Derivative Rollover report of NSE Stocks, analyse Derivative Rollover happening on the expiry day

NSE Derivative Rollover Report - Nifty Rollover Report

Derivative rollover simply means exiting the current months position and creating a simultaneous new position of same type in the mid or far month future contract. In essence, derivative rollover occurs when you book the profits or loss in your current month contracts and open a new position in the next or far month contract.

How To read Nifty Rollover Report and Interpret Nifty Rollovers and Stock Rollovers?

Nifty rollover numbers or stock rollover numbers are generally expressed as a percentage of rolled positions to total open positions. They do not offer much information when analysed on standalone basis. But they get immensly informative when we compare them with their trailing three-month average and take rollover cost plus price movement into consideration. This comparison provides a great insight into the prevailing sentiment into the markets. As a rule of thumb, investors should focus on following points while analysing rollover report:

  • Future rollover numbers which are well above their 3 months average with high rollover cost and rising prices are indicative of bullish trader sentiments - a long opportunity.
  • Derivative rollover numbers below 3 months average with low rollover cost and falling prices are indicative of bearish trader sentiments - a shorting opportunity.

Equityfriend team compiles the nifty derivative rollover report every month for investors which they can use to take informed investment decisions. This report is generated on Thursday of every month (expiry day). Equityfriend would be happy to make this report more informative with your help. If you have any suggestions, please drop us a mail at queries@equityfriend.com

Top 10 Stock Rollover

Date Stock Rollover_% Rollover_%_6_Month_Avg
29-Dec-2016 TATAGLOBAL 95.89 90.13
29-Dec-2016 ABIRLANUVO 95.37 86.04
29-Dec-2016 JINDALSTEL 95.09 91.4
29-Dec-2016 OFSS 94.55 75.49
29-Dec-2016 TATACOMM 94.21 81.67
29-Dec-2016 CASTROLIND 94.13 86.06
29-Dec-2016 TV18BRDCST 93.93 89.6
29-Dec-2016 CENTURYTEX 93.87 89.39
29-Dec-2016 JSWSTEEL 93.8 81.54
29-Dec-2016 MCDOWELL-N 93.36 83.45

Bottom 10 Stock Rollover

Date Stock Rollover_% Rollover_%_6_Month_Avg
29-Dec-2016 PCJEWELLER 47.86 58.91
29-Dec-2016 GAIL 60.62 77.91
29-Dec-2016 TORNTPHARM 64.12 75.92
29-Dec-2016 BANKBARODA 65.92 80.16
29-Dec-2016 OIL 66.75 76.1
29-Dec-2016 RECLTD 67.8 82.79
29-Dec-2016 NHPC 68.09 76.1
29-Dec-2016 POWERGRID 68.1 71.24
29-Dec-2016 WIPRO 68.41 76.3
29-Dec-2016 ENGINERSIN 69.63 80.24

Top 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
29-Dec-2016 Beverages 91.57 84.24
29-Dec-2016 Aviation 90.93 85.35
29-Dec-2016 Agriculture Products 90.08 83.11
29-Dec-2016 Holding Companies 89.88 84.71
29-Dec-2016 Metals & Mining 89.72 81

