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
25-Oct-2018 TV18BRDCST 99.2 92.88
25-Oct-2018 PVR 98.91 89.69
25-Oct-2018 MGL 98.62 88.86
25-Oct-2018 UBL 98.58 89.36
25-Oct-2018 WOCKPHARMA 98.48 91.75
25-Oct-2018 SRF 97.91 82.99
25-Oct-2018 CGPOWER 97.57 88.7
25-Oct-2018 ADANIPOWER 97.13 93.24
25-Oct-2018 PTC 97.13 80.23
25-Oct-2018 ALBK 96.96 89.82

Bottom 10 Stock Rollover

Date Stock Rollover_% Rollover_%_6_Month_Avg
25-Oct-2018 PFC 40.41 87.59
25-Oct-2018 CONCOR 46.82 79.15
25-Oct-2018 INFRATEL 56.68 67.78
25-Oct-2018 ENGINERSIN 60.66 78.3
25-Oct-2018 ONGC 60.74 80.73
25-Oct-2018 MARICO 61.46 87.02
25-Oct-2018 PETRONET 63.31 88.3
25-Oct-2018 IGL 63.36 78.06
25-Oct-2018 DALMIABHA 64.59 88.31
25-Oct-2018 GAIL 65.62 78.32

Top 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
25-Oct-2018 Alcohol 96.22 90.5
25-Oct-2018 Chemicals 95.74 84.54
25-Oct-2018 Others 90.97 87.67
25-Oct-2018 Media & Ent. 90.5 87.91
25-Oct-2018 Fertilisers 90.44 89.22

Bottom 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
25-Oct-2018 Logistics 46.82 79.15
25-Oct-2018 Oil & Gas 75.01 80.86
25-Oct-2018 Building Material 75.64 85.56
25-Oct-2018 Metals & Mining 79.69 86.75
25-Oct-2018 Cement etc 80.76 86.37
Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% Rollover_%_6_Month_Avg
25-Oct-2018 BANKNIFTY 24817.45 24952.85 1661680 0.55 78.68 73.13
25-Oct-2018 NIFTY 10124.90 10174.55 21378825 0.49 75.83 67.27
25-Oct-2018 ACC 1367.60 1362.35 878000 -0.38 69.81 79.36
25-Oct-2018 ADANIENT 172.10 173.5 31340000 0.81 90.09 85.6
25-Oct-2018 ADANIPORTS 305.60 307.35 13395000 0.57 88.22 70.76
25-Oct-2018 ADANIPOWER 33.00 33.4 160640000 1.21 97.13 93.24
25-Oct-2018 AJANTPHARM 995.45 993.5 469500 -0.2 96.64 87.39
25-Oct-2018 ALBK 37.15 37.15 13409000 0 96.96 89.82
25-Oct-2018 AMARAJABAT 772.30 753.75 1157800 -2.4 80.35 74.78
25-Oct-2018 AMBUJACEM 192.55 194.1 10507500 0.8 82.43 82.92
25-Oct-2018 APOLLOHOSP 1109.60 1115.3 812500 0.51 72.21 83.69
25-Oct-2018 APOLLOTYRE 207.05 207.25 7779000 0.1 79.46 79.7
25-Oct-2018 ARVIND 319.25 321.2 4962000 0.61 78.52 84.75
25-Oct-2018 ASHOKLEY 112.85 113.1 50296000 0.22 88.23 87.72
25-Oct-2018 ASIANPAINT 1200.05 1199.6 5003400 -0.04 81.94 76.88
25-Oct-2018 AUROPHARMA 720.95 723.9 18130000 0.41 90.82 92.46
25-Oct-2018 AXISBANK 561.05 564.4 37318800 0.6 87.98 83.88
25-Oct-2018 BAJAJ-AUTO 2477.55 2487.6 2246500 0.41 71.01 86.62
25-Oct-2018 BAJAJFINSV 5367.65 5395.9 728000 0.53 85.23 82.52
25-Oct-2018 BAJFINANCE 2335.00 2342.35 6633000 0.31 85.65 85.03
25-Oct-2018 BALKRISIND 1022.00 1027.45 1518400 0.53 87.21 81.18
25-Oct-2018 BANKBARODA 98.45 99.2 74592000 0.76 94.03 90.07
25-Oct-2018 BANKINDIA 74.90 75.3 18750000 0.53 87.19 83.7
