Rollover: Get Derivative Rollover Data On Stcoks and Indices

INDEX

Expiry Date

Symbol	Future Price	Price Chg%	Share Rolled	Rollover	RO Cost
MIDCPNIFTY	14,033	0.05	169720	4.89	0.51
BANKNIFTY	59,247	0.03	427590	20.35	0.59
NIFTY	26,078	0.02	2858375	14.54	0.69
FINNIFTY	27,668	0.02	3315	8.18	0.54
NIFTYNXT50	69,650	-0.01	4800	20.21	0.64

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	Share Rolled	Rollover	RO Cost
INOXWIND	140.49	0.5	23240969	27	0.72
KALYANKJIL	503	0.43	1730775	5.36	0.49
SAIL	140.47	0.38	13630000	7.45	0.16
JSWSTEEL	1,169	0.33	5105025	11.33	0.57
TATAELXSI	5,375.5	0.31	831000	25.62	-0.22
NATIONALUM	257.71	0.29	7410000	9.97	0.63
OBEROIRLTY	1,718.9	0.27	649950	13.46	-0.23
COFORGE	1,866.2	0.27	952500	7.13	0.11
PNB	125.56	0.25	43296000	18.86	0.71
CYIENT	1,157.6	0.22	548250	11.95	0.72
TORNTPHARM	3,743.9	0.22	169500	7.53	0.48
MANKIND	2,232.8	0.21	482625	16.44	0.72
HINDZINC	478.45	0.2	7595000	18.94	0.72
RVNL	319.75	0.2	13940300	28.77	-1.61
BOSCHLTD	36,935	0.2	26000	10.82	0.7
SRF	2,800	0.18	578600	13.52	0.57
IOC	169.85	0.17	8472750	8.74	0.32
TATASTEEL	173.59	0.16	59713500	21.97	0.59
SUZLON	56.71	0.15	39170075	14.14	0.68
NESTLEIND	1,283	0.14	1390500	8.36	0.62
MARICO	750	0.14	738000	2.38	0.7
LICI	915.25	0.14	1859200	16.67	0.58
HAVELLS	1,445	0.13	929000	10.45	0.58
ABCAPITAL	331.15	0.13	3372800	4.29	0.69
DMART	4,047.7	0.13	1053150	15.5	-0.19
RECLTD	359.65	0.12	20646125	19.46	0.73
NAUKRI	1,361.2	0.12	541500	6.31	0.63
LICHSGFIN	564.4	0.12	3980000	12.34	0.65
SUNPHARMA	1,785	0.12	1729350	11.09	0.69
BDL	1,542.7	0.12	1011000	18.41	0.6
TORNTPOWER	1,302.4	0.12	264200	8.11	0.58
MCX	9,805	0.12	328000	12.13	0.73
CUMMINSIND	4,270	0.12	371000	10.14	0.6
PFC	374.6	0.12	27142700	35.53	-0.33
KFINTECH	1,087.1	0.11	1255250	27.13	-1.26
NMDC	75.29	0.11	59859000	17.42	0.74
UPL	755	0.11	4796700	14.13	0.66
PPLPHARMA	189.55	0.11	4398250	18.24	0.38
UNIONBANK	154.99	0.1	14775075	16.15	0.61
BAJFINANCE	1,008.8	0.1	12878250	13.66	0.56
HINDALCO	792.95	0.1	21885500	27	0.63
KOTAKBANK	2,107.3	0.1	5777600	15.77	0.65
PERSISTENT	6,327.5	0.1	179100	7.78	0.48
PRESTIGE	1,724	0.09	240300	6.39	0.59
TECHM	1,440	0.09	3426600	14.7	0.61
MUTHOOTFIN	3,718	0.09	530200	16.96	0.58
IEX	137.24	0.09	10867500	14.01	0.62
INFY	1,543.5	0.09	19706800	26.79	0.09
CAMS	3,930.4	0.08	334350	18.03	0.7
GRASIM	2,748.1	0.08	3866000	23.9	0.75
GLENMARK	1,843.7	0.08	3977625	25.44	0.67
BHEL	289.25	0.08	7686000	12.47	0.55
POLYCAB	7,700	0.08	84125	5.76	0.61
LTF	298.1	0.08	5082590	9.42	0.51
HDFCAMC	5,404	0.08	218700	8.78	0.57
KPITTECH	1,208.3	0.08	725875	20.5	0.46
HFCL	73.8	0.08	30992250	24.84	0.56
PAGEIND	38,975	0.07	50955	17.86	-0.75
GAIL	184.1	0.07	8851500	10.92	0.54
NHPC	80.22	0.07	10137600	15.17	0.71
PIDILITIND	1,476.9	0.07	624500	8.03	0.68
NBCC	113.15	0.07	15782000	18.79	0.75
HEROMOTOCO	5,895	0.06	499800	8.38	0.51
ADANIPORTS	1,487.9	0.06	3817575	15.03	0.69
HCLTECH	1,661.1	0.06	1941450	12.18	0.7
