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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

MIDCPNIFTY

12,704.5

0.63

-40.7

2251760

84.35

0.61

NIFTY

24,831.8

0.27

-20.64

16062905

77.33

0.45

BANKNIFTY

55,542.4

0.17

-30.89

1933555

77.86

0.8

FINNIFTY

26,475.7

0.03

-30.89

59800

64.74

0.57

NIFTYNXT50

67,098

-0.01

-61.99

15900

86.06

0.56

STOCKS

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

CUMMINSIND

3,170

6.34

7.39

5239850

83.47

0.52

RBLBANK

217.32

4.46

-28.13

65212050

78.36

0.31

DEEPAKNTR

2,087.3

4.38

9.6

0

0

N/A

OIL

448.6

4.3

3.73

12426900

88.88

-0.13

PRESTIGE

1,511.8

4.19

40.83

4673375

80.31

-0.07

JSL

675.2

4.18

4.17

6379950

84.82

-0.17

DLF

798.3

3.5

11.9

33828300

70.18

0.16

JINDALSTEL

979.15

3.46

-22

13900625

92.32

0.39

PAYTM

881

3.18

-15.33

29204975

90.14

0.9

HINDZINC

467.05

3.11

-4.42

7609700

84.42

0.27

COFORGE

8,721

3.05

17.75

2636700

85.27

-0.4

MOTHERSON

152.59

2.77

26.51

121553700

77.57

0.12

INDUSINDBK

826.05

2.55

4.45

38322900

83.04

0.51

TATATECH

776.9

2.51

-1.35

10688000

77.18

-1.66

GRANULES

537

2.5

3.99

13093275

80.86

0.54

BSE

2,465.5

2.43

-14.13

9876375

76.79

0.75

AUROPHARMA

1,173.9

2.3

-0.12

16185950

90.04

0.69

NMDC

72.66

2.28

-7.96

221292000

86.1

0.37

PEL

1,110.9

2.18

-28.29

8136000

90.71

-1.44

MCX

6,609.5

2.17

8.69

1572225

78.28

0.21

POLICYBZR

1,784.3

2.07

-3.64

5803550

78.3

0.73

ADANIPORTS

1,438.7

2.06

4.59

21976475

87.9

0.04

ADANIGREEN

1,022.95

2.03

6.99

15360830

81.35

0.24

TRENT

5,663

2.02

-27.29

5146900

93.7

0.46

ETERNAL

228.57

1.93

-5.8

268106050

82.52

0.18

MGL

1,381.4

1.91

24.89

2587600

81.12

0.37

GLENMARK

1,408

1.86

5.24

8070050

88.42

0.63

SUNPHARMA

1,697.7

1.82

45.3

16903600

77.26

0.28

IREDA

176.6

1.81

-35.47

40643850

84.16

-2.43

CONCOR

789.75

1.77

5.86

17035000

86.36

-0.25

ALKEM

5,320.5

1.75

15.44

1023675

81.73

-2.65

CROMPTON

358.15

1.74

-9.91

37177200

94.23

0.61

MPHASIS

2,577.7

1.72

32.46

4844400

79.69

0.39

NYKAA

204.68

1.66

-17.39

32151450

85.92

-1.46

LUPIN

1,979

1.62

0.87

9663650

82.06

0.39

PERSISTENT

5,678

1.59

1.76

2289500

82.17

0.78

RECLTD

409.3

1.5

14.02

68276225

74.63

0.56

LTIM

5,170.3

1.48

2.04

2492850

89.99

-0.09

TIINDIA

3,058.8

1.46

21.43

2095600

81.06

0.46

ICICIPRULI

667

1.45

39.47

15723375

85.72

0.59

ADANIENSOL

880.8

1.41

4.69

12298855

86.22

0.58

KPITTECH

1,351.5

1.39

20.55

2586400

74.41

0.48

JUBLFOOD

669

1.32

-1.92

17218750

83.86

0.54

ABCAPITAL

221.79

1.27

-24.11

59537400

92.83

0.86

TATASTEEL

163.02

1.27

13.02

185966000

74.08

0.69

SOLARINDS

16,295

1.26

-33.68

722775

89.58

0.4

CGPOWER

697.65

1.26

0.2

10239700

85.05

0.85

BANDHANBNK

171.66

1.18

6.21

79537600

75.79

0.64

KEI

3,675.9

1.15

0.29

877150

73.84

-0.35

SAIL

130.39

1.14

6.65

146843800

82.19