25-Oct-2018 BATAINDIA 923.15 923.6 1757800 0.05 82.34 82.38
25-Oct-2018 BEL 83.35 83.8 23938200 0.54 85.96 86.42
25-Oct-2018 BEML 543.25 545.85 1530500 0.48 96.76 90.5
25-Oct-2018 BERGEPAINT 290.95 282.25 2301200 -2.99 94.35 84.03
25-Oct-2018 BHARATFIN 904.60 910.55 7620500 0.66 93.8 89.93
25-Oct-2018 BHARATFORG 546.70 549.7 6604800 0.55 86.13 91.38
25-Oct-2018 BHARTIARTL 295.55 295.9 44965000 0.12 73.69 89.96
25-Oct-2018 BHEL 70.25 70.3 41527500 0.07 75.61 84.89
25-Oct-2018 BIOCON 618.30 621.9 5969700 0.58 85.86 88.79
25-Oct-2018 BOSCHLTD 19031.80 19160.4 121440 0.68 94.49 88.54
25-Oct-2018 BPCL 277.00 278.6 14446800 0.58 78.37 71.43
25-Oct-2018 BRITANNIA 5309.30 5345.1 1338200 0.67 93.48 92.79
25-Oct-2018 CADILAHC 340.70 342.65 8550400 0.57 86.41 88.75
25-Oct-2018 CANBK 211.65 213.05 8388000 0.66 89.44 87.62
25-Oct-2018 CANFINHOME 256.95 258.85 4023750 0.74 71.49 90.31
25-Oct-2018 CAPF 462.10 463.75 5957600 0.36 95.41 90.28
25-Oct-2018 CASTROLIND 146.90 146.5 7490000 -0.27 76.29 84.33
25-Oct-2018 CEATLTD 1016.00 1017.65 943250 0.16 85.26 84.16
25-Oct-2018 CENTURYTEX 776.80 780.6 5863550 0.49 90.51 92.76
25-Oct-2018 CESC 834.30 841 3168000 0.8 67.35 94.02
25-Oct-2018 CGPOWER 36.00 35.85 33588000 -0.42 97.57 88.7
25-Oct-2018 CHENNPETRO 258.00 258.9 1083000 0.35 94.39 83.36
25-Oct-2018 CHOLAFIN 1180.00 1179.6 571000 -0.03 87.74 81.32
25-Oct-2018 CIPLA 609.00 613.35 8534000 0.71 71.38 80.25
25-Oct-2018 COALINDIA 282.20 283.55 14449600 0.48 75.91 81.78
25-Oct-2018 COLPAL 1112.20 1106.65 1446200 -0.5 86.48 84.72
25-Oct-2018 CONCOR 550.15 554.2 2237500 0.74 46.82 79.15
25-Oct-2018 CUMMINSIND 674.60 677 746200 0.36 81.75 72.34
25-Oct-2018 DABUR 398.55 400 15707500 0.36 92.94 92.86
25-Oct-2018 DALMIABHA 2114.40 2060.6 366600 -2.54 64.59 88.31
25-Oct-2018 DCBBANK 160.30 157.3 4041000 -1.87 87.44 89.52
25-Oct-2018 DHFL 183.85 178.85 17883000 -2.72 90.97 87.83
25-Oct-2018 DISHTV 36.95 36.5 41752000 -1.22 78.04 87.05
25-Oct-2018 DIVISLAB 1253.00 1257.75 2361600 0.38 89.5 82.47
25-Oct-2018 DLF 154.95 155.4 25617500 0.29 90.06 88.36
25-Oct-2018 DRREDDY 2390.50 2407.1 3964500 0.69 85.69 86.12
25-Oct-2018 EICHERMOT 22092.20 22192 274825 0.45 79.66 84.37
25-Oct-2018 ENGINERSIN 112.25 113.1 6422500 0.76 60.66 78.3
25-Oct-2018 EQUITAS 128.25 128.8 9132000 0.43 90.5 92.6
25-Oct-2018 ESCORTS 569.95 574.05 4043600 0.72 89.86 88
25-Oct-2018 EXIDEIND 255.50 255.3 4884000 -0.08 82.93 80.63
25-Oct-2018 FEDERALBNK 80.65 80.9 42938500 0.31 86.51 86.78
25-Oct-2018 GAIL 339.75 342.5 20122515 0.81 65.62 78.32
25-Oct-2018 GLENMARK 612.60 615.15 3710000 0.42 92.11 88.88
25-Oct-2018 GMRINFRA 15.65 15.8 169695000 0.96 80.75 90.13
