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	24,312	-0.22	-0.51	3545295	17.16	0.56
BANKNIFTY	56,530	-0.24	-1.67	635580	24.61	0.57
FINNIFTY	26,491.6	-0.28	-11.33	2640	10.11	0.78
NIFTYNXT50	70,121	-0.28	3.23	3050	13.73	0.6
MIDCPNIFTY	13,770	-0.57	1.56	149040	5.8	0.2

STOCKS

Expiry Date

Symbol	Future Price	Price Chg%	OL Chg%	Share Rolled	Rollover	RO Cost
TRENT	4,235	3.08	-1.42	1276000	15.6	0.15
TIINDIA	2,880.9	2.95	0.46	66200	2.45	0.62
TORNTPOWER	1,607	2.69	1.28	0	0	N/A
JSWSTEEL	1,272.6	2.61	1.2	6825600	13.4	0.65
CGPOWER	793.85	2.47	1.13	2032350	10	0.64
POWERINDIA	29,685	2.46	1.1	29750	7.5	0.18
ADANIGREEN	1,156	2.37	0.96	908400	4.21	0.26
UNOMINDA	1,122.9	2.25	6.34	111100	2.24	0.36
BHEL	324.25	2.21	6.11	7266000	6.73	0.6
ASIANPAINT	2,514.6	2.04	2.66	2229750	14.77	0.53
SBIN	1,104.25	1.98	1.62	11643750	13.76	-0.56
RECLTD	380.95	1.73	-1.62	12086200	17.32	0.63
ABB	7,153	1.64	-0.36	191750	7.88	-0.88
HINDPETRO	378	1.51	5.11	2978775	6.75	0.52
APLAPOLLO	2,136	1.42	2.67	585550	11.21	0.53
PFC	472.6	1.41	4.11	10288200	16.5	0.61
TATAPOWER	433.95	1.4	3.15	7190550	11.99	0.56
OFSS	8,119	1.34	5.7	121275	7.85	-2.19
JINDALSTEL	1,288	1.3	2.94	1701250	12.98	0.29
LTF	290.5	1.09	-2.8	4914000	9.35	-0.86
KEI	4,875	1.06	-2.23	624925	25.81	-1.96
PAGEIND	38,310	1	1.76	15975	4.29	-0.62
GRASIM	2,752.3	0.94	-0.13	2964250	19.54	0.61
PRESTIGE	1,370.2	0.92	1.05	112500	1.59	0.56
JSWENERGY	542.7	0.85	0.56	1309000	4.75	0.42
ALKEM	5,626.5	0.85	1.2	15875	1.33	0.54
NAUKRI	1,064	0.8	3.19	982125	8.89	0.28
NTPC	398.25	0.77	8.96	18172500	16.79	0.59
BPCL	315.35	0.73	3.2	3863100	6.69	0.55
ETERNAL	254.31	0.68	2.39	20319075	10.08	0.44
POLICYBZR	1,611.7	0.66	1.92	169400	2.06	0.2
BHARATFORG	1,870	0.64	-0.45	452000	5.55	-0.32
CUMMINSIND	5,182.7	0.6	-1.65	398600	9.9	0.62
TVSMOTOR	3,769.6	0.59	-0.34	613375	7.44	0.4
SHRIRAMFIN	1,042.85	0.59	3.58	6131400	14.15	0.64
AUBANK	998.95	0.57	0.87	1730000	6.87	0.49
COALINDIA	442	0.55	-0.49	8587350	12.15	-0.56
MANKIND	2,140.9	0.54	3.95	283050	9.12	0.25
WAAREEENER	3,488.7	0.53	3.89	502425	9.9	0.39
DIVISLAB	6,270	0.51	1.24	116800	4.14	0.6
SBILIFE	1,980.5	0.51	6.06	1057500	9.15	0.61
UNIONBANK	189.47	0.5	0.1	19616025	16.8	-1.01
HEROMOTOCO	5,270	0.48	-2.52	340200	7.9	0.45
BOSCHLTD	37,760	0.47	-1.07	10825	3.98	0.42
EICHERMOT	7,222.5	0.45	0.03	679100	15.76	0.56
ADANIPORTS	1,580.2	0.44	0.52	3082275	15.33	0.32
UNITDSPR	1,311.4	0.43	-0.08	704400	5.38	0.5
BAJFINANCE	914.9	0.43	0.08	5796750	8.12	0.34
TATACONSUM	1,118.7	0.43	1.01	927300	6.9	0.42
ADANIPOWER	200.02	0.39	3.74	10454750	11.54	0.74
