Rollover: Get Derivative Rollover Data On Stcoks and Indices

INDEX

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
FINNIFTY	25,600.8	1.6	7.06	0	0	N/A
MIDCPNIFTY	14,311	1.41	3.51	105240	4.75	0.39
BANKNIFTY	54,348	1.36	-3.85	531810	19.16	0.34
NIFTYNXT50	70,294.8	1.33	-2.72	3175	15.11	0.07
NIFTY	23,730	1.14	-2.95	3507530	16.37	0.4

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
ADANIENT	2,725.9	8.61	-1.85	896409	4.38	0.51
CIPLA	1,435.6	7.7	5.97	925575	5.83	-0.25
ZYDUSLIFE	998.5	6.18	4.73	960300	8.42	0.15
SOLARINDS	16,726	5.42	4.4	63750	7.83	0.65
ADANIPOWER	226.46	5.37	5.42	5229150	5.72	0.45
MCX	3,370.9	5.07	2.55	658575	5.69	0.18
SIEMENS	3,712.3	4.92	2.27	137200	4.41	-0.06
KEI	5,185	4.87	2.61	46375	2.49	-0.25
BHARTIARTL	1,884.5	4.85	0.97	12630250	17.52	0.48
VEDL	337.85	4.24	14.29	3479900	8.97	0.51
ADANIGREEN	1,429.9	4.18	5.83	474600	1.99	0.56
BSE	4,050.9	3.77	0.7	954700	12.19	0.56
POLYCAB	9,231	3.33	6.23	81375	4.01	0.15
RBLBANK	338.05	3.25	1.99	1495425	2.1	0.57
NAM-INDIA	1,097.2	3.22	8.56	138125	3.62	-0.9
CUMMINSIND	5,398	3.09	0.29	332600	8.66	0.29
ETERNAL	246.1	3.03	-1.51	23750450	11.53	0.73
BAJAJHLDNG	10,326	3	4.52	19400	6.24	-0.28
VBL	506	2.96	0.71	1335975	2.69	0.79
NYKAA	274	2.93	1.53	493750	0.99	0.58
MANKIND	2,458.9	2.87	1.87	249925	5.69	-1.17
JUBLFOOD	462.9	2.85	-0.31	6445000	15.11	-2.49
LAURUSLABS	1,319.1	2.83	3.64	587350	2.77	0.48
360ONE	1,110.2	2.78	0.9	43000	0.81	0.43
BANKINDIA	144.81	2.78	0.81	3634800	5.32	0.73
DRREDDY	1,303	2.76	5.9	1796250	7.42	0.06
GLENMARK	2,351.9	2.75	1.36	125250	1.12	0.67
BHEL	416.8	2.73	1.9	6231750	4.83	0.51
TORNTPHARM	4,403	2.67	2.72	28625	0.98	-0.11
BLUESTARCO	1,678.5	2.61	-1.53	297700	9.19	-0.04
HINDALCO	1,105.5	2.56	2.3	4169900	12.28	0.54
LICI	809.25	2.52	-2.75	2078300	17.86	-0.3
INDUSTOWER	424.95	2.5	0.92	4697100	5.17	0.5
HDFCBANK	770.6	2.45	1.76	110010950	28.76	-0.89
ANGELONE	306.05	2.44	7.1	1715000	5.56	0.31
BANDHANBNK	200.6	2.43	0.91	4104000	4.25	0.77
NMDC	93.78	2.42	2.79	13871250	4.06	0.62
BANKBARODA	268.5	2.4	0.87	15075450	12.23	0.78
ICICIGI	1,847.7	2.32	2.84	312000	6.38	0.44
PIDILITIND	1,484.1	2.27	0.54	180500	2.26	0.61
ADANIPORTS	1,785	2.26	1.75	1608825	7.01	0.08
OIL	520.75	2.24	0.26	840000	4.39	-0.39
PIIND	3,126.8	2.24	-3.36	103250	3.98	-0.15
MAXHEALTH	1,051	2.23	1.87	1539825	11.05	0.88
MFSL	1,636.7	2.21	2.25	42400	0.44	0.46
PAYTM	1,151.3	2.2	0.64	479225	3.48	0.55
PNB	105.35	2.12	-0.07	40648000	12.79	0.61
VOLTAS	1,289.1	2.11	2.37	1121250	9.01	-1.4