25-Oct-2018 GODFRYPHLP 718.80 721.4 466900 0.36 96.84 89.77
25-Oct-2018 GODREJCP 701.75 705.35 4309200 0.51 82.85 84.32
25-Oct-2018 GODREJIND 449.00 450.9 2266500 0.42 96.74 86.77
25-Oct-2018 GRANULES 91.85 92.3 12930000 0.49 94.55 89.34
25-Oct-2018 GRASIM 784.70 790.1 5694750 0.69 87.44 82.24
25-Oct-2018 GSFC 93.40 93.95 12973500 0.59 93.11 90.49
25-Oct-2018 HAVELLS 599.30 603.25 4513000 0.66 91.09 86.57
25-Oct-2018 HCC 11.85 12 28476000 1.27 85.28 89.27
25-Oct-2018 HCLTECH 1004.85 1007.85 7400400 0.3 86.53 78.84
25-Oct-2018 HDFC 1694.45 1704.75 23924500 0.61 88.05 85.93
25-Oct-2018 HDFCBANK 1968.80 1982.05 12829500 0.67 75.99 75.13
25-Oct-2018 HEROMOTOCO 2695.10 2711.2 1372800 0.6 74.19 75.43
25-Oct-2018 HEXAWARE 331.60 331.85 5358000 0.08 89.08 83.48
25-Oct-2018 HINDALCO 222.35 223.9 31188500 0.7 88.95 84.55
25-Oct-2018 HINDPETRO 226.40 227.5 20991600 0.49 85.18 83.68
25-Oct-2018 HINDUNILVR 1571.55 1582.6 7846200 0.7 73.3 82.53
25-Oct-2018 HINDZINC 278.55 272.25 6832000 -2.26 69.48 84.05
25-Oct-2018 IBULHSGFIN 689.10 693.9 17324000 0.7 86.95 85.24
25-Oct-2018 ICICIBANK 319.95 319.8 92730000 -0.05 83.48 80.38
25-Oct-2018 ICICIPRULI 317.70 317.8 3984500 0.03 86.11 82.77
25-Oct-2018 IDBI 58.90 59.3 37900000 0.68 89.59 89.75
25-Oct-2018 IDEA 37.25 37.5 133147000 0.67 92.28 91.6
25-Oct-2018 IDFC 35.30 35.5 108966000 0.57 95.24 90.58
25-Oct-2018 IDFCBANK 34.05 34.3 113817000 0.73 91.91 86.42
25-Oct-2018 IFCI 12.75 12.8 50575000 0.39 92.26 89.95
25-Oct-2018 IGL 254.10 255.2 2087250 0.43 63.36 78.06
25-Oct-2018 INDIACEM 81.65 82.1 18175500 0.55 81.94 86.19
25-Oct-2018 INDIANB 218.35 219.65 4642000 0.6 95.3 77.41
25-Oct-2018 INDIGO 877.95 873.8 4192200 -0.47 84.97 82.7
25-Oct-2018 INDUSINDBK 1491.10 1499.85 6558900 0.59 74.07 74.03
25-Oct-2018 INFIBEAM 30.80 30.7 13012000 -0.32 67.05 82.6
25-Oct-2018 INFRATEL 265.00 259.4 5207100 -2.11 56.68 67.78
25-Oct-2018 INFY 648.75 652.2 32010000 0.53 81.76 81.18
25-Oct-2018 IOC 140.10 139.5 29049000 -0.43 83.69 76
25-Oct-2018 IRB 120.40 121.25 12622500 0.71 87.15 88.76
25-Oct-2018 ITC 287.55 289 62779200 0.5 83.66 80.57
25-Oct-2018 JETAIRWAYS 229.15 230 5414400 0.37 88.57 88.04
25-Oct-2018 JINDALSTEL 162.25 163.3 24187500 0.65 85.46 89.64
25-Oct-2018 JISLJALEQS 65.00 65.4 33669000 0.62 87.95 89.18
25-Oct-2018 JPASSOCIAT 6.10 6.2 102000000 1.64 84.46 91.1
25-Oct-2018 JSWSTEEL 353.40 355.7 47841000 0.65 76.33 92.98
25-Oct-2018 JUBLFOOD 1074.10 1081.1 3034000 0.65 77.98 83.78
25-Oct-2018 JUSTDIAL 447.75 448.8 2011800 0.23 96 87.02
25-Oct-2018 KAJARIACER 361.35 364.8 2138000 0.95 75.64 85.56
25-Oct-2018 KOTAKBANK 1185.80 1191.1 10217600 0.45 69.73 72.64
25-Oct-2018 KPIT 210.55 210.6 8572500 0.02 96.12 86.48
