iifl-logo

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

71,950

0.58

-15.45

9350

45.16

0

23,190

0.35

-4.93

11736400

46.81

0.3

25,142.7

0.35

-8.72

4080

12.61

0.84

55,687.4

0.12

-1.94

1527360

46.77

0.5

14,043

-0.01

-3.27

1971840

47.25

-0.04

STOCKS

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

85.39

4.07

4.73

25499500

49.75

0.58

113.55

3.44

-42.03

62178025

65.17

-3.34

1,456.9

3.2

7.79

3798400

41.4

0.21

75.09

3.06

-13.36

86118400

65.15

0.46

188.5

2.91

-9.53

107748000

69.71

0.47

3,545.9

2.86

-25.44

1571675

65.5

0.14

3,609.9

2.83

-15.61

2432700

48.97

-1.79

11,149

2.82

-1.15

156000

48.25

0.2

333.5

2.82

-1.93

5952000

8.32

0.41

1,564.2

2.69

-29.71

5096000

62.52

-1.47

1,221

2.61

24.57

70418125

47.94

0.5

2,459

2.33

0.84

4812750

52.68

0.55

203.7

2.3

0.33

131026950

47.27

0.39

2,107.4

1.96

-12.87

2859450

54.91

-1.39

1,251.9

1.96

18.59

10048500

49.28

0.46

1,207.8

1.94

-5.78

7259400

48

0.4

313

1.67

-10.01

40998825

58.72

-1.23

4,550

1.65

-0.69

721200

50.61

0.46

997.4

1.58

14.96

53760750

58.06

0.36

285.2

1.58

-9.85

44799750

61.71

-0.94

1,174.2

1.55

-12.17

6290625

53.45

-0.96

165.6

1.55

1.21

91130700

50.07

0.7

112.97

1.51

-15.13

50973300

52.01

0.31

485.85

1.5

-7.15

15176250

50.43

-0.5

1,701.1

1.47

3.87

5174975

41.95

0.58

3,034.3

1.44

7.38

9270600

51.46

0.58

1,017

1.43

0.46

17529000

57.31

0.59

4,163.7

1.41

0.97

5092500

51.56

0.7

1,989

1.37

-9.87

2431450

51.82

0.29

5,372

1.3

-2.81

2410250

53.1

0.15

1,031.6

1.29

-17.48

3547950

57.4

0.57

159.23

1.28

8.31

79230000

44.12

0.59

682

1.27

-8.54

26064200

51.52

0.02

2,500.9

1.25

-20.46

4882325

55.3

-0.35

2,212

1.18

-9.85

10275650

61.79

0.36

409.35

1.17

11.5

30807000

43.93

0.17

519

1.14

-6.01

6964450

43.66

0.62

4,951

1.12

-4.81

3987000

48.7

0.37

83

1.12

-9.87

49536500

44.12

0.6

1,293.1

1.11

-6.14

16022400

54.34

0.76

5,373

1.11

-7.71

2744250

56.63

0.4

3,828

1.09

-7.42

2607300

44.54

0.47

13,388

1.08

-5.32

1952250

52.26

-1.9

310.75

1

6.03

23111450

52.89

0.3

897.8

1

-14.54

6656650

54.22

-0.17

434.55

0.92

3.45

49835925

50.37

0.33

1,155.5

0.92

-5.79

2933125

28.97

-0.01

1,261

0.88

-16.75

16322800

51.95

-0.78

1,863.6

0.87

-1.97

2588250

50.33

0.23

17,245

0.84

-36.1

196100

66.83

-0.2

2,847.7

0.84

-3

4560325

48.65

0.42

4,077.1

0.82

-6.78

3930300

59.27

-2.33

367.05

0.81

-3.61

33890850

40.98

0.51

1,096

0.8

-14.75

7779000

58.52

-0.68

425.5

0.8

11.51

58036500

45.49

0.41

207.37

0.79

-20.51

24487925

54.48

-0.41

4,935.5

0.75

-4.27

1779000

53.72

0

824.75

0.74

-9.2

9437400

56.34

-0.8

3,875.4

0.74

-29.29

2227050

53.04

-0.71

48,315