INDIGO	4,665	0.36	1.67	381450	5.32	0.23
SWIGGY	278.45	0.36	1.25	2974400	5.59	-0.87
FEDERALBNK	294.65	0.35	3.71	7680000	9.11	0.62
MFSL	1,687.7	0.35	2.94	50800	0.51	0.59
ICICIBANK	1,356	0.32	3.04	31930500	26.53	0.58
COLPAL	2,116	0.32	1.9	378675	6.33	-0.43
ADANIENT	2,232	0.31	-1.32	1909002	10.98	0.4
ASHOKLEY	175.51	0.3	-1.36	14655000	10.68	-0.86
BANKINDIA	148.7	0.28	0.32	5824000	10.03	0.29
M&M	3,216.1	0.27	2.33	4358200	21.45	0.53
POLYCAB	8,181.5	0.23	-2.17	106375	5.79	-0.14
PAYTM	1,164.4	0.23	-1.46	792425	5.12	0.35
RBLBANK	317.3	0.2	0.16	3187700	5.02	0.55
POWERGRID	318.25	0.18	1.39	13699000	16.07	0.54
CANBK	142.85	0.16	2.3	36504000	17.55	0.62
OIL	471.35	0.15	-1.34	1156400	5.42	-0.51
DALBHARAT	1,980.9	0.14	0.72	81250	3.12	0.38
IOC	146.4	0.12	1.3	13386750	12.62	0.41
BAJAJ-AUTO	9,771	0.09	-0.9	304875	9.97	-0.04
NHPC	82.46	0.06	0.19	7628800	8.72	-0.07
GMRAIRPORT	97.18	0.02	1.03	12882825	9.37	0.33
MAZDOCK	2,625	0.01	2.39	534800	10.6	0.53
VMM	118.86	0	10.04	994250	3.26	-0.02
NESTLEIND	1,286	0	3.06	1330000	6.82	0.51
MARICO	758.45	0	1.34	1623600	6.43	0.7
HUDCO	197.58	-0.01	-5.46	0	0	N/A
TCS	2,560.5	-0.02	-0.16	3766875	10.51	-0.09
NAM-INDIA	999.75	-0.02	2.59	352500	10.54	-0.69
BANDHANBNK	174.95	-0.03	0.95	17758800	19.31	0.52
BIOCON	358.15	-0.08	-0.9	3617500	9.76	0.55
BHARTIARTL	1,847	-0.1	2.24	17012125	26.9	0.43
MAXHEALTH	1,006.15	-0.12	4.44	849975	5.59	0.62
BLUESTARCO	1,854	-0.13	8.55	1054950	27.36	-1.02
INDUSINDBK	851	-0.15	0.17	3562300	9.12	0.58
BAJAJHLDNG	10,341	-0.16	0.74	34300	11.56	0.61
ABCAPITAL	340.2	-0.17	1.25	1081900	2.44	0.52
DELHIVERY	463.5	-0.21	-0.63	1423450	4.43	0.59
VOLTAS	1,438.3	-0.22	-3.28	1947750	15.86	-1.17
TORNTPHARM	4,165.1	-0.23	2.7	151750	4.5	0.05
SUPREMEIND	3,711.7	-0.24	1.43	78925	3.58	-0.1
LUPIN	2,322.5	-0.25	-0.05	317475	4.64	0.41
FORTIS	888.5	-0.26	-0.77	1115225	10.06	0.84
EXIDEIND	329.35	-0.27	0.21	2748600	9.44	0.53
SAIL	172.75	-0.27	-0.48	35560200	17.79	-0.14
HINDUNILVR	2,234	-0.29	0.78	1119900	6.15	0.19
SIEMENS	3,697.5	-0.29	-0.94	330925	9.47	-0.36
ASTRAL	1,540	-0.3	1.97	3838600	26.1	-3.11
PPLPHARMA	147.94	-0.31	-4.69	0	0	N/A
MCX	2,852.5	-0.32	0.47	658125	4.96	0.45
ADANIENSOL	1,257.5	-0.33	-2.8	3283875	14.46	0.62
ONGC	283.95	-0.33	1.47	11520000	11.61	0.52
AMBER	7,915	-0.33	0.24	85100	6.61	-1.08
HYUNDAI	1,863	-0.34	1.91	2054800	24.22	-1.34
DABUR	441.2	-0.35	1.08	1543750	5.21	0.29
MANAPPURAM	269.1	-0.35	-1.07	3267000	6	0.35
SHREECEM	25,190	-0.35	6.37	18750	4.64	-0.35
ULTRACEMCO	11,840	-0.37	3.28	486250	19.35	0.66
MARUTI	13,439	-0.37	1.56	563050	15.76	0.63
