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
27-Apr-2017 IRB 93.29 85.8
27-Apr-2017 SUZLON 92.44 0
27-Apr-2017 BHARATFIN 92.21 86.02
27-Apr-2017 DALMIABHA 92.21 0
27-Apr-2017 TATAGLOBAL 91.43 91.86
27-Apr-2017 CASTROLIND 91.34 90.77
27-Apr-2017 RCOM 90.4 85.67
27-Apr-2017 FEDERALBNK 90.27 83.89
27-Apr-2017 SOUTHBANK 89.88 88.23
27-Apr-2017 JPASSOCIAT 89.7 87.21

Bottom 10 Stock Rollover

Date Stock Rollover_% Rollover_%_6_Month_Avg
27-Apr-2017 INFIBEAM 51.82 0
27-Apr-2017 BANKINDIA 54.67 82.39
27-Apr-2017 HCLTECH 55.84 79.56
27-Apr-2017 PNB 57.43 82.25
27-Apr-2017 TCS 57.67 74.83
27-Apr-2017 UPL 58.65 84.14
27-Apr-2017 HDFC 59.46 72.25
27-Apr-2017 JUBLFOOD 59.55 76.25
27-Apr-2017 NIITTECH 61.28 76.49
27-Apr-2017 TORNTPHARM 61.68 74.92

Top 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
27-Apr-2017 Beverages 91.43 91.86
27-Apr-2017 Fertilisers 84.75 85.26
27-Apr-2017 Infra & Const 83.85 84.44
27-Apr-2017 Media & Ent. 82.86 68.74
27-Apr-2017 Metals & Mining 81.8 83.21

Bottom 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
27-Apr-2017 Agriculture Products 68.58 82.66
27-Apr-2017 Alcohol 70.23 82.45
27-Apr-2017 I.T. 70.91 79.18
27-Apr-2017 Pharma 73.03 77.71
27-Apr-2017 Banking and Finance 74.19 80.27
Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% Rollover_%_6_Month_Avg
27-Apr-2017 BANKNIFTY 22326.30 22293.65 3355120 -0.15 77.04 64.23
27-Apr-2017 NIFTY 9342.15 9356.65 19779450 0.16 66.33 69.44
27-Apr-2017 ABIRLANUVO 1652.80 1667.65 3476000 0.9 82 89.35
27-Apr-2017 ACC 1636.00 1644.75 1612800 0.53 72.56 80.77
27-Apr-2017 ADANIENT 114.15 115.15 29392000 0.88 82.93 85.92
27-Apr-2017 ADANIPORTS 322.50 324.65 14002500 0.67 74.41 79.7
27-Apr-2017 ADANIPOWER 32.70 33.05 112480000 1.07 82.35 85.69
27-Apr-2017 AJANTPHARM 1645.05 1653.35 527600 0.5 65.62 81.7
27-Apr-2017 ALBK 77.70 78.35 13500000 0.84 74.65 77.94
27-Apr-2017 AMARAJABAT 882.95 887.6 2130000 0.53 74.85 76.32
27-Apr-2017 AMBUJACEM 249.50 251 15120000 0.6 74.3 77.03
27-Apr-2017 ANDHRABANK 65.55 66.15 19680000 0.92 76.06 72.21
27-Apr-2017 APOLLOHOSP 1245.40 1253.7 2312800 0.67 84.45 82.56
27-Apr-2017 APOLLOTYRE 248.10 249.35 13185000 0.5 82.7 85.47
27-Apr-2017 ARVIND 402.15 404.5 6638000 0.58 73.93 81.27
27-Apr-2017 ASHOKLEY 86.70 87.25 64764000 0.63 80.16 85.92
27-Apr-2017 ASIANPAINT 1105.35 1110.3 3520200 0.45 76.98 78.52
27-Apr-2017 AUROPHARMA 607.05 610.75 14909300 0.61 77.63 83.57
27-Apr-2017 AXISBANK 506.60 509 32914800 0.47 78.63 78.05
27-Apr-2017 BAJAJ-AUTO 2866.05 2880.7 943250 0.51 65.93 76.55