0.42

HINDCOPPER

251.25

1.12

-15.88

35313900

93.6

0.66

KOTAKBANK

2,094.6

1.03

34.93

29417200

83.77

0

JSWSTEEL

1,012.3

1.02

-16.34

34765200

95.56

0.32

CYIENT

1,361.1

1.02

5.18

2544900

67.85

-0.31

AXISBANK

1,209

1.01

23.96

60287500

81.48

0.15

VEDL

451.65

1

7.51

76479600

78.94

0.52

IIFL

426.75

1

-5.65

9276350

72.96

0.84

WIPRO

250.5

0.99

-25.84

79494000

83.94

0.2

ADANIENT

2,542.6

0.98

8.81

16939200

85.38

0.48

TATAMOTORS

725.25

0.94

-4.18

76912200

86.71

-0.15

JSWENERGY

501.85

0.94

7.93

30163750

89.47

0.24

ATGL

681.25

0.91

-0.54

3761300

81.7

0.4

AARTIIND

483.1

0.9

11.31

11877200

81

0.22

PIDILITIND

3,028

0.88

36.3

4386500

80.48

0.48

ONGC

244.4

0.85

18.52

124650300

82.46

0.2

TECHM

1,595.2

0.84

11.73

13695000

75.37

0.8

INFY

1,585

0.83

61.02

60310400

82.85

-0.78

IEX

199.68

0.82

-43.62

40368750

91.5

0.79

ASHOKLEY

241.25

0.81

-14.66

47422500

81.91

0.4

EXIDEIND

389.4

0.78

7

20527200

81.45

0.57

BHEL

269.02

0.78

2.17

67877250

80.57

-0.39

TATACOMM

1,702.2

0.78

2.22

5039450

66.88

-0.99

DELHIVERY

362.15

0.72

-20.95

11939430

90.06

-0.05

HDFCAMC

4,874.5

0.72

3.77

2384550

85.64

0.31

CANBK

111.5

0.7

18.27

234386950

82.91

-0.07

EICHERMOT

5,372

0.7

12.15

4042675

82.83

0.61

NBCC

116.6

0.69

-26.39

36085000

89.2

0.26

SUPREMEIND

4,259

0.69

26

1423425

86.17

-0.05

ICICIBANK

1,464.8

0.68

-7.11

98542500

88.47

0.1

SBILIFE

1,820.3

0.68

17.13

9461250

69.46

0.91

POONAWALLA

404.4

0.68

-10.28

14250500

75.37

-0.16

HUDCO

239.52

0.66

-16.35

30916025

82.27

0.61

IGL

214.65

0.64

2.36

16368000

75.37

0.35

ZYDUSLIFE

930.5

0.64

29.07

9302400

78.33

-0.2

PIIND

3,879.9

0.63

-19.67

1634725

91.77

0.15

LAURUSLABS

614.45

0.62

3.65

19691100

78.03

0.95

CESC

168.2

0.62

1.31

17587225

78.82

0.62

SBICARD

914.35

0.62

13.92

12681600

84

0.61

HDFCBANK

1,938.3

0.61

20.82

112166400

88.7

0.41

YESBANK

21.27

0.61

-9.31

575146400

83.77

0.61

HFCL

88.23

0.6

-73.92

70954000

95.14

0.74

TATAELXSI

6,499

0.6

-29.17

1799000

88.45

-1.78

NESTLEIND

2,432.9

0.58

-12.62

10353800

96.18

-0.11

BANKBARODA

244.41

0.58

4.14

76687650

74.12

0.31

ABFRL

87.5

0.57

-6.08

27151800

61.94

0.68

OBEROIRLTY

1,741.2

0.57

-3.41

4088350

83.09

0.49

PFC

413.65

0.55

8.47

53411800

82.75

0.13

MARICO

721.7

0.53

20.2

19099200

88.78

0.51

MARUTI

12,400

0.53

9.68

2958350

80.71

0.12

NAUKRI

1,442.5

0.52

13.6

8619375

88.86

0.62

DALBHARAT

2,065.3

0.47

-7.08

2704675

79.35

-0.4

HCLTECH

1,661.8

0.47

41.71

15752100

77.01

0.66

PAGEIND

46,365

0.46

30.33

182010

74.71

0.31

RELIANCE

1,420.8

0.45

6.09

103926000

83.66

0.54

CAMS

4,000

0.44

-10.6

1471950

72.56

0.27

CIPLA

1,475.5

0.43

1.03

12576775

85.49

0.5

SIEMENS

3,350.5

0.42

-5.55

2372500

88.06

0.19

GODREJPROP

2,239

0.42

4.96

7711550

84.77

0.93

TATAPOWER