Bottom 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
29-Dec-2016 Consumer Product 69.93 75.05
29-Dec-2016 Oil & Gas 79.38 80.57
29-Dec-2016 I.T. 80.51 78.08
29-Dec-2016 Power 80.89 78.59
29-Dec-2016 Textiles 81.37 79.62
Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% Rollover_%_6_Month_Avg
29-Dec-2016 BANKNIFTY 18033.15 18072.55 1933720 0.22 68.06 69.05
29-Dec-2016 NIFTY 8103.60 8117.3 16142550 0.17 69.49 70.61
29-Dec-2016 ABIRLANUVO 1243.05 1246.05 3822400 0.24 95.37 86.04
29-Dec-2016 ACC 1309.95 1310.65 1184000 0.05 86.94 77.35
29-Dec-2016 ADANIENT 73.05 73.4 13528000 0.48 90.83 75.89
29-Dec-2016 ADANIPORTS 264.65 265.25 14847500 0.23 87.34 82.87
29-Dec-2016 ADANIPOWER 30.20 30.25 95760000 0.17 90.92 81.16
29-Dec-2016 AJANTPHARM 1759.20 1769.1 367600 0.56 85.04 78.46
29-Dec-2016 ALBK 59.35 59.75 12810000 0.67 87.82 79.45
29-Dec-2016 AMARAJABAT 873.75 873.3 517800 -0.05 79.5 78.6
29-Dec-2016 AMBUJACEM 203.90 204.9 12215000 0.49 76.88 76.41
29-Dec-2016 ANDHRABANK 47.00 47.2 18900000 0.43 81.65 79.21
29-Dec-2016 APOLLOHOSP 1160.15 1165.5 548800 0.46 85.08 79.03
29-Dec-2016 APOLLOTYRE 185.35 186.25 6873000 0.49 83.53 82.72
29-Dec-2016 ARVIND 333.65 335.3 5236000 0.49 83.03 77.88
29-Dec-2016 ASHOKLEY 79.00 79.4 52549000 0.51 90.92 82.28
29-Dec-2016 ASIANPAINT 880.05 883.85 5748000 0.43 82.14 76.46
29-Dec-2016 AUROPHARMA 647.20 650 10784200 0.43 89.01 84.24
29-Dec-2016 AXISBANK 444.25 445.6 26562000 0.3 81.34 75.13
29-Dec-2016 BAJAJ-AUTO 2651.45 2658.1 1338250 0.25 83.17 76.93
29-Dec-2016 BAJFINANCE 833.35 832 7957500 -0.16 88.47 85.44
29-Dec-2016 BANKBARODA 151.50 151.6 33418000 0.07 65.92 80.16
29-Dec-2016 BANKINDIA 105.35 104.6 23004000 -0.71 83.66 82.8
29-Dec-2016 BATAINDIA 448.45 444.55 2778600 -0.87 73.46 79.84
29-Dec-2016 BEL 1367.65 1370.45 1570950 0.2 83.08 80.67
29-Dec-2016 BEML 986.05 990.3 780000 0.43 88.45 86.13
29-Dec-2016 BHARATFIN 597.50 598.55 9344000 0.18 90.07 83.09
29-Dec-2016 BHARATFORG 907.50 911.7 4609200 0.46 89.55 83.42
29-Dec-2016 BHARTIARTL 303.00 302.95 23675900 -0.02 82.99 80.4
29-Dec-2016 BHEL 118.75 119.3 35320000 0.46 85.64 82.57
29-Dec-2016 BIOCON 945.65 944.05 2418000 -0.17 86.73 84.3
29-Dec-2016 BOSCHLTD 20650.00 20679.15 69300 0.14 84.69 77.25
29-Dec-2016 BPCL 639.65 633.5 13623600 -0.96 77.71 79.89
29-Dec-2016 BRITANNIA 2883.15 2892.8 1051000 0.33 91.39 85.79
29-Dec-2016 CADILAHC 350.70 351.65 3011200 0.27 90.13 86.38
29-Dec-2016 CAIRN 241.95 242.8 21105000 0.35 85.4 80.26
29-Dec-2016 CANBK 260.60 261.15 13113000 0.21 86.47 75.66
29-Dec-2016 CASTROLIND 377.60 379 11163600 0.37 94.13 86.06
29-Dec-2016 CEATLTD 1156.45 1162.9 1108800 0.56 74.49 73.59
29-Dec-2016 CENTURYTEX 798.85 801.5 6893700 0.33 93.87 89.39
29-Dec-2016 CESC 637.60 640.05 1806200 0.38 79.02 74.97
29-Dec-2016 CIPLA 564.85 565.55 5794000 0.12 86.43 81.61
29-Dec-2016 COALINDIA 298.65 296.4 9195300 -0.75 69.93 77.41