ETERNAL	307	0.06	28821125	9.49	0.63
FORTIS	923.7	0.06	2062275	15.24	0.24
SBICARD	867.15	0.06	4071200	17.95	-1
ASTRAL	1,455.1	0.06	1513425	15.71	0.59
NYKAA	268.99	0.05	7143750	11.04	-0.85
VOLTAS	1,404.9	0.05	5103375	30.01	-2.62
BSE	2,900	0.05	2160375	16.48	0.64
TITAN	3,932.3	0.04	1084650	10.99	0.62
CDSL	1,627.8	0.04	2168375	20.48	0.5
PHOENIXLTD	1,717.9	0.04	135450	3.79	0.73
GODREJPROP	2,133	0.03	628650	7.76	0.64
ITC	404.4	0.03	23600000	13.46	0.7
HINDUNILVR	2,443	0.03	3150300	16.27	0.25
TATATECH	684.7	0.03	2830400	23.04	0.35
MOTHERSON	112.2	0.03	21992400	12.52	0.62
UNITDSPR	1,414.9	0.03	1139200	7.71	0.75
RELIANCE	1,518.6	0.03	18991000	17.63	0.68
PAYTM	1,285	0.03	2707875	12.47	0.63
NTPC	326.4	0.03	12858000	13.5	0.65
HDFCBANK	995.5	0.03	28837050	13.38	0.64
BANKINDIA	148.6	0.02	9744800	17.81	0.7
DLF	745.45	0.02	6623925	16.44	0.67
BEL	423.2	0.02	23233200	19.99	0.72
TITAGARH	874.25	0.02	1315875	17.91	0.45
VBL	455.35	0.02	5704725	13.69	0.68
IRCTC	699.5	0.02	3882375	19.95	0.61
HDFCLIFE	760.6	0.01	2264900	7.69	0.62
LUPIN	2,029.5	0.01	857225	8.1	0.64
VEDL	512.75	0.01	18922100	17.01	0.68
CROMPTON	274.25	0.01	7295400	13.05	0.69
BANKBARODA	293.4	0.01	13668525	13.62	0.61
EICHERMOT	6,890	0.01	325775	10.48	0.68
WIPRO	246.95	0.01	34614000	21.21	-0.15
NCC	181.22	0.01	4743900	19.01	0.48
SIEMENS	3,213	0	291825	9.87	0.51
ALKEM	5,723	0	75875	4.47	0.76
KEI	4,123	0	87850	8.1	-0.04
NUVAMA	7,366	0	30400	8.02	0.44
BANDHANBNK	153.18	0	39906000	29.86	0.7
AUBANK	924.8	0	2240000	13.3	0.64
DABUR	518.25	0	1360000	5.56	0.6
INDHOTEL	719.3	0	3856000	12.77	0.68
JIOFIN	304.7	0	36403850	23.84	0.72
POWERGRID	275	0	11453200	14.17	0.76
PNBHOUSING	908.9	0	1259700	7.79	0.67
ONGC	249.05	0	11340000	12.1	0.64
YESBANK	22.94	0	246343100	22.15	0.74
TATAPOWER	388.8	0	7732850	13.31	0.66
TCS	3,146	0	4985400	18.55	0.66
MAZDOCK	2,788.5	0	498675	11.08	0.66
AMBUJACEM	555.5	0	4700850	9.41	0.72
GMRAIRPORT	102.86	0	44939925	19.51	0.61
DELHIVERY	435.8	-0.01	1612275	7.98	0.74
LT	4,017	-0.01	2286900	17.38	0.66
IDFCFIRSTB	79.57	-0.01	71519525	19.37	0.74
POWERINDIA	21,662	-0.01	20500	12.24	0.53
ICICIBANK	1,382.5	-0.01	16172100	14.6	0.68
PETRONET	274.3	-0.01	2402600	5.44	0.69
TVSMOTOR	3,476	-0.02	326200	3.95	0.49
ICICIPRULI	615.1	-0.02	653050	4.81	0.55
BIOCON	410	-0.02	10385000	20.17	0.56
GODREJCP	1,142.8	-0.02	861500	8.57	0.5
SONACOMS	506.5	-0.02	1622600	10.58	0.71
ADANIENT	2,437.4	-0.03	2107071	16.49	0.58
APOLLOHOSP	7,454	-0.03	359375	12.06	0.68
IREDA	147.31	-0.03	12602850	25.5	0.42
ULTRACEMCO	11,686	-0.03	343900	13.59	0.71
MAXHEALTH	1,163.2	-0.03	1765050	10.18	0.67
INDUSINDBK	840.4	-0.03	8987300	19.03	0.81
SOLARINDS	13,799	-0.03	130225	13.27	0.58
FEDERALBNK	245.3	-0.03	8950000	14.78	0.48
JSWENERGY	513.3	-0.03	3378000	8.08	0.76
COALINDIA	379.8	-0.03	6380100	10.58	0.61
SUPREMEIND	3,597.7	-0.04	257425	11.51	0.73
PGEL	581.1	-0.04	2576200	20.52	0.38
BHARATFORG	1,446.4	-0.04	1814000	17.93	-0.33
CANBK	150.25	-0.05	28154250	16.84	0.69