397.6

0.4

9.42

76664000

88.65

0

OFSS

8,539.5

0.38

33.86

680375

73.29

0.02

ABB

6,040

0.38

9.76

2445500

87.31

0.68

AMBUJACEM

562.4

0.36

24.57

29686950

81.94

0.14

BHARATFORG

1,257.3

0.35

-28.12

11692500

92.04

0.67

TITAN

3,591.4

0.34

12.79

11038480

74.23

0.42

BAJAJ-AUTO

8,879

0.31

0.09

2724450

73.59

-0.14

PNB

102.7

0.31

6.69

217552000

75.72

0.53

POWERGRID

292.15

0.3

35.08

90047900

82.21

0.7

ICICIGI

1,854.1

0.3

23.67

6680450

71.52

0.48

NATIONALUM

184

0.28

-15.15

58162500

83.63

0.67

IDEA

7.14

0.28

-9.34

4385011600

83.3

0.84

BRITANNIA

5,478

0.27

35.07

3377425

76.95

0.61

M&M

3,008

0.26

28

21149850

85.83

0.55

SBIN

798.4

0.24

12.1

86652000

74.1

0.46

NHPC

86.88

0.24

14.9

88345600

83.14

0.77

TITAGARH

912.95

0.22

-17.73

4335475

84.99

-0.39

BIOCON

334.85

0.22

24.45

27527500

75.76

0.85

BHARTIARTL

1,860.6

0.21

28.31

47285305

76.9

0.64

PETRONET

313.9

0.2

-0.62

33825000

93.39

0.89

SHREECEM

30,060

0.2

-3.17

269625

78.64

-0.06

SRF

2,899.8

0.19

13.09

6532425

81.75

0.52

CHAMBLFERT

585

0.18

-7.04

9768850

69.61

0.85

INDUSTOWER

392.5

0.16

13.16

66228600

82.19

0.4

LT

3,644.1

0.14

12.96

16001125

72.94

-0.08

VOLTAS

1,258.4

0.13

1.05

11937900

81.69

0.28

INDHOTEL

761.2

0.11

12.13

23941000

81.04

0.74

ULTRACEMCO

11,243

0.11

38.42

3443300

83.59

0.7

TATACONSUM

1,115

0.08

-4.13

17795650

92.37

0.03

APOLLOHOSP

6,950.5

0.08

40.21

2847750

78.69

0.41

BALKRISIND

2,484.7

0.06

-12.93

2530200

88.61

0.72

BAJAJFINSV

2,024.9

0.04

40.2

13749000

73.71

0.05

IRCTC

775.45

0.04

5.77

18249000

83.43

0.65

IDFCFIRSTB

67.93

0.04

3.79

426276800

85.04

0.79

SONACOMS

542

0.03

-2.9

19332170

89.87

-0.24

HEROMOTOCO

4,348

0.03

8.43

4195350

87.77

0.51

HINDALCO

650.65

0.02

2.77

51312800

90.06

0.48

LICHSGFIN

594.8

0

3.99

24075000

80.09

0.71

GMRAIRPORT

86.37

0

2.05

175045475

85.39

0.85

DRREDDY

1,242

-0.01

-7.22

10514380

80.17

0.29

TORNTPOWER

1,393.3

-0.02

19.31

2458875

75.74

0.43

HINDUNILVR

2,365.5

-0.03

4.15

16511100

83.53

-0.65

FEDERALBNK

201.35

-0.03

-10.05

70290000

80.45

0.47

TVSMOTOR

2,795.6

-0.05

0.17

8646400

79.3

0.85

HAVELLS

1,552.9

-0.05

-6

8099000

70.98

0.5

COALINDIA

398.35

-0.06

-2.17

66176400

90.68

0.65

MAXHEALTH

1,147.5

-0.07

37.31

11141030

79.33

0.19

DIVISLAB

6,627.5

-0.09

-0.59

2881800

81.63

0.64

MRF

1,42,570

-0.09

5.16

0

0

N/A

APLAPOLLO

1,835.2

-0.1

-11.65

3153850

76.66

0.17

M&MFIN

263.8

-0.11

-32.75

32044812

86.28

0.43

DMART

4,034.9

-0.13

31.41

3406200

79.39

0.71

LICI

940.25

-0.16

-27.53

7255125

87.09

1.04

NTPC

339.2

-0.19

26.5

111160500

79.93

0.69

MFSL

1,499

-0.2

5.31

5702400

73.45

-0.2

ASIANPAINT

2,304.8

-0.21

-2.36

13339850

83.56

-0.67

UPL

630.2

-0.21

-11.89

32896690

85.7

0.8

JIOFIN

289.2

-0.22

-4.65

99744000

88.3

0.5

UNITDSPR