29-Dec-2016 COLPAL 892.00 895.75 557200 0.42 87.38 79.76
29-Dec-2016 CONCOR 1109.00 1112.4 729000 0.31 83.09 71.61
29-Dec-2016 CROMPGREAV 58.35 58.6 17844000 0.43 79.88 75.96
29-Dec-2016 CUMMINSIND 808.75 812.9 570600 0.51 91.28 76.21
29-Dec-2016 DABUR 274.40 274.45 12575000 0.02 91.97 82.85
29-Dec-2016 DCBBANK 108.05 108.45 1764000 0.37 86.4 71.92
29-Dec-2016 DHFL 245.15 246.25 15615000 0.45 92.77 87.04
29-Dec-2016 DISHTV 83.15 83.65 33733000 0.6 91.45 84.29
29-Dec-2016 DIVISLAB 789.25 792.6 3009000 0.42 84.48 83.3
29-Dec-2016 DLF 110.40 109.45 33120000 -0.86 79.79 84.19
29-Dec-2016 DRREDDY 3066.25 3078.35 1553800 0.39 84.88 79.72
29-Dec-2016 EICHERMOT 21491.25 21514.45 209200 0.11 80.41 77.4
29-Dec-2016 ENGINERSIN 336.35 317.15 8088500 -5.71 69.63 80.24
29-Dec-2016 EXIDEIND 178.95 179.85 10660000 0.5 88.51 87.38
29-Dec-2016 FEDERALBNK 66.25 66.55 45936000 0.45 80.87 80.77
29-Dec-2016 GAIL 425.55 423.45 5238000 -0.49 60.62 77.91
29-Dec-2016 GLENMARK 887.75 891.4 2241400 0.41 88.07 84.41
29-Dec-2016 GMRINFRA 11.60 11.7 158130000 0.86 88.42 88.41
29-Dec-2016 GODREJCP 1486.45 1490.8 552400 0.29 92.57 72.86
29-Dec-2016 GODREJIND 426.45 423.3 1299000 -0.74 83.91 74.28
29-Dec-2016 GRANULES 107.25 108 8525000 0.7 93.3 86.44
29-Dec-2016 GRASIM 843.50 846.9 8983500 0.4 89.75 85.01
29-Dec-2016 HAVELLS 328.35 328.6 3678000 0.08 87.95 74.03
29-Dec-2016 HCLTECH 819.35 816.85 5211500 -0.31 76.75 75.68
29-Dec-2016 HDFC 1257.20 1262 8915000 0.38 80.06 75.72
29-Dec-2016 HDFCBANK 1205.20 1206.7 28076500 0.12 86.94 86.18
29-Dec-2016 HDIL 55.75 56.05 22584000 0.54 81.62 82.62
29-Dec-2016 HEROMOTOCO 3036.35 3049.5 1401400 0.43 80.03 73.81
29-Dec-2016 HEXAWARE 205.25 206 4206000 0.37 81.44 82.04
29-Dec-2016 HINDALCO 154.75 155.45 35028000 0.45 91.31 79.11
29-Dec-2016 HINDPETRO 429.50 426.15 22709400 -0.78 86.91 86.2
29-Dec-2016 HINDUNILVR 818.50 819.65 4800000 0.14 82.17 76.15
29-Dec-2016 HINDZINC 256.50 257.6 7964800 0.43 90.55 74.86
29-Dec-2016 IBREALEST 69.85 70.35 28520000 0.72 85.29 84.35
29-Dec-2016 IBULHSGFIN 642.35 644.8 12788000 0.38 76.78 84.17
29-Dec-2016 ICICIBANK 251.10 252.2 54127500 0.44 80.02 75.99
29-Dec-2016 ICIL 163.15 164.1 3405500 0.58 88.81 82.78
29-Dec-2016 IDBI 69.35 69.65 27960000 0.43 92.6 78.13
29-Dec-2016 IDEA 72.75 71.3 72030000 -1.99 86.48 77.82
29-Dec-2016 IDFC 55.75 54.85 54595200 -1.61 73.3 87.22
29-Dec-2016 IDFCBANK 59.30 59.65 49232000 0.59 81.62 84.71
29-Dec-2016 IFCI 28.05 28.1 60478000 0.18 80.36 80.7
29-Dec-2016 IGL 896.35 897.8 1291400 0.16 78.02 72.72
29-Dec-2016 INDIACEM 112.70 113.25 26761000 0.49 90.93 84.01
29-Dec-2016 INDUSINDBK 1105.65 1105.4 4455000 -0.02 77.96 72.38
29-Dec-2016 INFRATEL 341.90 343.25 5662400 0.39 85 72.91
29-Dec-2016 INFY 992.35 996.15 13477500 0.38 80.35 76.18
29-Dec-2016 IOC 322.95 318.75 14271000 -1.3 75.49 84.3