WIPRO	201.59	-0.38	1	76083000	23.13	-1.25
BANKBARODA	280.03	-0.4	1.96	16315650	15.17	0.63
KAYNES	4,189.7	-0.45	-2.2	663500	19.08	-0.94
CONCOR	502.2	-0.45	-1.13	2116250	8.12	0.65
RELIANCE	1,360	-0.46	1.78	21532500	21.73	0.72
TATASTEEL	211.3	-0.47	1.82	28517500	15.41	0.63
PIDILITIND	1,390	-0.49	0.8	295000	3.35	0.48
TITAN	4,502.4	-0.49	1.69	974925	10.64	0.36
GODREJPROP	1,754.3	-0.54	-1.16	450725	5.57	0.5
TECHM	1,494.8	-0.55	0.8	906600	4.81	-0.18
PREMIERENE	1,001.05	-0.55	5.26	2436275	17.12	-1.11
BAJAJFINSV	1,829	-0.56	3.36	2049000	17.33	0.39
CROMPTON	259.91	-0.56	1.64	1566000	3.41	0.66
SUNPHARMA	1,665.3	-0.57	3.23	4224500	21.54	0.6
GAIL	157.32	-0.63	0.25	8671950	10.88	0.62
HINDZINC	589.4	-0.64	-0.28	4893875	13.09	0.44
ICICIPRULI	559	-0.66	1.38	727975	3.5	0.5
PGEL	558.9	-0.66	1.22	2638150	16.28	-2.12
HCLTECH	1,405.8	-0.67	2.4	7218750	16.11	-0.77
HAVELLS	1,301	-0.67	0.52	597500	6.63	0.3
INDHOTEL	655	-0.68	2.21	2385000	10.48	0.51
GODREJCP	1,104.9	-0.69	0.68	843500	6.81	0.14
AXISBANK	1,353.7	-0.7	2.51	18253125	27.47	0.54
BDL	1,371	-0.7	-0.28	900900	22.49	-1.31
APOLLOHOSP	7,643	-0.71	0.45	133125	5.48	0.64
LICHSGFIN	535.8	-0.73	-0.35	1333000	4.12	0.55
INOXWIND	97.05	-0.78	-0.36	12172875	11.93	0.58
DRREDDY	1,222.1	-0.78	2.51	1130000	7.9	0.1
DMART	4,608	-0.79	-0.16	382500	9.43	-0.19
CHOLAFIN	1,565.6	-0.81	1.22	1455625	7.21	0.77
KFINTECH	969.55	-0.82	5.84	872000	21.86	-1.75
PETRONET	270.91	-0.83	-0.8	1457300	4.09	-0.22
HDFCBANK	794.7	-0.86	5.51	58889050	16.23	0.54
OBEROIRLTY	1,698.3	-0.86	-2.24	1261750	12.91	-1.28
LAURUSLABS	1,127.55	-0.89	-0.37	1212100	6.74	0.3
ITC	304.75	-0.89	-0.11	23899200	14.27	0.57
MUTHOOTFIN	3,539.9	-0.89	0.94	238150	6.03	0.26
PNB	113.68	-0.91	-1.4	43456000	15.93	0.58
CAMS	745.3	-0.93	0.42	1315500	17.06	-1.1
BRITANNIA	5,683.5	-0.94	1.38	117000	4.11	0.58
JUBLFOOD	454.25	-0.99	0.84	15707500	29.73	-2.85
INFY	1,307.8	-0.99	1.66	5252800	6.44	-0.16
HDFCLIFE	610	-1.02	-0.25	3626700	8.13	0.5
HDFCAMC	2,763	-1.02	-0.32	283500	4.94	0.56
BEL	457.95	-1.06	1.24	17905125	16.3	0.49
HAL	4,342	-1.16	0.91	1008300	12.98	0.59
MOTHERSON	123.58	-1.17	0.34	13031850	9.76	0.39
SUZLON	52.33	-1.18	4.37	64122625	16.55	0.4
MOTILALOFS	808	-1.19	6.37	175150	5.63	-0.12
ANGELONE	318.7	-1.2	-3.98	5577500	18.04	-1.14
NUVAMA	1,377.8	-1.21	0.61	192500	9.24	-0.56
AUROPHARMA	1,371.6	-1.22	20.57	5044600	17.05	0.27
GLENMARK	2,226	-1.23	-0.37	142125	1.39	0.49
NMDC	88.84	-1.23	0.73	23611500	7.1	0.32
VBL	467.8	-1.23	2.79	2405250	4.87	0.66
KOTAKBANK	378.85	-1.23	2.21	50854000	22.51	0.47