27-Apr-2017 BAJFINANCE 1285.70 1293.85 4123000 0.63 66.54 83.56
27-Apr-2017 BANKBARODA 181.40 182.4 37502500 0.55 70.9 76.44
27-Apr-2017 BANKINDIA 178.50 166.4 19362000 -6.78 54.67 82.39
27-Apr-2017 BATAINDIA 584.55 587.45 4286700 0.5 79.05 81.03
27-Apr-2017 BEL 179.55 180.7 22585500 0.64 80.44 84.82
27-Apr-2017 BEML 1407.85 1418.2 2623800 0.74 77.21 84.84
27-Apr-2017 BHARATFIN 792.15 798.15 20165000 0.76 92.21 86.02
27-Apr-2017 BHARATFORG 1134.80 1141.35 3386400 0.58 63.28 82.31
27-Apr-2017 BHARTIARTL 357.90 357.45 33042900 -0.13 68.4 79.13
27-Apr-2017 BHEL 176.20 177.2 24630000 0.57 64.57 77.69
27-Apr-2017 BIOCON 1120.60 1126.15 3146400 0.5 67.13 85.01
27-Apr-2017 BOSCHLTD 22523.60 22595.05 96000 0.32 76.97 79.01
27-Apr-2017 BPCL 736.00 739.35 9913200 0.46 82.79 79.85
27-Apr-2017 BRITANNIA 3555.05 3564.5 301000 0.27 85.62 79.21
27-Apr-2017 CADILAHC 443.70 445.95 2592000 0.51 72.06 84.54
27-Apr-2017 CANBK 329.25 327.05 13517172 -0.67 69.19 81.92
27-Apr-2017 CAPF 763.70 768.55 832000 0.64 81.52 0
27-Apr-2017 CASTROLIND 437.40 435.75 8692600 -0.38 91.34 90.77
27-Apr-2017 CEATLTD 1542.75 1514.25 1776600 -1.85 73.79 75.7
27-Apr-2017 CENTURYTEX 1140.95 1148.75 7912300 0.68 89.01 91.2
27-Apr-2017 CESC 929.45 935.8 7198400 0.68 87.34 81.93
27-Apr-2017 CGPOWER 78.30 78.95 14184000 0.83 72.1 80.52
27-Apr-2017 CIPLA 561.70 563.65 7258000 0.35 72.7 81.58
27-Apr-2017 COALINDIA 274.15 275.45 19419100 0.47 75.47 74.08
27-Apr-2017 COLPAL 1035.40 1041.5 728000 0.59 76.06 73.85
27-Apr-2017 CONCOR 1211.75 1219.75 1047500 0.66 76.42 80.17
27-Apr-2017 CUMMINSIND 1017.00 1024.6 636000 0.75 77.09 81.98
27-Apr-2017 DABUR 289.25 291.15 11010000 0.66 86 88.08
27-Apr-2017 DALMIABHA 2101.45 2117.2 1239000 0.75 92.21 0
27-Apr-2017 DCBBANK 181.75 183.05 4239000 0.72 74.98 76.96
27-Apr-2017 DHFL 422.95 426.15 21984000 0.76 84.36 88.42
27-Apr-2017 DISHTV 94.75 95.2 25536000 0.47 74.9 85.81
27-Apr-2017 DIVISLAB 629.65 633.1 9190200 0.55 75.24 79.05
27-Apr-2017 DLF 189.80 190.75 29645000 0.5 80.06 81.35
27-Apr-2017 DRREDDY 2596.55 2606.35 2978400 0.38 73.56 78.67
27-Apr-2017 EICHERMOT 25973.90 26102.6 135425 0.5 75.98 76.08
27-Apr-2017 ENGINERSIN 167.05 167.8 21574000 0.45 76 79.17
27-Apr-2017 EQUITAS 169.15 170.25 8630400 0.65 77.94 0
27-Apr-2017 ESCORTS 546.30 550.3 1039500 0.73 83.51 0
27-Apr-2017 EXIDEIND 227.60 229 15668000 0.62 88.07 89.59
27-Apr-2017 FEDERALBNK 94.35 94.95 52932000 0.64 90.27 83.89
27-Apr-2017 GAIL 418.40 419 11524000 0.14 76.41 72.35