0.74

-2.11

148650

55.2

0.36

40.95

0.73

-24.05

339344000

63.14

0.46

11,326

0.72

5.17

1152000

48.72

0.42

520.5

0.71

-16.54

8125100

51.57

0.1

996.5

0.7

-1.41

17477625

48.25

0.55

2,384.5

0.7

-7.53

3146500

55.03

-1.61

359.6

0.7

-11.17

25685625

52.13

0.47

12,095

0.69

-3.79

1858750

56.74

0.52

6,992.5

0.66

-4.36

790700

48.03

0.59

1,400

0.66

-7.51

2941000

37.83

0.29

735.5

0.65

-3.78

277004000

59.39

0.51

835.35

0.65

-15.32

6470000

51.49

0.3

4,679.5

0.65

-14

1297100

44.28

0.21

4,976.5

0.62

8.37

2458625

56.34

0.75

3,886.5

0.62

-2

6805750

47.97

0.44

2,924.7

0.61

-8.08

10316274

55.34

0.28

1,118.1

0.6

-20.4

7295625

55.62

0.51

30,930

0.58

3.98

291175

41.33

0.77

8,395.5

0.58

-7.36

1214875

40.36

0.23

385.7

0.57

-8.1

66160800

49.61

0.64

1,163.4

0.57

-0.87

10300000

52.48

0.3

14.22

0.56

-8.07

3640364700

49.19

0.49

268.75

0.56

-3.14

45691200

53.81

0.26

269.1

0.56

-7.91

100633050

51.83

0.57

1,941

0.55

1.45

9414600

45.95

0.51

11,136

0.55

11.47

1385250

55.26

0.64

37,780

0.54

-11.05

156600

52.93

0.34

2,007.5

0.51

3.45

5421000

47.26

0.56

1,075.3

0.51

-3.7

2905000

53.63

-0.39

136.5

0.5

15.15

96174000

47.16

0.48

3,193.1

0.5

-30

1775500

62.24

-0.34

3,177.5

0.5

-2.04

5293250

54.01

0.47

164.84

0.49

-18.85

176835000

64.31

-1.38

591.65

0.46

1.06

15709400

40.66

0.54

878.25

0.46

-8.32

8318000

51.17

-0.19

19,680

0.45

-9

736450

55.39

0.1

2,539

0.45

-4.34

2472200

42.43

0.35

415.35

0.39

-16.38

28956000

51.54

0.42

551

0.37

-5.73

21342605

51.51

0.58

3,189.7

0.35

-3.04

7487600

45.44

-0.05

1,359.2

0.34

-0.69

6815500

52.76

0.63

4,865.5

0.32

-1.48

3524150

57.25

0.7

235.39

0.31

5.03

94515525

50.75

0.45

1,227.3

0.31

6.22

100749500

53.21

0.51

2,202.2

0.3

-29.18

4320225

66.64

-1.01

1,772

0.29

9.12

6058500

52.91

0.58

79.9

0.27

-19.1

70042175

56.76

-1.8

566.05

0.27

-13.12

22055000

53.37

0.43

227.4

0.26

-12.55

135136750

53.7

0.52

2,084.9

0.24

-17.58

18678150

56.52

-0.07

1,785.8

0.23

4.15

10815750

47.78

0.68

7,369

0.23

4.44

2119400

51.56

0.44

326.4

0.19

5.28

54823500

38.22

0.33

351.7

0.19

-5.09

32227875

56.47

0.59

1,974.9

0.19

-20.09

766700

44.91

-0.19

22.49

0.17

5.02

812332000

53.51

0.66

1,856

0.16

-2.2

10011050

52.24

0.5

982.8

0.15

11.98

73308750

51.43

0.5

179.31

0.15

-4.68

70844250

57.9

0.76

1,501.8

0.13

-12.7

3775500

53.06

-1.57

286.7

0.12

-15.92

16493900

47.69

-0.29

4,792.2

0.1

4.88

3392250

45.79

0.65

97.85

0.1

-7.13

90319275

52.71

0.67

265.85

0.09

3.28

32831350

38.57

0.54

385.25

0.09

-16.62

20856250

55.67

0.29

729.5

0.08

2.41

19150000

49.01

0.38

1,551.6

0.06

-14.61

9978000

41.13