25-Oct-2018 KSCL 475.85 474.2 793500 -0.35 92.81 85.6
25-Oct-2018 KTKBANK 94.85 95.45 16519500 0.63 91.96 90.59
25-Oct-2018 L&TFH 117.20 117.45 28138500 0.21 83.42 88.58
25-Oct-2018 LICHSGFIN 409.60 411.8 9178400 0.54 86.8 89.22
25-Oct-2018 LT 1201.55 1210.2 10425750 0.72 74.95 77.82
25-Oct-2018 LUPIN 851.30 855.45 7946400 0.49 86.26 85.95
25-Oct-2018 M&M 733.75 733.45 17073000 -0.04 84.44 83.57
25-Oct-2018 M&MFIN 403.45 406 9877500 0.63 90.48 89.98
25-Oct-2018 MANAPPURAM 72.70 72.9 14808000 0.28 71.87 86.22
25-Oct-2018 MARICO 297.55 297.65 5592600 0.03 61.46 87.02
25-Oct-2018 MARUTI 6723.20 6766.05 2821725 0.64 86.54 85.8
25-Oct-2018 MCDOWELL-N 535.50 537.05 11248750 0.29 93.85 91.63
25-Oct-2018 MCX 701.35 705.1 4053700 0.53 90.83 92.83
25-Oct-2018 MFSL 372.95 375.05 2102400 0.56 84.98 90.26
25-Oct-2018 MGL 823.25 825.1 1630800 0.22 98.62 88.86
25-Oct-2018 MINDTREE 779.70 785.1 4430400 0.69 88.86 78.66
25-Oct-2018 MOTHERSUMI 231.90 233.25 14505600 0.58 91.14 89.29
25-Oct-2018 MRF 61362.50 61741.4 21520 0.62 81.44 86.17
25-Oct-2018 MRPL 83.25 83.75 4459500 0.6 88.66 85.38
25-Oct-2018 MUTHOOTFIN 388.95 389 1698000 0.01 74.43 82.42
25-Oct-2018 NATIONALUM 66.30 66.65 30592000 0.53 81.9 82.72
25-Oct-2018 NBCC 54.85 54.5 22290000 -0.64 78.53 88
25-Oct-2018 NCC 65.70 66.25 44544000 0.84 82.47 86.74
25-Oct-2018 NESTLEIND 9538.25 9591.8 445000 0.56 95.13 87.87
25-Oct-2018 NHPC 24.30 24.3 18360000 0 95.56 84.89
25-Oct-2018 NIITTECH 1181.40 1189.85 1346250 0.72 95.59 82.47
25-Oct-2018 NMDC 105.70 106.3 18564000 0.57 68.84 84.4
25-Oct-2018 NTPC 162.30 162.75 35116000 0.28 66.79 80.11
25-Oct-2018 OFSS 3612.90 3610.4 226350 -0.07 79.01 68.38
25-Oct-2018 OIL 201.30 197.85 2341911 -1.71 81.22 81.44
25-Oct-2018 ONGC 155.35 155.65 33438750 0.19 60.74 80.73
25-Oct-2018 ORIENTBANK 66.45 67 11220000 0.83 96.04 90.44
25-Oct-2018 PAGEIND 28556.45 28678.75 107725 0.43 88.23 81.86
25-Oct-2018 PCJEWELLER 48.40 48 8683500 -0.83 82.77 79.85
25-Oct-2018 PEL 1865.30 1875.55 3634570 0.55 93.14 93.18
25-Oct-2018 PETRONET 212.25 213.25 10323000 0.47 63.31 88.3
25-Oct-2018 PFC 84.15 83.6 32340000 -0.65 40.41 87.59
25-Oct-2018 PIDILITIND 933.60 939.7 2933000 0.65 94.74 82.3
25-Oct-2018 PNB 65.65 66.1 100644500 0.69 89.98 88.77
25-Oct-2018 POWERGRID 191.30 192.3 36224000 0.52 90.59 80.7
25-Oct-2018 PTC 76.20 76.25 9456000 0.07 97.13 80.23
25-Oct-2018 PVR 1284.05 1288.65 1188000 0.36 98.91 89.69
25-Oct-2018 RAMCOCEM 571.10 567.6 703200 -0.61 73.39 84.87
25-Oct-2018 RAYMOND 618.30 622.2 4342400 0.63 93.4 91.69
25-Oct-2018 RBLBANK 493.80 495.65 7144800 0.37 90.44 81.56
25-Oct-2018 RCOM 10.35 10.4 82432000 0.48 82.53 89.2
25-Oct-2018 RECLTD 107.00 107.45 33786000 0.42 90.12 86.31