27-Apr-2017 GLENMARK 884.05 888.8 2718100 0.54 70.61 86.59
27-Apr-2017 GMRINFRA 17.55 17.7 271845000 0.85 86.35 86.96
27-Apr-2017 GODREJCP 1748.60 1753 299200 0.25 67.75 71.24
27-Apr-2017 GODREJIND 533.00 536.9 2353500 0.73 73.28 78.69
27-Apr-2017 GRANULES 150.55 151.8 14160000 0.83 89.52 88.83
27-Apr-2017 GRASIM 1152.20 1160.85 5463000 0.75 75.62 78.89
27-Apr-2017 HAVELLS 477.50 479.5 4028000 0.42 68.02 78.9
27-Apr-2017 HCLTECH 809.70 807.05 6501600 -0.33 55.84 79.56
27-Apr-2017 HDFC 1566.50 1574.8 6596500 0.53 59.46 72.25
27-Apr-2017 HDFCBANK 1568.60 1556.15 30108000 -0.79 72.64 79.31
27-Apr-2017 HDIL 92.10 92.8 21304000 0.76 73.39 80.24
27-Apr-2017 HEROMOTOCO 3300.80 3309.6 1049600 0.27 71.49 77.22
27-Apr-2017 HEXAWARE 230.70 231.2 3201000 0.22 75.18 82.78
27-Apr-2017 HINDALCO 194.85 195.85 28224000 0.51 80.98 84.07
27-Apr-2017 HINDPETRO 542.50 544.1 18666900 0.29 89.06 82.52
27-Apr-2017 HINDUNILVR 947.30 950.3 7085400 0.32 72.54 79.14
27-Apr-2017 HINDZINC 266.50 268.3 17046400 0.68 83.3 78.9
27-Apr-2017 IBREALEST 156.30 157.55 15580000 0.8 75.02 85.97
27-Apr-2017 IBULHSGFIN 1004.40 1000.4 14627200 -0.4 82.85 83.18
27-Apr-2017 ICICIBANK 274.15 274.95 70452500 0.29 73.92 72.43
27-Apr-2017 ICIL 203.25 204.3 10759000 0.52 89.39 85.38
27-Apr-2017 IDBI 74.80 75.15 40096000 0.47 74.49 83.88
27-Apr-2017 IDEA 85.15 85.55 74067000 0.47 67.37 78.2
27-Apr-2017 IDFC 61.20 61.45 90908400 0.41 76.76 87.14
27-Apr-2017 IDFCBANK 65.20 65.55 96544000 0.54 76.24 86.99
27-Apr-2017 IFCI 29.10 29.4 76802000 1.03 85.14 79.89
27-Apr-2017 IGL 1056.50 1057.55 2209900 0.1 64.25 77.49
27-Apr-2017 INDIACEM 211.90 213.3 20142500 0.66 79.43 86.62
27-Apr-2017 INDIANB 314.25 316.45 1914000 0.7 79.92 0
27-Apr-2017 INDIGO 1119.55 1125.95 1152000 0.57 85.52 0
27-Apr-2017 INDUSINDBK 1470.65 1476.15 6242400 0.37 68.18 71.33
27-Apr-2017 INFIBEAM 1100.60 1047.15 640400 -4.86 51.82 0
27-Apr-2017 INFRATEL 366.80 368.35 6740800 0.42 73.26 75.03
27-Apr-2017 INFY 925.25 928.15 28791500 0.31 75.25 75.68
27-Apr-2017 IOC 443.30 442.4 15099000 -0.2 72.69 76.93
27-Apr-2017 IRB 254.45 256.65 21230000 0.86 93.29 85.8
27-Apr-2017 ITC 285.80 286.9 46785600 0.38 61.88 75.12
27-Apr-2017 JETAIRWAYS 512.90 516 5069000 0.6 80.39 83.53
27-Apr-2017 JINDALSTEL 113.75 114.4 36306000 0.57 88.89 88.87
27-Apr-2017 JISLJALEQS 113.00 113.95 34947000 0.84 88.01 88.01
27-Apr-2017 JPASSOCIAT 13.55 13.7 160004000 1.11 89.7 87.21
27-Apr-2017 JSWENERGY 66.90 67.5 68576000 0.9 89.58 88.61
27-Apr-2017 JSWSTEEL 198.30 199.1 51282000 0.4 77.53 84.12