PAGEIND	36,200	2.08	2.32	9535	3.12	-0.63
BAJFINANCE	918.7	2.08	1.84	13062750	17.9	-0.08
KALYANKJIL	362.25	2.05	-0.58	3880875	10.58	-0.2
NATIONALUM	417.2	2.02	0.2	3322500	6.05	0.55
BOSCHLTD	37,185	2	1.2	5350	1.83	0.41
ABCAPITAL	352.25	1.99	8.06	1345400	2.97	0.95
SAMMAANCAP	143.52	1.95	1.07	12513000	11.66	0.62
INDHOTEL	650.8	1.93	-1.08	2346000	9.27	0.31
ALKEM	5,584	1.92	3	17875	1.59	0.37
SHRIRAMFIN	941.55	1.89	2.1	7615575	17.7	0.63
JIOFIN	236	1.86	0.35	31854250	16.87	0.47
POLICYBZR	1,669.3	1.86	3.41	224000	2.97	0.64
PREMIERENE	975.1	1.82	5.42	1475625	11.92	-0.59
SUNPHARMA	1,864.4	1.81	3.69	4181100	15.25	0.64
DIVISLAB	6,927	1.79	0.4	326200	13.32	0.9
JSWSTEEL	1,302.4	1.77	1.03	1384425	2.75	0.56
INDIANB	831	1.76	-0.84	630000	4.37	0.37
ABB	6,434.5	1.74	0.97	270250	10.77	-0.18
M&M	3,179.8	1.72	2.89	3659600	19.23	0.5
HEROMOTOCO	5,091	1.7	1.02	440400	9.37	0.71
HDFCAMC	2,710	1.68	2	111600	1.61	0.51
CROMPTON	290.65	1.66	6.01	2257250	3.85	0.51
INDUSINDBK	911	1.65	0.14	4136300	10.59	0.54
LUPIN	2,260.6	1.61	-1.7	774350	9.56	0.75
UNIONBANK	165.3	1.58	0.63	10726200	7.55	0.58
BAJAJ-AUTO	10,475	1.57	0.52	219525	8.41	-1.38
KOTAKBANK	384	1.53	0.98	49282000	24.92	0.59
FORCEMOT	20,235	1.42	-3	47625	17.13	-0.15
APOLLOHOSP	8,157.5	1.39	0.6	227000	10.93	0.48
SBILIFE	1,866.7	1.38	4.38	1436625	14.48	0.77
DELHIVERY	473.15	1.36	0.58	547800	1.92	0.48
TRENT	4,146	1.34	2.02	616200	8.37	-0.86
DLF	583.85	1.32	2.07	3871675	8.76	0.69
CDSL	1,206	1.32	3.05	3411450	23.34	-0.04
ASTRAL	1,572.3	1.31	-0.94	1337050	14.09	-1.83
PHOENIXLTD	1,768	1.29	1.66	368200	8.71	0.49
GODFRYPHLP	2,462	1.28	5.86	88000	3.72	-0.08
SBIN	967.6	1.28	-0.77	32181750	28.35	0.68
AMBUJACEM	444.7	1.28	-0.73	2831100	3.75	0.4
CANBK	131.5	1.28	0.93	35822250	15.32	0.76
ULTRACEMCO	11,772	1.25	3.59	506900	18.86	0.57
NTPC	397.1	1.24	0.02	14098500	11.73	0.57
TITAN	4,143	1.23	1.79	1315650	14.83	0.27
SWIGGY	257.3	1.21	4.33	2311675	5.1	-0.01
FORTIS	971.85	1.17	-0.82	2018875	20.53	0.77
ONGC	301.55	1.15	2.46	20317500	19.72	0.67
SRF	2,734.6	1.1	0.71	81600	2.09	0.73
HDFCLIFE	611.75	1.06	0.24	5240400	9.46	0.44
IREDA	129.29	1.06	-0.42	11101825	21.14	-0.61
MOTILALOFS	856.95	1.01	1.85	106950	2.74	0.46
EICHERMOT	7,067.5	1.01	0.52	613500	18.29	0.6
INDIGO	4,304.6	0.98	0.15	397500	4.93	0.66
ITC	307.95	0.98	-0.01	28886675	16.28	0.58
ICICIBANK	1,253.9	0.98	0.66	36547000	22.5	0.59
CONCOR	526.25	0.97	0.18	862500	3.58	0.71
UPL	638.85	0.96	0.42	781835	2.66	0.85