1,520.3

-0.24

34.6

11045450

83.15

0.9

DIXON

14,828

-0.25

-30.64

1603600

84.48

0.79

TCS

3,490.1

-0.28

7.05

18621400

88.71

-0.14

IRFC

140.35

-0.28

-1.08

62794650

85.6

-0.45

TORNTPHARM

3,151.5

-0.32

-6.68

2769000

87.34

0.65

SYNGENE

647.65

-0.34

6.73

8389000

76.45

0.83

ACC

1,913.7

-0.36

17.46

4599900

76.84

0.5

VBL

481.3

-0.39

15.36

40143500

83.57

0.79

BEL

388.25

-0.39

-13.56

102352050

88.03

0.34

IOC

143.78

-0.41

4.5

91172250

71.44

0.43

RAMCOCEM

952.45

-0.43

-3.09

0

0

N/A

BPCL

319.65

-0.43

6.15

47417025

82.62

0.59

INDIGO

5,314

-0.44

-6.26

9686850

92.42

0.65

SHRIRAMFIN

652.6

-0.44

18.22

34230825

86.16

1.03

PNBHOUSING

1,040.9

-0.45

1.38

6280950

88

0.96

ANGELONE

3,013

-0.47

-32.95

2902150

89.11

-1.02

INOXWIND

192.37

-0.5

-55.82

30234380

95.18

0.1

IRB

51.42

-0.54

-4.49

87293475

81.33

0.6

GRASIM

2,569

-0.54

7.3

11809000

91.2

0.89

LODHA

1,458.1

-0.55

-8.11

6263550

87.84

0.53

SJVN

102.05

-0.55

-44.6

31294845

91.03

0.01

HAL

4,993.1

-0.56

1.79

9022950

83.78

0.61

PATANJALI

1,735

-0.57

-10.78

6071100

84.69

0.74

BAJFINANCE

9,196

-0.61

25.17

10116625

80.3

0.24

MANAPPURAM

231.12

-0.62

3.17

35562000

87.09

0.66

ITC

418.25

-0.64

-0.24

126340800

89.89

0.6

HINDPETRO

414.9

-0.64

3.83

41281650

82.22

0.77

BSOFT

420

-0.68

22.57

11371300

73.65

0.91

PHOENIXLTD

1,579.8

-0.72

1.84

2807350

79.66

0.68

DABUR

480.45

-0.72

4.88

21023750

81.81

0.67

BANKINDIA

119.2

-0.72

0

60026050

90.32

0.59

HDFCLIFE

779.7

-0.75

21.08

34807300

78.03

0.74

CDSL

1,511.9

-0.76

-58.93

13864575

94.62

-0.64

NCC

236.4

-0.77

-33.89

12935680

84.26

0.71

TATACHEM

890

-0.79

10.4

8815450

86.43

-0.33

AUBANK

699.75

-0.83

9.85

22013000

86.74

0.46

POLYCAB

5,994

-0.91

12.05

2270250

75.97

0.4

COLPAL

2,491.1

-0.97

6.97

4796425

70.48

0.38

GAIL

192.09

-1.08

20.14

92231700

81.94

0.64

KALYANKJIL

564.35

-1.08

1.58

11419900

83.29

0.59

UNIONBANK

141.45

-1.1

0.66

68724675

87.31

0.38

INDIANB

601.35

-1.11

-7.05

5738100

85.77

0.49

GODREJCP

1,244.3

-1.13

18.77

8987500

88.5

0.45

ASTRAL

1,502.9

-1.37

-2.54

6099211

89.1

0.53

MUTHOOTFIN

2,066.7

-1.41

18.28

5742550

85.1

0.54

BOSCHLTD

31,175

-1.5

-9.42

286750

84.85

0.78

ESCORTS

3,310

-1.78

-15.8

0

0

N/A

LTF

171.74

-1.86

-41.64

63663818

90.68

0.55

CHOLAFIN

1,614.3

-2.12

-13.81

11542500

89.89

0.32

APOLLOTYRE

479

-3.3

-46.48

0

0

N/A

Invest wise with Expert advice

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Arbitrage Opportunities

Premium

Discount

Script
Spot
Future
Premium(%)

ADANIPORTS

1,438.60

1,438.70

0.00%

SBICARD

914.25

914.35

0.01%

OBEROIRLTY

1,740.90

1,741.20

0.01%

CUMMINSIND

3,169.40

3,170.00

0.01%

HINDPETRO

414.75

414.90

0.03%

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.

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