AMBUJACEM	453.1	-1.24	0.08	9996000	16.3	0.41
DLF	594.05	-1.24	0.28	5737875	11.04	0.7
ZYDUSLIFE	934.1	-1.28	-0.05	521100	5.47	0.41
UPL	657.75	-1.29	0.07	1109745	3.65	0.12
INDIANB	930.05	-1.29	4.98	692000	6.57	0.27
SRF	2,462.6	-1.31	-0.27	235800	5.52	0.4
COCHINSHIP	1,545.6	-1.31	4.59	476000	24.51	-0.18
CIPLA	1,228.7	-1.31	0.33	2905125	17.11	0.56
SAMMAANCAP	152.4	-1.36	-0.43	4102200	4.18	0.99
NBCC	93.08	-1.45	-0.64	7631000	9.47	0.46
ICICIGI	1,863.4	-1.45	-0.28	81900	1.47	0.58
LT	4,043.4	-1.54	1.58	3197950	20.55	0.55
SOLARINDS	14,905	-1.55	0.09	134150	16.9	0.5
PNBHOUSING	909.75	-1.58	3.22	457600	3.19	0.42
IDFCFIRSTB	67.42	-1.64	1.36	95328450	21.87	0.56
PHOENIXLTD	1,768.1	-1.69	1.69	395850	10.24	0.61
BSE	3,479.1	-1.74	-0.71	1448250	16.61	0.12
INDUSTOWER	406.1	-1.75	1.94	10829000	13.77	0.54
DIXON	11,172.5	-1.8	-1.18	539100	17.13	-0.69
RVNL	294.2	-1.82	0.68	17798275	26.16	-4.88
LTM	4,604.9	-1.85	-0.18	974250	19.2	-2.66
IDEA	9.43	-1.87	0.83	969129525	13.93	0.74
TATAELXSI	4,515.3	-1.88	-0.68	400000	21.77	-0.22
360ONE	1,093	-1.94	-0.16	541000	9.15	0.09
IRFC	102.8	-1.94	0.49	15729250	25.68	-0.82
LODHA	855.55	-1.98	-0.36	2026800	10.53	0.42
TMPV	353.05	-1.99	1.5	8268800	13.65	0.59
NYKAA	264.6	-2.01	0.29	1609375	3.49	0.35
KPITTECH	732.75	-2.01	1.06	558875	7.9	0.46
LICI	826.3	-2.11	-0.07	2291100	21.4	-0.47
VEDL	771.6	-2.17	-0.09	4888650	9.12	0.44
MPHASIS	2,414.4	-2.25	0.53	276925	5.82	0.38
YESBANK	19.79	-2.31	11.21	265873900	17.97	0.65
FORCEMOT	21,850	-2.32	7.56	36175	25.46	-0.34
PATANJALI	457.85	-2.37	1.42	729900	2.07	0.57
PERSISTENT	5,322.2	-2.38	1.45	946800	15.22	-1.69
KALYANKJIL	417.5	-2.44	1.32	2053900	7.62	0.5
CDSL	1,361.4	-2.48	4	3739675	31.9	-0.46
IREDA	130.02	-2.5	1.43	17212050	28.56	-1.39
HINDALCO	1,014.7	-2.52	0.23	5254900	14.06	0.52
TATATECH	575.65	-2.58	1.16	0	0	N/A
NATIONALUM	427	-2.65	0.65	4402500	7.88	0.33
GODFRYPHLP	2,125.1	-2.7	3.23	297000	21.15	-0.86
COFORGE	1,279.7	-2.81	1.79	1323000	7.02	0.26
SONACOMS	576	-3.18	0.5	608825	4.19	0.42
JIOFIN	236.2	-3.43	4.81	43404500	23.74	0.63
PIIND	3,008	-3.49	3.3	230300	8.19	-0.86
SBICARD	670	-3.74	7.68	5456000	17.87	-2.98
IEX	124.75	-8.15	24.54	16488750	17.61	-0.12

Invest wise with Expert advice

Arbitrage Opportunities

Premium

Discount

Script	Spot	Future	Premium(%)
MOTILALOFS	807.95	808.00	0.00%
GODREJCP	1,104.80	1,104.90	0.00%
PHOENIXLTD	1,767.90	1,768.10	0.01%
NYKAA	264.55	264.60	0.01%
VOLTAS	1,438.00	1,438.30	0.02%

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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