CHOLAFIN	1,679.5	-0.05	4068125	23.17	-1.57
INDIANB	885	-0.05	1482000	11.28	0.48
SHREECEM	26,535	-0.05	22425	7.28	0.56
PIIND	3,448.9	-0.05	291025	10.55	0.43
CONCOR	515.6	-0.05	7528750	18.56	0.85
HUDCO	237.15	-0.05	6171600	17.29	0.67
OFSS	8,351	-0.05	151350	10.54	0.44
TATACONSUM	1,163.5	-0.06	1363450	10	0.65
INDIGO	5,764.5	-0.06	991350	12.69	0.62
360ONE	1,118.2	-0.06	217500	8.04	0.55
IIFL	557.9	-0.06	2062500	12.68	0.82
ZYDUSLIFE	931	-0.06	2180700	17.8	0.77
ADANIENSOL	1,005	-0.06	1095525	5.49	0.56
IRFC	121	-0.06	9031250	18.75	0.75
HAL	4,739	-0.06	1670700	16.83	0.67
BAJAJ-AUTO	8,879	-0.06	482625	12.84	0.34
AXISBANK	1,268.7	-0.07	11431875	15.12	0.73
DRREDDY	1,246.1	-0.07	1834375	11.41	0.17
TIINDIA	3,037.9	-0.07	98000	4.94	0.52
AMBER	7,422	-0.07	552200	32.09	-3.49
SBIN	981.4	-0.07	13065000	17.38	0.69
OIL	433.15	-0.08	1164800	9.46	0.62
TMPV	361.4	-0.08	24608000	25.59	0.63
ASIANPAINT	2,886.6	-0.08	2112750	15.08	0.36
SYNGENE	634.65	-0.08	1012000	10.17	0.8
BHARTIARTL	2,156.9	-0.08	8426975	20.15	0.65
ASHOKLEY	145.46	-0.08	36875000	22.49	-1
UNOMINDA	1,308.4	-0.09	157300	3.47	0.48
HINDPETRO	477.8	-0.09	3270375	8.22	0.49
DIVISLAB	6,455.5	-0.1	329300	9.66	0.68
M&M	3,720.5	-0.1	1965800	10.57	0.72
EXIDEIND	380.35	-0.1	7983000	21.91	0.69
INDUSTOWER	403.7	-0.11	17872100	19	0.6
ADANIGREEN	1,068	-0.11	3389400	13.91	0.65
LODHA	1,200	-0.11	523800	5	0.63
CIPLA	1,527	-0.11	1600875	10.58	0.57
ABB	5,081.5	-0.11	765500	21.16	0
TRENT	4,363.1	-0.11	1325200	15.45	0.69
AUROPHARMA	1,233.7	-0.12	5107300	21.01	0.69
SHRIRAMFIN	818.3	-0.12	8687250	15.24	0.64
IGL	206.52	-0.12	0	0	N/A
BAJAJFINSV	2,048.4	-0.12	2480250	12.92	0.71
MARUTI	15,733	-0.12	315950	12.16	0.7
MFSL	1,669.9	-0.13	216000	3.11	0.72
SBILIFE	1,999.6	-0.13	670875	8.51	0.73
JUBLFOOD	594.6	-0.14	2757500	11.92	0.79
DALBHARAT	2,019.7	-0.14	473200	17.16	0.65
MPHASIS	2,711	-0.14	760925	10.86	0.7
BPCL	366.2	-0.14	2849925	9.47	0.58
COLPAL	2,179.2	-0.16	942525	12.95	0.51
ICICIGI	2,038.4	-0.16	459550	7.6	0.68
KAYNES	5,971.5	-0.18	689200	28.26	-0.1
BRITANNIA	5,860.5	-0.18	130875	3.82	0.81
RBLBANK	309.9	-0.19	9671050	12.16	1.01
JINDALSTEL	1,067.8	-0.19	2654375	19.72	0.58
CGPOWER	722.8	-0.2	1780750	10.97	0.6
LTIM	5,970	-0.22	295050	13.27	0.41
BLUESTARCO	1,789.2	-0.24	402675	20.32	0.17
LAURUSLABS	984.1	-0.25	3207900	18.34	0.8
APLAPOLLO	1,720	-0.26	457100	6.12	0.79
MANAPPURAM	280	-0.26	10029000	21.4	0.78
ANGELONE	2,809.5	-0.26	772750	20.54	-0.28
IDEA	10.68	-0.28	1631416875	25.17	0.84
DIXON	15,448	-0.3	336300	15.29	0.72
POLICYBZR	1,847	-0.32	666400	7.65	0.75
PATANJALI	580.1	-0.33	2392200	6.88	0.62
SAMMAANCAP	159	-0.7	51432300	41.99	0.74

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
PNBHOUSING	908.85	908.90	0.00%
BANKINDIA	148.59	148.60	0.00%
CIPLA	1,526.80	1,527.00	0.01%
BHARATFORG	1,446.20	1,446.40	0.01%
HFCL	73.79	73.80	0.01%

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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