29-Dec-2016 IRB 193.75 194.8 8460000 0.54 85.49 83.2
29-Dec-2016 ITC 236.00 236.6 39568800 0.25 80.49 74.39
29-Dec-2016 JETAIRWAYS 342.25 343.85 5390000 0.47 90.93 85.35
29-Dec-2016 JINDALSTEL 69.55 69.9 46503000 0.5 95.09 91.4
29-Dec-2016 JISLJALEQS 86.15 86.6 37530000 0.52 90.93 87.43
29-Dec-2016 JPASSOCIAT 7.45 7.5 111248000 0.67 86.99 86.46
29-Dec-2016 JSWENERGY 59.75 60.05 33144000 0.5 90.09 82.98
29-Dec-2016 JSWSTEEL 1599.75 1604.1 5098500 0.27 93.8 81.54
29-Dec-2016 JUBLFOOD 830.00 821.55 2194000 -1.02 79.11 75.31
29-Dec-2016 JUSTDIAL 332.60 331.5 3885600 -0.33 76.04 79.57
29-Dec-2016 KOTAKBANK 713.40 716.35 7804000 0.41 77.93 72.34
29-Dec-2016 KPIT 133.35 134.1 3528000 0.56 83.22 79.63
29-Dec-2016 KSCL 408.65 409.2 2332500 0.13 87.8 80.89
29-Dec-2016 KTKBANK 112.75 112.75 13828125 0 84.14 87.05
29-Dec-2016 L&TFH 84.75 85.05 25488000 0.35 89.88 84.71
29-Dec-2016 LICHSGFIN 556.60 557.95 6092900 0.24 88.61 83.37
29-Dec-2016 LT 1339.20 1344.45 7715000 0.39 85.49 77.99
29-Dec-2016 LUPIN 1467.85 1470.8 4470400 0.2 84.8 81.11
29-Dec-2016 M&M 1174.95 1179.55 5028000 0.39 86.22 78.18
29-Dec-2016 M&MFIN 273.45 268.15 11907500 -1.94 71.35 80.98
29-Dec-2016 MARICO 251.60 252.6 8078200 0.4 89.95 89.89
29-Dec-2016 MARUTI 5314.80 5328.3 2027250 0.25 80.49 76.58
29-Dec-2016 MCDOWELL-N 1913.50 1922.8 2364500 0.49 93.36 83.45
29-Dec-2016 MCLEODRUSS 139.95 140.75 3681000 0.57 87.25 78.35
29-Dec-2016 MINDTREE 523.85 522.65 1806000 -0.23 76.08 82.09
29-Dec-2016 MOTHERSUMI 327.00 327.3 8600000 0.09 88.38 72.28
29-Dec-2016 MRF 48893.80 48807.45 27690 -0.18 83.12 87.96
29-Dec-2016 NCC 80.05 80.5 13992000 0.56 88.61 85.9
29-Dec-2016 NHPC 26.55 26.3 27891000 -0.94 68.09 76.1
29-Dec-2016 NIITTECH 424.15 426.15 469500 0.47 71.91 74.98
29-Dec-2016 NMDC 123.00 123.55 17454000 0.45 82.28 76.95
29-Dec-2016 NTPC 163.55 162.75 13736000 -0.49 73.34 73.29
29-Dec-2016 OFSS 3109.15 3126.7 195150 0.56 94.55 75.49
29-Dec-2016 OIL 444.15 438.25 1382100 -1.33 66.75 76.1
29-Dec-2016 ONGC 191.60 192.4 28830000 0.42 77.61 78.74
29-Dec-2016 ORIENTBANK 102.50 103.1 13686000 0.59 83.39 80
29-Dec-2016 PAGEIND 13800.90 13487.1 33400 -2.27 71.09 84.34
29-Dec-2016 PCJEWELLER 396.00 368.45 619500 -6.96 47.86 58.91
29-Dec-2016 PETRONET 365.65 367.45 3135000 0.49 85.25 81.99
29-Dec-2016 PFC 120.70 119.7 13878000 -0.83 79.45 67.44
29-Dec-2016 PIDILITIND 589.20 592.1 1519000 0.49 85.59 78.96
29-Dec-2016 PNB 113.15 113.4 50071000 0.22 81.94 81.37
29-Dec-2016 POWERGRID 180.05 180.45 16576000 0.22 68.1 71.24
29-Dec-2016 PTC 73.35 73.6 13688000 0.34 92.56 78.68
29-Dec-2016 RCOM 33.45 33.65 90432000 0.6 88.22 84.02
29-Dec-2016 RECLTD 122.75 121.2 22464000 -1.26 67.8 82.79
29-Dec-2016 RELCAPITAL 424.40 426.4 10936500 0.47 88.07 77.61
29-Dec-2016 RELIANCE 1065.45 1068.05 14526500 0.24 85.26 82.13
29-Dec-2016 RELINFRA 459.30 461.3 7095400 0.44 88.24 81.34
