0.97	-0.42	7020000	11.4	0.6
MANKIND	2,434.3	-1.01	-0.58	137250	7.73	0.52
BHARATFORG	1,231.5	-1.02	0.17	2586000	20.59	-0.52
KALYANKJIL	491.05	-1.03	-0.06	1872950	6.05	0.78
TATAELXSI	5,340	-1.08	-0.11	1113400	26.63	-1.02
LTIM	5,531	-1.11	-0.24	402000	13.13	-0.55
HINDZINC	481.8	-1.17	-1.85	8659525	22.58	0.66
COFORGE	1,728	-1.19	-0.5	533625	4.37	0.34
KEI	4,105.1	-1.21	-0.12	368375	22.01	-0.12
CYIENT	1,166.5	-1.21	-1.54	731850	15.67	0.63
360ONE	1,164.5	-1.22	-0.47	365000	10.76	0.13
MARICO	719.85	-1.28	-0.07	288000	1.04	0.68
SRF	3,140.5	-1.44	0.11	106400	3.95	0.62
MUTHOOTFIN	3,265.5	-1.59	-1.16	260150	8.61	0.59

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
IOC	154.13	154.15	0.01%
SOLARINDS	14,107.00	14,109.00	0.01%
MPHASIS	2,740.70	2,741.20	0.01%
HDFCLIFE	743.70	743.85	0.02%
POLYCAB	7,605.00	7,607.00	0.02%

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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

What does rollover mean in derivatives?

What is a rollover strategy?

What is the difference between rollover and swap?

What is the risk of rollover?

IMPORTANT LINKS

ATTENTION INVESTORS

RISK DISCLOSURE ON DERIVATIVES