27-Apr-2017 JUBLFOOD 1029.65 1026.55 1627500 -0.3 59.55 76.25
27-Apr-2017 JUSTDIAL 505.80 504.45 2880000 -0.27 68.74 77.84
27-Apr-2017 KOTAKBANK 916.65 918.15 11175200 0.16 71.98 72.04
27-Apr-2017 KPIT 128.50 129.45 5096000 0.74 78.14 80.59
27-Apr-2017 KSCL 567.35 570.95 2448000 0.63 78.51 81.18
27-Apr-2017 KTKBANK 154.90 155.95 27980750 0.68 79.87 83.46
27-Apr-2017 L&TFH 127.55 128.4 21429000 0.67 80.59 82.9
27-Apr-2017 LICHSGFIN 670.25 675.2 4620000 0.74 82.75 80.52
27-Apr-2017 LT 1766.75 1772.5 5726500 0.33 65.08 77.14
27-Apr-2017 LUPIN 1336.20 1345.55 7504800 0.7 62.84 81.67
27-Apr-2017 M&M 1337.20 1342.45 4507000 0.39 75.84 75.52
27-Apr-2017 M&MFIN 332.00 333.9 13087500 0.57 68.89 75.76
27-Apr-2017 MARICO 318.00 318.75 4994600 0.24 85.72 82.99
27-Apr-2017 MARUTI 6374.05 6393.85 1867950 0.31 79.8 78.73
27-Apr-2017 MCDOWELL-N 1851.00 1859.9 3700000 0.48 73.04 89.82
27-Apr-2017 MFSL 654.65 659.15 7158000 0.69 83.9 0
27-Apr-2017 MINDTREE 490.35 492.4 2845200 0.42 76.47 82.12
27-Apr-2017 MOTHERSUMI 388.80 389.95 8212500 0.3 75.14 81.44
27-Apr-2017 MRF 68495.60 68517 52350 0.03 80.67 86.87
27-Apr-2017 MUTHOOTFIN 400.40 402.85 1554000 0.61 78.92 0
27-Apr-2017 NCC 94.75 95.35 25720000 0.63 81.34 85.31
27-Apr-2017 NHPC 31.25 31.55 18684000 0.96 73.8 71.65
27-Apr-2017 NIITTECH 463.10 464.65 489000 0.33 61.28 76.49
27-Apr-2017 NMDC 126.25 127 31464000 0.59 80.51 81.76
27-Apr-2017 NTPC 164.10 165.05 20008000 0.58 74.06 75.35
27-Apr-2017 OFSS 3569.55 3577.75 207750 0.23 72.41 81.97
27-Apr-2017 OIL 323.05 325 1626988 0.6 68.24 75.08
27-Apr-2017 ONGC 179.10 179.85 49421250 0.42 78.43 76.22
27-Apr-2017 ORIENTBANK 162.75 158.45 12018000 -2.64 63.17 82.06
27-Apr-2017 PAGEIND 14247.70 14329.2 26450 0.57 64.04 77.02
27-Apr-2017 PCJEWELLER 423.40 426.6 1149000 0.76 75.42 63.26
27-Apr-2017 PEL 2475.50 2490.9 303900 0.62 71.03 0
27-Apr-2017 PETRONET 430.15 433.3 5680500 0.73 89.37 81.19
27-Apr-2017 PFC 158.00 158.9 28986000 0.57 80.61 70.51
27-Apr-2017 PIDILITIND 722.65 727 1860000 0.6 82.08 81.05
27-Apr-2017 PNB 164.70 160.65 45878000 -2.46 57.43 82.25
27-Apr-2017 POWERGRID 207.75 208.7 28372000 0.46 67.62 74.26
27-Apr-2017 PTC 93.70 94.35 14696000 0.69 81.32 85.92
27-Apr-2017 PVR 1611.70 1624.15 448000 0.77 88.12 0
27-Apr-2017 RCOM 34.80 34.8 92748000 0 90.4 85.67
27-Apr-2017 RDEL 65.05 65.55 12375000 0.77 81.01 0
27-Apr-2017 RECLTD 203.85 205.15 27420000 0.64 75.42 77.52
27-Apr-2017 RELCAPITAL 669.85 674.55 12970500 0.7 87.07 86.46