OBEROIRLTY	1,640	0.94	1.85	169050	2.35	0.31
IEX	127.42	0.94	-0.81	4956000	6.81	0.63
IDEA	12.96	0.93	-0.39	456010500	7.16	0.54
AUBANK	1,006.5	0.89	-1	2338000	8.36	0.88
MANAPPURAM	313	0.88	4.16	666000	1.23	0.49
TATAPOWER	409.7	0.84	1.18	4828500	8.1	0.07
BAJAJFINSV	1,747.4	0.84	0.1	1283500	11.41	0.34
RECLTD	351	0.84	1.3	5919375	8.59	0.31
NAUKRI	940.05	0.83	3.53	238075	1.82	0.53
JINDALSTEL	1,258	0.77	0.85	189375	1.49	0.39
UNITDSPR	1,271.2	0.76	0.92	747600	6	0.79
TATASTEEL	221.83	0.76	2.16	17710000	9.38	-0.89
HAVELLS	1,208	0.76	1.15	678000	6.14	0.41
ASHOKLEY	155	0.75	10	19565000	11.37	-0.31
RVNL	288	0.75	1.12	15366800	23.58	-3.97
SHREECEM	25,220	0.73	-1.79	20050	4.67	-1.14
INOXWIND	98.24	0.71	1.26	5577500	6.4	0.97
BRITANNIA	5,390	0.7	-0.76	392250	12.53	0.6
POWERINDIA	32,135	0.68	1.11	15325	3.45	0.43
RELIANCE	1,374.4	0.67	2.63	27810500	25.28	0.55
AMBER	8,394	0.67	6.64	42100	2.49	-0.19
AUROPHARMA	1,514.4	0.65	-0.08	243100	1.29	0.58
PFC	450.8	0.64	-0.9	6185400	9.95	0.21
COLPAL	2,142.9	0.64	0.84	264450	5.36	-0.58
IDFCFIRSTB	69	0.64	0.52	63654325	14.06	0.5
YESBANK	22.33	0.58	-0.67	169339500	12.99	0.71
SBICARD	635.5	0.56	4.53	4846400	17.04	-1.26
POWERGRID	304.5	0.56	1	16102500	18.44	0.5
PNBHOUSING	1,073.6	0.53	1.54	89050	0.8	0.42
NBCC	95.88	0.5	3.31	5616000	5.81	0.89
BEL	430.9	0.5	1.86	19327275	15.93	0.58
SUZLON	53.42	0.48	3.26	42982525	13.4	0.67
JSWENERGY	514.35	0.48	0.77	1404800	5.69	0.17
FEDERALBNK	281.7	0.48	1.04	11107500	12.49	0.44
MUTHOOTFIN	3,532.5	0.46	2.33	102850	2.67	0.8
DABUR	466.65	0.45	2.16	983750	3.78	0.62
PATANJALI	450.45	0.44	-0.25	509000	1.52	0.39
BIOCON	420.05	0.34	4.19	1665000	4.57	0.55
MARICO	837.35	0.33	0.25	1290000	6.32	0.54
CGPOWER	851.05	0.29	0.11	3088900	13.41	0.73
GODREJCP	1,036.6	0.29	3.05	977000	7.17	0.71
LT	3,902.8	0.25	-0.24	1642025	9.44	0.74
DMART	4,364.8	0.25	3.04	151500	3.89	-0.22
MARUTI	13,148	0.22	2.2	756850	23.32	0.52
MAZDOCK	2,531.4	0.17	-0.28	385250	8.01	0.83
SONACOMS	592.8	0.17	1.56	369950	2.28	0.07
ASIANPAINT	2,625.6	0.15	2.11	1485000	11.2	-0.1
NHPC	78.09	0.12	2.36	14905500	11.99	-0.56
TMPV	338.75	0.11	3.96	9829600	12.47	0.14
WIPRO	185.94	0.09	1.56	58254000	16.09	-4.24
PRESTIGE	1,370	0.08	-0.16	272700	4.88	0.93
CAMS	787.4	0.08	1.6	471450	6.34	0.13
GRASIM	2,959.3	0.06	0.93	988500	6.2	0.35
BHARATFORG	1,956.5	0.05	1.36	174500	2.39	0.14
GMRAIRPORT	96.9	0.03	0.4	10343925	7.99	0.89
TATAELXSI	4,015	0.01	0.44	430700	16.43	-2.41
HYUNDAI	1,820.9	0	3.42	3227125	23.56	-2.53
