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	24,859	0.08	-2.18	13637105	60.39	0.37
FINNIFTY	26,712.6	-0.13	-18.89	54730	55.54	0.22
NIFTYNXT50	67,311.2	-0.19	-24.46	17425	68.66	0.42
BANKNIFTY	56,201.6	-0.23	-8.67	1516725	55.72	0.25
MIDCPNIFTY	13,020.85	-0.27	3.74	1708420	57.96	0.22

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
DMART	4,277.8	6.68	-0.09	5405850	72.23	-0.41
LT	3,652.8	4.49	34.85	15842750	68.09	0.66
KPITTECH	1,261.4	3.65	-18.28	4220800	71.54	-0.5
APLAPOLLO	1,566.5	3.29	10.96	4364850	63.12	0.02
PAGEIND	48,310	2.48	4.07	265350	69.15	-3.23
AMBER	8,013	2.47	-23.31	518400	79.68	0.66
RBLBANK	261	2.22	-0.62	25625420	34.06	0.34
M&MFIN	257.25	2.16	-7.87	0	0	N/A
BRITANNIA	5,746.5	1.99	8.71	2516500	64.39	-0.8
MGL	1,415.1	1.9	-38.93	0	0	N/A
POLICYBZR	1,823.5	1.88	24.96	7114800	64.06	0.41
TATACOMM	1,761.9	1.79	-16.47	0	0	N/A
COFORGE	1,743.5	1.64	15.66	13946250	64.15	0.51
DALBHARAT	2,236.5	1.52	-9.64	2573350	68.88	0.45
BANKINDIA	114.19	1.48	-39.56	53227200	75.12	0.11
PIIND	4,322.4	1.46	3.7	1482250	78.68	0.28
LTIM	5,142.5	1.41	-24.55	2442000	84.13	-0.28
MPHASIS	2,806.8	1.38	11.06	3648700	63.51	0.53
NYKAA	214	1.35	10.08	45712500	69.03	-1.07
MAZDOCK	2,757.9	1.33	-3.8	2705325	64.66	0.55
SUNPHARMA	1,734.6	1.24	36.89	16028600	59.07	0.59
VBL	518.75	1.18	16.52	33833195	72.5	0.45
NTPC	338.5	1.18	12.9	100321500	73.2	0.54
AUBANK	751.2	1.17	-5.36	16044000	74.28	0.31
SYNGENE	718.8	1.16	1.69	8261000	70.33	0.56
BSOFT	413.9	1.13	-19.39	0	0	N/A
TATACONSUM	1,075.1	1.12	38.62	13935900	65.87	0.5
AMBUJACEM	617.05	1.01	18.88	23844450	64.32	0.7
OIL	444.95	1.01	2.06	9238600	54.33	0.35
HAVELLS	1,528.8	0.98	-1.52	8145500	77.1	-0.14
MARUTI	12,608	0.94	17.18	2865750	70.75	-0.69
CUMMINSIND	3,574.6	0.92	-0.5	3206200	75.82	0.45
ASTRAL	1,436.2	0.85	-27.19	5261925	80.62	-0.59
SHREECEM	30,710	0.83	3.2	248875	74.27	0.4
IOC	149.28	0.82	-0.28	64642505	56.99	0.18
BHARTIARTL	1,931.9	0.79	7.42	39299125	69.31	0.56
HAL	4,543	0.79	-1.66	7601550	67.5	0.13
HINDCOPPER	260.9	0.79	-7.46	0	0	N/A
COLPAL	2,239.2	0.77	-8.93	4853700	74.14	0.43
TORNTPOWER	1,338.9	0.72	14.16	2307375	68.01	0.45
M&M	3,224.6	0.67	27.3	22031000	71.21	0.49
AARTIIND	445	0.66	-16.13	0	0	N/A
AXISBANK	1,073.7	0.64	15.86	87186250	76.7	0.58
SJVN	96.96	0.63	-8.96	18964500	65.95	-0.23
IEX	135.53	0.63	-6.44	25177500	57.57	0.82
BALKRISIND	2,758.1	0.61	-1.75	0	0	N/A
CHAMBLFERT	536	0.6	-8.59	0	0	N/A
MARICO	703.15	0.56	22.07	20276400	75.95	-0.37
KAYNES	5,591.5	0.54	-34.27	484100	71.52	0.59
BPCL	332.75	0.52	10.09	39665900	66.13	0.24
ALKEM	5,107	0.5	38.5	1052125	59.47	0.36
HDFCAMC	5,642	0.48	-9.2	2281800	76.18	-0.15
TECHM	1,462.9	0.46	-12.47	14668800	69.42	0.49
INFY	1,520	0.44	0.4	59508400	70.22	0.28
GODREJCP	1,218	0.42	16.86	8197500	55.93	0.45
GRASIM	2,757.9	0.42	17.08	11866750	74.63	0.25