-0.07

76.38

0.02

-11.76

85686550

47.31

0

1,475.9

-0.02

-19.18

3926700

54.08

0.48

9,622

-0.03

15.4

3195200

57.74

0.53

83.45

-0.05

6.79

303042075

56.23

0.59

708.2

-0.06

-13.17

7431600

55.79

0.81

10,836

-0.06

-25.42

1071000

60.71

-1.07

1,323.5

-0.06

-18.77

6903175

49.35

0.18

984.5

-0.07

3.55

11114400

49.23

0.46

137.46

-0.08

0.27

47096400

47.4

0.75

885.05

-0.09

-5.16

13452950

57.32

0.11

2,097

-0.1

-1.65

4912150

45.56

0.66

22,385

-0.11

5.45

324950

50

-0.42

1,275.8

-0.12

-2.85

34568100

61.42

0.44

1,368.1

-0.13

-23.63

5032000

62.67

-0.14

1,203

-0.13

-10.07

16907500

66.78

-0.29

188.3

-0.14

4.91

231002750

58.38

0.45

4,293.9

-0.14

9.19

2125875

47.32

0.4

1,784.6

-0.15

6.01

10273775

45.92

0.47

392.6

-0.17

3.27

58990725

45.68

0.59

1,859.5

-0.22

8.55

4059275

47.73

0.31

339.1

-0.23

-6.19

60291400

50.52

0.51

2,375.7

-0.23

18

5280600

49.56

0.55

8,898.5

-0.24

14.34

1910875

57.54

0.35

977.8

-0.24

-0.25

37494800

59.74

0.57

173.4

-0.28

8.18

56200050

52.57

0.31

528.95

-0.28

19.85

34217700

48.44

0.48

1,337.1

-0.29

0.39

16217550

55.16

0.67

1,398.1

-0.32

12.64

8020600

54.15

0.49

507.7

-0.38

-2.18

18244900

45.89

0.53

463.45

-0.38

-11.01

14726000

64.47

-0.42

2,469.1

-0.38

-3.3

1754250

49.14

0.36

125.37

-0.39

6.34

235109250

48.11

0.26

1,090.9

-0.4

-0.92

6291350

45.92

0.79

1,517.9

-0.4

5.73

3825500

53.81

0.22

335.05

-0.41

-4.12

103532950

53.86

0.49

916.2

-0.42

8.47

31405500

51.99

0.45

333.35

-0.44

29.67

24237500

43.49

0.52

891.8

-0.46

-28.53

4772500

65.47

-1.96

388.45

-0.49

1.36

26108200

49.3

0.6

1,704.1

-0.51

-9.37

9165750

63.94

0.58

818.65

-0.51

0.15

9879600

42.7

0.42

414.6

-0.52

3.5

47066250

46.17

0.31

44.71

-0.53

8.34

59232000

44.18

0.33

1,790.8

-0.54

11.74

41727325

54.04

0.4

1,329.3

-0.55

22.29

90221600

51.9

0.54

403.65

-0.55

-13.25

21562350

52.38

0.45

571.95

-0.59

0.44

15043050

43.44

0.7

1,663.4

-0.59

13.52

11646250

55

0.69

1,744.8

-0.67

4.83

5476875

50.62

0.52

1,218.1

-0.68

2.46

3715800

53.5

-0.21

1,417.3

-0.7

2.29

5288000

52.44

0.41

235.42

-0.72

-10.14

37734750

50.46

0.42

423.5

-0.72

-3.24

19455200

51.83

0.55

116.64

-0.74

10.89

168416000

48.31

0.52

461.6

-0.83

-2.84

13955000

44.28

0.32

265.95

-0.83

6.51

43270750

33.95

0.52

5,274

-0.85

9.65

1267125

46.54

0.72

472.2

-0.87

-2.86

10347400

51.5

0.61

402.75

-0.91

13.39

128744000

53.83

0.49

375.15

-0.93

8.88

71262300

58.29

0.35

218.35

-0.98

-2.75

46012150

47.06

0.64

611.5

-1

-12.79

11126400

44.01

0.16

4,932.5

-1.04

7.96

3662200

46.54

0.43

2,228

-1.08

0.91

3690500

44

0.82

383

-1.08

4.58

36355000

49

0.56

289

-1.12