29-Dec-2016 RPOWER 40.40 40.6 49848000 0.5 91.82 87.48
29-Dec-2016 SAIL 49.40 48.85 47724000 -1.11 88.24 84.88
29-Dec-2016 SBIN 247.65 247.55 65544000 -0.04 85.23 79
29-Dec-2016 SIEMENS 1085.55 1084.25 715000 -0.12 72.09 77.16
29-Dec-2016 SINTEX 73.25 73.65 23868750 0.55 92.49 85.88
29-Dec-2016 SOUTHBANK 19.40 19.55 41460000 0.77 85.83 84.69
29-Dec-2016 SRF 1528.45 1531.55 411500 0.2 82.55 73.48
29-Dec-2016 SRTRANSFIN 832.05 835.15 3271800 0.37 84.52 77.67
29-Dec-2016 STAR 1064.35 1061.05 1435500 -0.31 90.66 85.89
29-Dec-2016 SUNPHARMA 614.70 617.6 30817500 0.47 89.69 84.74
29-Dec-2016 SUNTV 488.90 489.65 6524000 0.15 82.86 87.03
29-Dec-2016 SYNDIBANK 61.25 61.65 13644000 0.65 88.42 79.11
29-Dec-2016 TATACHEM 493.70 495.6 3630000 0.38 85.96 87.91
29-Dec-2016 TATACOMM 616.75 619.45 4796400 0.44 94.21 81.67
29-Dec-2016 TATAELXSI 1380.45 1386.75 1184800 0.46 85.1 84.97
29-Dec-2016 TATAGLOBAL 121.10 121.8 25969500 0.58 95.89 90.13
29-Dec-2016 TATAMOTORS 470.90 470.95 22452000 0.01 84.69 76.43
29-Dec-2016 TATAMTRDVR 295.75 297.2 15225000 0.49 90.7 83.78
29-Dec-2016 TATAPOWER 75.15 75.2 21510000 0.07 86.11 80.73
29-Dec-2016 TATASTEEL 392.35 393.35 20118000 0.25 90.11 80.98
29-Dec-2016 TCS 2351.70 2352.25 4436000 0.02 80.76 72.62
29-Dec-2016 TECHM 482.70 482.85 7767100 0.03 87.09 78.85
29-Dec-2016 TITAN 320.95 322.2 9333000 0.39 88.46 86.4
29-Dec-2016 TORNTPHARM 1283.65 1290.55 187600 0.54 64.12 75.92
29-Dec-2016 TORNTPOWER 177.75 178.15 2430000 0.23 87.04 84.65
29-Dec-2016 TV18BRDCST 36.75 37 80648000 0.68 93.93 89.6
29-Dec-2016 TVSMOTOR 364.65 355.95 6286000 -2.39 81.1 70.89
29-Dec-2016 UBL 785.25 788.65 973700 0.43 75.27 74.14
29-Dec-2016 ULTRACEMCO 3216.20 3218.3 2521800 0.07 85.48 74.41
29-Dec-2016 UNIONBANK 121.95 120.25 18288000 -1.39 89.27 84.07
29-Dec-2016 UPL 638.00 641.1 5708400 0.49 92.36 85.33
29-Dec-2016 VEDL 217.00 216.9 39557000 -0.05 86.35 78.27
29-Dec-2016 VOLTAS 330.15 320.75 3728000 -2.85 70.06 78.18
29-Dec-2016 WIPRO 472.35 474 4965600 0.35 68.41 76.3
29-Dec-2016 WOCKPHARMA 648.40 652.05 2858400 0.56 87.62 83.61
29-Dec-2016 YESBANK 1148.30 1150.45 7868700 0.19 82.01 75.83
29-Dec-2016 ZEEL 447.60 449.1 8100300 0.34 83.32 78.78

disclaimerDisclaimer

Investing involves a great deal of risk, including the loss of all or a portion of your investment, as well as emotional distress. No information available on Equityfriend should be construed as investment tip or recommendation or a warranty of investment results. All risks, losses and costs associated with investing, including total loss of principal, are completely your responsibility.

No one from Equityfriend Team is a registered Research Analyst as per SEBI (Research Analyst) Regulations, 2014 and the material on this website are provided for information and analysis purpose only. Equityfriend.com is in no way accountable for your use of the website.