JUBLFOOD	656	0.4	15.54	18375000	69.1	0.51
DABUR	520.95	0.38	-1.51	16371250	77.33	0.2
KALYANKJIL	606	0.38	17.96	17950475	60.62	0.42
BHEL	242.05	0.37	-4.42	43023745	64.81	0.28
SBILIFE	1,840	0.33	31.84	6610500	70.12	0.62
ULTRACEMCO	12,264	0.32	5.51	2426400	84.81	0.61
TRENT	5,029.5	0.31	-8.39	6306400	68.14	0.5
TATATECH	710.3	0.31	-28.65	8038400	72.4	0.49
NESTLEIND	2,234.3	0.28	6.73	9752500	71.28	0.42
JSL	681.2	0.26	-2.07	4516050	57.53	0.5
GRANULES	490.5	0.25	-3.2	8417250	56.69	0.44
NHPC	84.45	0.2	-1.29	42246400	55	0.09
NMDC	71.93	0.16	-3.33	210816000	60.79	-0.52
HINDPETRO	426.85	0.16	19.17	49438350	55.8	0.44
IREDA	150.37	0.14	-25.45	35186550	76.73	-1.39
ICICIPRULI	618.35	0.14	10.66	12839925	67.29	0.57
HCLTECH	1,477.6	0.12	24.38	18007500	69.5	0.47
HUDCO	217.01	0.08	-17.53	26628900	62.04	0.05
TATAPOWER	401	0.08	15.05	61482900	71.94	0.52
ANGELONE	2,643	0.06	-13.8	1973250	66.52	0.4
PATANJALI	1,887.2	0.05	-17.44	7450200	65.93	0.42
BOSCHLTD	39,970	0.05	6.07	323000	74.36	0.66
HDFCBANK	2,022.3	0.04	16.51	93976850	68.26	0.54
VOLTAS	1,339	0.04	11.48	9424875	67.38	-0.73
LICI	901.9	0.02	-20.38	5812800	67.34	0.27
TATAELXSI	6,094	0	0.86	1956600	71.05	-0.64
ADANIPORTS	1,396.7	0	16.91	18903100	65.3	0.46
ASIANPAINT	2,405	0	18.57	13453250	69.85	0.83
PFC	410.45	-0.02	14.58	43577300	58.27	0.03
JSWENERGY	525.6	-0.02	1.81	35681000	69.44	0.45
ONGC	241.62	-0.02	7.27	73179000	60.44	0.4
CGPOWER	659.7	-0.03	-8.23	16568200	69.81	0.78
MANKIND	2,561.2	-0.03	-25.95	1441800	74.62	0.21
HDFCLIFE	756.5	-0.03	47.76	25854400	56.61	0.62
MFSL	1,506.2	-0.04	15.56	5301600	69.16	0.45
POONAWALLA	415.9	-0.07	-23.62	10771200	66.32	0.21
SOLARINDS	14,482	-0.1	-1.46	702600	60.48	0.49
SBIN	799.85	-0.1	0.52	95424750	68.63	0.55
BLUESTARCO	1,748.4	-0.11	-36.64	1306500	78.28	-0.12
BDL	1,625.1	-0.11	-31.38	3244150	74.58	0.51
PGEL	806	-0.12	-5.96	5497800	68.33	0.45
EICHERMOT	5,467	-0.13	15.81	2980425	75.27	-0.49
UNOMINDA	1,071	-0.13	9.71	1818850	57.99	0.42
ITC	408.15	-0.14	12.76	85289600	64.65	0.5
DIXON	16,761	-0.16	3.9	1207150	60.85	0.45
ICICIGI	1,915.5	-0.17	16.58	4448275	67.42	0.58
GLENMARK	2,158.2	-0.18	-3.74	6587250	66.53	0.45
MUTHOOTFIN	2,619.5	-0.18	-3.71	3166625	55.2	0.57
IRCTC	735.2	-0.19	-9.23	11556130	67.87	0.44
TATACHEM	998.2	-0.2	-12.59	7229950	71.33	0.46
TITAN	3,372.6	-0.25	17.7	8856925	62.58	0.63
CESC	176.83	-0.25	-32.84	13278380	71.55	0.27
NCC	222.77	-0.26	-19.42	11696400	65.18	-0.32
JINDALSTEL	982.25	-0.26	8.57	11051255	53.19	0.43
ADANIENSOL	823.3	-0.28	16.62	17942175	74.22	0.26
ICICIBANK	1,479.9	-0.28	14.21	89655300	78.09	-0.18
AUROPHARMA	1,156	-0.29	0.86	16812400	74.04	0.22
ZYDUSLIFE	994.1	-0.29	-10.63	7895700	71.79	0.59
TCS	3,053.1	-0.29	14.16	25122825	69.21	0.53
RELIANCE	1,411.9	-0.31	6	108638500	77.55	0.22