27-Apr-2017 RELIANCE 1409.50 1406 12833000 -0.25 71.45 80.24
27-Apr-2017 RELINFRA 582.50 586.35 10608000 0.66 86.62 86.45
27-Apr-2017 RPOWER 48.80 49.15 62676000 0.72 89.15 88.87
27-Apr-2017 SAIL 59.85 60.25 73848000 0.67 79.55 86.38
27-Apr-2017 SBIN 282.05 283.5 68520000 0.51 63.31 78.5
27-Apr-2017 SHREECEM 19352.55 19457.3 22600 0.54 73.26 0
27-Apr-2017 SIEMENS 1330.40 1338.15 772000 0.58 71.05 80.06
27-Apr-2017 SINTEX 112.80 113.5 37327875 0.62 89.1 89.5
27-Apr-2017 SOUTHBANK 24.60 24.8 103167933 0.81 89.88 88.23
27-Apr-2017 SRF 1793.95 1807.4 714000 0.75 71.44 77.74
27-Apr-2017 SRTRANSFIN 1040.50 1047.9 2300400 0.71 70.04 77.86
27-Apr-2017 STAR 1076.35 1082.35 2204000 0.56 70.46 82.98
27-Apr-2017 SUNPHARMA 637.00 639.45 26971700 0.38 76.82 84.66
27-Apr-2017 SUNTV 923.85 930.25 7182000 0.69 85.7 85.98
27-Apr-2017 SUZLON 20.50 20.45 271020000 -0.24 92.44 0
27-Apr-2017 SYNDIBANK 76.00 76.65 16182000 0.86 78.45 81.57
27-Apr-2017 TATACHEM 653.70 658.45 3364500 0.73 84.75 85.26
27-Apr-2017 TATACOMM 722.25 727.1 7658000 0.67 84.37 87.47
27-Apr-2017 TATAELXSI 1525.75 1536.4 1065200 0.7 77.78 83.76
27-Apr-2017 TATAGLOBAL 152.10 153.05 31342500 0.62 91.43 91.86
27-Apr-2017 TATAMOTORS 455.35 458.45 37851000 0.68 83.16 76.57
27-Apr-2017 TATAMTRDVR 276.30 278.3 20034000 0.72 82.05 83.46
27-Apr-2017 TATAPOWER 84.65 84.85 30843000 0.24 79.12 81.86
27-Apr-2017 TATASTEEL 445.85 448.6 31406000 0.62 83.61 82.74
27-Apr-2017 TCS 2302.65 2297.7 5109500 -0.21 57.67 74.83
27-Apr-2017 TECHM 424.95 427.8 11641300 0.67 78.03 78.54
27-Apr-2017 TITAN 478.30 480.7 5448000 0.5 81.23 79.83
27-Apr-2017 TORNTPHARM 1409.75 1419.9 202800 0.72 61.68 74.92
27-Apr-2017 TORNTPOWER 227.35 228.7 3717000 0.59 85.27 87.11
27-Apr-2017 TV18BRDCST 40.45 40.65 86105000 0.49 86.71 91.68
27-Apr-2017 TVSMOTOR 502.80 489.15 6668000 -2.71 76.95 76.23
27-Apr-2017 UBL 777.95 778.4 804300 0.06 67.41 75.07
27-Apr-2017 UJJIVAN 403.70 391.6 4723200 -3 80.13 0
27-Apr-2017 ULTRACEMCO 4237.10 4249 1574000 0.28 66.34 78.39
27-Apr-2017 UNIONBANK 159.70 159.55 17096000 -0.09 73.29 82.81
27-Apr-2017 UPL 818.50 821.4 8895600 0.35 58.65 84.14
27-Apr-2017 VEDL 233.85 235 53221000 0.49 80.06 78.83
27-Apr-2017 VOLTAS 409.45 411.9 7254000 0.6 79.42 75.53
27-Apr-2017 WIPRO 496.05 492.9 12103200 -0.64 71.97 74.64
27-Apr-2017 WOCKPHARMA 715.95 719.6 3153000 0.51 77.2 86.97
27-Apr-2017 YESBANK 1642.40 1638.8 6797000 -0.22 68.69 76.2
27-Apr-2017 ZEEL 530.75 533.15 8075600 0.45 78.85 80.25

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