-17.44

20707500

51.76

0.15

1,001

-1.29

-13.35

43260400

48.22

0.47

2,511.2

-1.32

15.77

1524000

40.59

0.64

103.79

-1.33

8.5

41608150

48.57

-0.1

1,141

-1.36

-26.74

5641025

55.78

-1.14

7,044.5

-1.44

-5.87

1097625

50.19

0.53

291.25

-1.5

0.9

72163200

57.09

0.39

79.76

-1.53

-4.48

181507500

45.16

-0.72

2,002

-1.54

-16.76

15050950

62.25

0.68

325.5

-1.57

-3.38

69660000

59.8

0.46

2,668

-1.68

-6.28

6601050

53.5

0.19

1,551.2

-1.79

-4.17

3131375

41.21

0.7

2,379.6

-1.98

7.29

7175625

47.27

0.22

181.51

-2.48

-4.64

85098200

44.78

0.21

3,321.5

-3.41

-5.22

5342175

54.1

0.59

1,010.9

-3.58

-1.6

7991550

58.11

0.25

1,181.2

-3.59

2.82

10635100

54.24

0.32

1,674.9

-3.71

-0.14

11141075

50.69

0.39

837.85

-4.92

18.7

9325575

53.68

0.73

Invest wise with Expert advice

By continuing, I accept the T&C and agree to receive communication on Whatsapp

Karvy Customer: For activating your account click here.
Download IIFL Capital App

Arbitrage Opportunities

Premium

Discount

Script
Spot
Future
Premium(%)

TIINDIA

2,511.10

2,511.20

0.00%

UNOMINDA

1,218.00

1,218.10

0.00%

LICHSGFIN

566.00

566.05

0.00%

ETERNAL

335.00

335.05

0.01%

RECLTD

312.95

313.00

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

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.
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.
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.
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.

Invest wise with Expert advice

By continuing, I accept the T&C and agree to receive communication on Whatsapp

Karvy Customer: For activating your account click here.
Download IIFL Capital App
Knowledge Center
Logo

Logo IIFL Customer Care Number
(Gold/NCD/NBFC/Insurance/NPS)
1860-267-3000 / 7039-050-000

Logo IIFL Capital Services Support WhatsApp Number
+91 9892691696

Download The App Now

appapp
Loading...

Follow us on

facebooktwitterrssyoutubeinstagramlinkedintelegram

2026, IIFL Capital Services Ltd. All Rights Reserved

ATTENTION INVESTORS

RISK DISCLOSURE ON DERIVATIVES

Copyright © IIFL Capital Services Limited (Formerly known as IIFL Securities Ltd). All rights Reserved.

IIFL Capital Services Limited - Stock Broker SEBI Regn. No: INZ000164132 (Member ID - NSE: 10975 BSE: 179 MCX: 55995 NCDEX: 01249), DP SEBI Reg. No. IN-DP-185-2016, PMS SEBI Regn. No: INP000002213, IA SEBI Regn. No: INA000000623, Merchant Banker SEBI Regn. No. INM000010940, RA SEBI Regn. No: INH000000248, BSE Enlistment Number (RA): 5016, AMFI-Registered Mutual Fund Distributor & SIF Distributor
ARN NO : 47791 (Date of initial registration – 17/02/2007; Current validity of ARN – 08/02/2027), PFRDA Reg. No. PoP 20092018, IRDAI Corporate Agent (Composite) : CA1099

ISO certification icon
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.