TATASTEEL	161.28	-0.32	5.87	157190000	67.47	0.62
JSWSTEEL	1,032.8	-0.33	12.27	35060175	73.12	0.62
JIOFIN	320.15	-0.35	-2.71	98521400	75.65	0.34
BIOCON	396.95	-0.37	-8.14	31865000	69.93	0.31
SIEMENS	3,065.1	-0.39	-10.28	1912625	74.82	0.15
RECLTD	398.8	-0.39	4.9	72518170	74.39	-0.97
LUPIN	1,976	-0.4	37.16	10270550	58.35	0.77
BAJFINANCE	884.2	-0.41	8.65	81549000	71.67	0.51
EXIDEIND	390.65	-0.43	-13.99	17881200	71.79	0.51
HINDALCO	688.9	-0.43	-2.76	44483600	73.47	-0.2
DIVISLAB	6,651	-0.43	21.45	2862400	70.33	0.53
TITAGARH	868.15	-0.45	-20.9	5708650	70.09	0.39
APOLLOHOSP	7,421	-0.46	37.71	2186750	62.92	0.65
FEDERALBNK	204.95	-0.47	11.16	68005000	68.56	-0.12
PETRONET	291.95	-0.49	-6.95	32596200	72.75	0.37
BEL	386.65	-0.51	0.01	100858650	71.42	0.36
DRREDDY	1,291.3	-0.56	-5.4	10410005	73.71	0.49
TORNTPHARM	3,741.4	-0.58	28.96	2167250	58.73	0.46
POLYCAB	6,922	-0.58	12.05	1639750	64.35	0.6
PERSISTENT	5,160	-0.59	-17.02	2616500	72.5	0.51
KEI	3,905.9	-0.61	-5.38	768075	60.82	0.55
TIINDIA	2,852.5	-0.62	10.01	1606200	68.9	0.54
KOTAKBANK	1,961	-0.63	15.4	27495600	66.13	0.58
GMRAIRPORT	89.83	-0.64	1.65	157216500	63.92	0.47
MAXHEALTH	1,265.6	-0.65	19.6	9709875	62.57	0.59
WIPRO	250.25	-0.65	-5.79	103044000	75.55	-0.31
INDHOTEL	744.65	-0.66	21.57	24349000	68.24	0.53
RVNL	357.8	-0.66	-22.88	14709755	76.74	-0.68
PIDILITIND	2,872.5	-0.7	6.53	3044750	67.36	0.54
UPL	722.25	-0.71	-15.07	30327610	74.65	0.42
PAYTM	1,067.1	-0.71	15.97	21011955	65.91	0.54
NBCC	108.73	-0.73	0.89	42802500	60.65	0.28
INOXWIND	155.57	-0.73	-20.03	21824244	53.75	0.47
MCX	7,776.5	-0.74	7.93	1949875	62.81	0.12
TVSMOTOR	2,785.1	-0.76	17.4	6623750	55.75	0.26
SHRIRAMFIN	632.95	-0.79	12.61	37031780	71.91	0.5
CYIENT	1,224.8	-0.8	3.17	2416125	64.33	0.6
ADANIGREEN	1,009.7	-0.8	-5.72	16581600	70.88	0.42
PHOENIXLTD	1,498.5	-0.8	6.38	3243800	55.62	0.46
ADANIENT	2,531.7	-0.81	12.99	14980200	64.69	0.4
ETERNAL	304.3	-0.83	20.37	143579400	68.56	0.6
ABB	5,542	-0.83	-0.31	2380250	63.61	0.4
SBICARD	815.05	-0.83	0.11	13364800	73.93	-0.3
SRF	3,085	-0.83	1.16	3408600	65.61	0.61
IRFC	131.52	-0.83	-20.37	40298500	71.83	-0.58
CHOLAFIN	1,477	-0.83	0.57	10648750	74.1	0.47
HINDUNILVR	2,431.9	-0.85	22.55	15122100	68.07	0.49
PNB	108.35	-0.86	-15.05	211184000	74.19	0.44
FORTIS	843	-0.88	11.8	9031075	68.8	0.58
PEL	1,286.2	-0.89	-0.87	0	0	N/A
UNITDSPR	1,313.6	-0.89	2.04	15006400	75.01	0.06
CAMS	3,889.9	-0.9	-2.67	1409250	52.29	0.07
BAJAJFINSV	1,954	-0.9	45.99	14176000	62.85	0.72
CIPLA	1,559.9	-0.96	38.84	10896750	62.41	0.51
BAJAJ-AUTO	8,050.5	-0.98	6.16	2443350	70.21	0.42
LODHA	1,236.2	-1	6.77	7831350	68.66	0.41
INDUSINDBK	802.9	-1.01	-13.23	40105100	75.4	0.44
ASHOKLEY	122.05	-1.05	-3.93	75275000	69	0.4
POWERGRID	290.3	-1.05	11.52	69437400	75.28	-0.01
COALINDIA	379.15	-1.06	-29.25	68231700	80.71	-0.84