BDL	1,358.1	0	0.42	587250	15.37	-0.16
HINDZINC	670.25	-0.02	0.88	1707650	4.74	0.63
GODREJPROP	1,736	-0.02	0.89	914275	11.4	1.03
MOTHERSON	126.51	-0.04	0.31	11623500	8.12	0.76
HAL	4,623.5	-0.04	8.06	1054500	15.87	0.57
AXISBANK	1,260	-0.05	2.29	13447500	18.78	0.61
APLAPOLLO	1,895.6	-0.06	0.4	573300	9.74	0.86
ICICIPRULI	543.5	-0.08	0.14	313575	1.68	0.45
PGEL	495.7	-0.12	-0.07	1292950	10.27	-0.74
SUPREMEIND	3,527.9	-0.12	-0.77	59150	2.64	-0.27
EXIDEIND	350.1	-0.14	0.77	2012400	8.29	1.01
DALBHARAT	1,779.9	-0.17	1.03	164450	4.57	-0.22
LTF	279.2	-0.19	3.54	2538000	5.2	-0.05
PETRONET	272.05	-0.22	0.45	847400	2.46	0.22
NESTLEIND	1,464.3	-0.26	0.76	1636000	11.19	0.34
ADANIENSOL	1,319	-0.27	-0.24	351675	1.56	0.57
OFSS	8,901	-0.31	-0.86	54825	4.63	-0.25
DIXON	11,125	-0.36	-1.21	336900	10.02	-0.44
WAAREEENER	3,077.9	-0.38	2.88	728700	11.53	0.71
TATACONSUM	1,225.4	-0.43	2.64	1626350	13.14	0.42
HINDUNILVR	2,262.1	-0.48	1.06	1146600	6.98	-0.53
LODHA	870.7	-0.51	0.07	1361450	10.02	1.01
UNOMINDA	1,121.5	-0.53	1.34	66550	1.36	0.96
KFINTECH	825.8	-0.6	1.73	1621400	23.01	-1.19
TCS	2,221.6	-0.69	2.22	5724675	13.02	0.1
COCHINSHIP	1,644.2	-0.71	3.14	213600	7.43	0.5
GAIL	162.78	-0.72	-0.31	7138100	9.3	0.74
KPITTECH	697.25	-0.86	3.03	1814175	17.84	-1.32
BPCL	296.05	-0.88	1.13	6343700	10.09	0.99
IOC	140.75	-1.04	1.52	12255750	10.25	0.81
SAIL	199.35	-1.11	-0.51	39348400	20.61	0.37
CHOLAFIN	1,561.8	-1.11	3.2	1116875	5.76	0.84
MPHASIS	2,108.5	-1.32	9.9	252175	4.69	0.21
COALINDIA	453.7	-1.46	15.58	10166850	12.84	0.25
IRFC	99.93	-1.48	8.85	9637775	15.88	-0.45
VMM	118	-1.67	22.55	936050	2.53	1.01
HCLTECH	1,121.8	-1.74	1.84	8580650	16.48	-0.53
TVSMOTOR	3,478	-1.74	3.67	488425	5.63	0.6
COFORGE	1,275.9	-1.81	3.87	1045350	5.7	-0.07
TECHM	1,348.5	-2.29	2.28	1098000	5.32	0.18
INFY	1,098.9	-2.43	4.27	13620800	15.04	-0.19
NUVAMA	1,471.6	-2.48	4.51	211500	11.13	-0.78
HINDPETRO	379.35	-2.91	3.78	3691575	8.4	0.48
LTM	3,890.2	-3.93	4.94	534600	13.88	-0.46
PERSISTENT	4,639.4	-4.68	6	222800	5.74	-0.08
TIINDIA	2,798.1	-5.22	11.56	56800	2.1	0.3
LICHSGFIN	552.6	-6.1	1.08	966000	2.74	1.91
KAYNES	3,161	-22.32	50.32	1665800	23.9	-1.38

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
PRESTIGE	1,369.80	1,370.00	0.01%
PIDILITIND	1,483.80	1,484.10	0.02%
MUTHOOTFIN	3,531.10	3,532.50	0.04%
BHARTIARTL	1,883.50	1,884.50	0.05%
SUNPHARMA	1,863.20	1,864.40	0.06%

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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