25-Oct-2018 RELCAPITAL 233.35 235 10689000 0.71 82.43 81.96
25-Oct-2018 RELIANCE 1030.80 1037 45849000 0.6 78.69 81.75
25-Oct-2018 RELINFRA 341.95 342.7 6242600 0.22 87.11 86.55
25-Oct-2018 REPCOHOME 340.75 343.55 581400 0.82 84.6 87.65
25-Oct-2018 RPOWER 27.70 27.95 42016000 0.9 95.03 90.51
25-Oct-2018 SAIL 62.90 63.3 67308000 0.64 85.15 88.16
25-Oct-2018 SBIN 249.55 251.35 90957000 0.72 82.22 80.17
25-Oct-2018 SHREECEM 13530.15 13623.85 107100 0.69 87.75 89.76
25-Oct-2018 SIEMENS 878.80 881 1117500 0.25 96.35 93.17
25-Oct-2018 SOUTHBANK 13.30 13.4 123085674 0.75 83.34 88.46
25-Oct-2018 SREINFRA 29.60 29.8 11704000 0.68 94.06 92.05
25-Oct-2018 SRF 1740.60 1748.65 631500 0.46 97.91 82.99
25-Oct-2018 SRTRANSFIN 1084.65 1083.65 3768600 -0.09 88.12 90.62
25-Oct-2018 STAR 394.45 396.05 3834400 0.41 89.41 86.96
25-Oct-2018 SUNPHARMA 558.75 560.3 29772600 0.28 88.94 90.98
25-Oct-2018 SUNTV 615.40 618.05 6376000 0.43 86.57 87.14
25-Oct-2018 SUZLON 6.05 6.1 267840000 0.83 88.9 87.81
25-Oct-2018 SYNDIBANK 31.25 31.5 23283000 0.8 94.86 92.18
25-Oct-2018 TATACHEM 666.50 670.2 2325000 0.56 87.76 87.94
25-Oct-2018 TATACOMM 449.85 449.9 2826400 0.01 93.78 87.1
25-Oct-2018 TATAELXSI 955.35 961.55 1528800 0.65 84.21 84.33
25-Oct-2018 TATAGLOBAL 222.10 223.7 8851500 0.72 85.91 86.18
25-Oct-2018 TATAMOTORS 165.35 166.5 62301000 0.7 88.08 88
25-Oct-2018 TATAMTRDVR 91.30 91.85 26006400 0.6 87.31 88.46
25-Oct-2018 TATAPOWER 69.00 69.55 39654000 0.8 88.72 88.58
25-Oct-2018 TATASTEEL 95.50 549.1 28688379 474.97 89.12 89.81
25-Oct-2018 TCS 1853.00 1862.9 8867500 0.53 80.48 73.51
25-Oct-2018 TECHM 651.40 655.95 14064000 0.7 88.16 86.12
25-Oct-2018 TITAN 791.25 796.05 13968750 0.61 88.73 83.25
25-Oct-2018 TORNTPHARM 1579.00 1586.15 451000 0.45 88.01 81.56
25-Oct-2018 TORNTPOWER 224.60 225.7 1905000 0.49 89.26 76.05
25-Oct-2018 TV18BRDCST 36.65 36.85 46767000 0.55 99.2 92.88
25-Oct-2018 TVSMOTOR 519.15 517.4 8695000 -0.34 81.88 83.41
25-Oct-2018 UBL 1163.75 1171.4 1598100 0.66 98.58 89.36
25-Oct-2018 UJJIVAN 220.00 221.45 4464000 0.66 90.04 86.85
25-Oct-2018 ULTRACEMCO 3347.50 3365.25 1911600 0.53 85.25 86.22
25-Oct-2018 UNIONBANK 63.65 64.15 35328000 0.79 85.07 89.8
25-Oct-2018 UPL 599.45 602.7 15910800 0.54 85.51 85.45
25-Oct-2018 VEDL 204.60 204.55 31981250 -0.02 71.94 84.47
25-Oct-2018 VGUARD 172.50 167.05 2706000 -3.16 96.35 89.5
25-Oct-2018 VOLTAS 526.70 511.7 3232000 -2.85 77.55 79.61
25-Oct-2018 WIPRO 318.55 320.4 29913600 0.58 89.36 85.63
25-Oct-2018 WOCKPHARMA 462.30 465.1 3313800 0.61 98.48 91.75
25-Oct-2018 YESBANK 198.35 199.8 114191000 0.73 85.38 84.8
25-Oct-2018 ZEEL 432.45 435.25 9961900 0.65 89.78 82.81

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