ABFRL	74.67	-1.12	-31.8	38945400	70.95	0.74
ATGL	623.3	-1.12	-16.72	3467625	60.98	0.59
BANKBARODA	239.89	-1.14	1.58	91514480	73.06	0.49
PRESTIGE	1,623.5	-1.15	14.78	4855500	70.38	0.39
HINDZINC	432.75	-1.15	-3.67	24145975	59.01	0.48
IGL	203.14	-1.23	-22.48	15581500	70.13	-0.08
ACC	1,806.1	-1.23	0.47	0	0	N/A
YESBANK	19.22	-1.23	-10.72	694836200	61.17	0.57
SUPREMEIND	4,276.9	-1.25	-7.09	1271375	76.13	0.39
INDIGO	5,685	-1.26	27.51	6824700	67.81	0.35
IRB	45.99	-1.3	-8.58	66314000	64.08	0.36
OBEROIRLTY	1,648.5	-1.32	2	4448850	64.69	0.34
CROMPTON	323.1	-1.34	28.02	37134000	72.8	0.58
CONCOR	585.35	-1.38	15	18233750	68.1	0.19
ABCAPITAL	249.3	-1.4	4.12	49324100	75.19	0.56
VEDL	434.2	-1.4	-0.06	67184150	68.95	0.51
BSE	2,457.6	-1.41	-16.93	9204000	64.48	0.17
NATIONALUM	186.9	-1.42	-8.83	51101250	64.78	0.52
MANAPPURAM	255.9	-1.44	-10.27	17154000	67.66	0.15
LICHSGFIN	589.6	-1.47	-3.16	28047000	76.43	-0.78
LTF	203.35	-1.48	-11.93	44321048	70.61	0.56
NAUKRI	1,388.4	-1.49	0.87	11044125	74.31	0.42
GODREJPROP	2,127.2	-1.51	25.27	5977675	65.23	0.71
UNIONBANK	131.09	-1.54	-11.76	73941755	68.82	0.4
GAIL	180.69	-1.54	-10.89	81314100	73.59	-0.16
KFINTECH	1,111.6	-1.57	-6.29	2074950	80.92	0.01
CDSL	1,516	-1.58	-15.74	8490625	73.54	-0.87
IDFCFIRSTB	69.31	-1.59	-3.07	336506230	75.89	0.56
DLF	788.65	-1.61	-9.51	30686695	72.58	0.53
SAIL	124.22	-1.67	-5.88	139026000	72.61	0.54
OFSS	8,541	-1.68	-11.35	857175	67.58	0.4
CANBK	108.26	-1.81	3.68	185355050	71.11	0.54
HEROMOTOCO	4,250	-1.87	-21.91	6553800	83.44	-0.63
INDUSTOWER	383.45	-1.91	-8.93	48519700	69.39	0.53
360ONE	1,062.9	-1.96	-0.84	4078000	61.15	0.67
PNBHOUSING	985.5	-2.18	-2.32	8206900	69.43	0.06
SONACOMS	461	-2.35	14.5	18943050	63.93	-0.75
BHARATFORG	1,191	-2.45	2.66	10271000	69.51	0
PPLPHARMA	200.88	-2.45	-14.33	12880000	63.56	0.47
HFCL	76.88	-2.51	-18.61	64042050	70.94	0.62
IIFL	502.3	-2.69	1.2	11997150	66.26	0.53
INDIANB	615.05	-2.71	-1.9	6852000	69.66	0.34
IDEA	6.99	-2.91	-1.58	4695764200	71.62	0.85
DELHIVERY	409.2	-2.98	-36.13	10717380	76.65	0.3
LAURUSLABS	882.35	-3.08	-11.95	14305500	61.37	0.56
BANDHANBNK	168.33	-3.25	-33.51	72932400	81.89	-0.4
TATAMOTORS	667.4	-3.56	14.41	70276800	70.76	0.54
MOTHERSON	98.68	-3.91	14.98	136068700	67.62	0.51

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
LAURUSLABS	882.30	882.35	0.00%
CANBK	108.25	108.26	0.00%
AARTIIND	444.95	445.00	0.01%
BAJFINANCE	884.10	884.20	0.01%
NHPC	84.44	84.45	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

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Derivatives Trading Strategy

Futures Trading Strategies

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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?

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RISK DISCLOSURE ON DERIVATIVES