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
30-Aug-2018 SIEMENS 99.32 86.86
30-Aug-2018 ADANIPOWER 99.3 90.29
30-Aug-2018 CGPOWER 99.13 85.57
30-Aug-2018 TV18BRDCST 98.99 89.04
30-Aug-2018 WOCKPHARMA 98.67 89.43
30-Aug-2018 CANFINHOME 98.44 86.42
30-Aug-2018 GODREJIND 98.43 82.41
30-Aug-2018 AJANTPHARM 98.31 82.36
30-Aug-2018 ORIENTBANK 98.28 84.82
30-Aug-2018 SYNDIBANK 98.26 90.07

Bottom 10 Stock Rollover

Date Stock Rollover_% Rollover_%_6_Month_Avg
30-Aug-2018 PTC 63 84.7
30-Aug-2018 TVSMOTOR 65.62 83.95
30-Aug-2018 KOTAKBANK 67.79 73.83
30-Aug-2018 INFRATEL 68.78 73.06
30-Aug-2018 HEXAWARE 69.52 82.11
30-Aug-2018 CUMMINSIND 69.64 73.6
30-Aug-2018 TCS 71.12 77.92
30-Aug-2018 GAIL 72.67 79
30-Aug-2018 HDFCBANK 72.76 75.81
30-Aug-2018 ADANIPORTS 72.86 72.93

Top 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
30-Aug-2018 Alcohol 95.74 87.21
30-Aug-2018 Chemicals 94.87 79.97
30-Aug-2018 Logistics 93.23 74.41
30-Aug-2018 Fertilisers 92.44 87.21
30-Aug-2018 Media & Ent. 92.09 86.12

Bottom 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
30-Aug-2018 I.T. 83.96 79.99
30-Aug-2018 Consumer Product 84.16 81.11
30-Aug-2018 Auto 84.82 84.7
30-Aug-2018 Oil & Gas 84.89 79.77
30-Aug-2018 Eng & Cap Goods 85.51 82.62
Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% Rollover_%_6_Month_Avg
30-Aug-2018 BANKNIFTY 28103.25 28221.85 1646720 0.42 65.92 74.62
30-Aug-2018 NIFTY 11676.80 11733.15 23746575 0.48 68.37 67.3
30-Aug-2018 ACC 1624.05 1637.6 1516800 0.83 79.25 73.91
30-Aug-2018 ADANIENT 224.00 225.4 19820000 0.63 76.28 85.3
30-Aug-2018 ADANIPORTS 383.75 386.45 8135000 0.7 72.86 72.93
30-Aug-2018 ADANIPOWER 34.45 34.75 147780000 0.87 99.3 90.29
30-Aug-2018 AJANTPHARM 1249.65 1258.2 840500 0.68 98.31 82.36
30-Aug-2018 ALBK 41.85 42.2 17380000 0.84 95.57 83.47
30-Aug-2018 AMARAJABAT 842.50 848.2 1173900 0.68 81 76.53
30-Aug-2018 AMBUJACEM 237.90 239 11705000 0.46 75.94 77.24
30-Aug-2018 ANDHRABANK 33.50 33.8 17784000 0.9 98.13 86.11
30-Aug-2018 APOLLOHOSP 1192.20 1196.35 1226500 0.35 79.44 81.68
30-Aug-2018 APOLLOTYRE 250.55 252.8 14007000 0.9 88.91 78.25
30-Aug-2018 ARVIND 401.40 404.85 8654000 0.86 87.55 85.37
30-Aug-2018 ASHOKLEY 130.85 132 56460000 0.88 87.92 87.07
30-Aug-2018 ASIANPAINT 1378.70 1388.25 5525400 0.69 84.04 78.54
30-Aug-2018 AUROPHARMA 687.00 692.95 20925000 0.87 93.96 90.65
30-Aug-2018 AXISBANK 649.75 653.05 44156400 0.51 82.44 83.87
30-Aug-2018 BAJAJ-AUTO 2701.65 2724.9 3321250 0.86 87.59 84.26
30-Aug-2018 BAJAJFINSV 6929.90 6986.2 784250 0.81 82.01 79.75
30-Aug-2018 BAJFINANCE 2926.75 2952.3 6093000 0.87 87.08 84.99
30-Aug-2018 BALKRISIND 1403.85 1415.6 1288000 0.84 83.01 80.15
30-Aug-2018 BALRAMCHIN 76.20 76.5 12383000 0.39 87.27 80.59
30-Aug-2018 BANKBARODA 150.15 151.35 61892000 0.8 93.35 88.22
30-Aug-2018 BANKINDIA 99.85 100.5 22446000 0.65 81.15 84.39
30-Aug-2018 BATAINDIA 1087.20 1095.6 1820500 0.77 77.35 85.62
30-Aug-2018 BEL 114.20 115.1 25913250 0.79 85.69 85.54
30-Aug-2018 BEML 818.95 818.8 1787000 -0.02 91.33 87.92
30-Aug-2018 BERGEPAINT 337.10 338.35 1815000 0.37 97.41 74.98
30-Aug-2018 BHARATFIN 1142.70 1150.2 4527500 0.66 87.87 87.73
30-Aug-2018 BHARATFORG 669.00 674.35 8398800 0.8 93.76 90.67
30-Aug-2018 BHARTIARTL 383.10 385.25 47538800 0.56 88.23 90.71
30-Aug-2018 BHEL 80.85 80.5 35895000 -0.43 82.94 85.35
30-Aug-2018 BIOCON 605.25 610.25 7032600 0.83 87.65 87.64
30-Aug-2018 BOSCHLTD 22005.00 22149.05 122460 0.65 93.5 83.67
30-Aug-2018 BPCL 363.35 359.05 10918800 -1.18 80.82 71.59
30-Aug-2018 BRITANNIA 6690.00 6721.55 1244000 0.47 93.58 90.64
30-Aug-2018 CADILAHC 387.90 391.25 13739200 0.86 83.43 86.53
30-Aug-2018 CANBK 286.15 288.65 10022000 0.87 90.84 86.33
30-Aug-2018 CANFINHOME 317.65 318.5 4398750 0.27 98.44 86.42
30-Aug-2018 CAPF 655.30 657.95 5977600 0.4 85.58 91.05
30-Aug-2018 CASTROLIND 157.95 158.9 10648400 0.6 87.99 85.46
30-Aug-2018 CEATLTD 1404.05 1411.85 1178800 0.56 85.36 84.26
30-Aug-2018 CENTURYTEX 960.75 968.65 5389450 0.82 95.54 92.77
30-Aug-2018 CESC 1004.05 1011.25 5236550 0.72 96.19 90.94
30-Aug-2018 CGPOWER 59.70 60.2 36888000 0.84 99.13 85.57
30-Aug-2018 CHENNPETRO 311.60 313.55 1131000 0.63 80.46 83.72
30-Aug-2018 CHOLAFIN 1462.75 1471.65 863000 0.61 87.59 71.94
30-Aug-2018 CIPLA 649.45 654.05 10026000 0.71 87.26 80.86
30-Aug-2018 COALINDIA 285.60 287.25 18387600 0.58 81.86 76.93
30-Aug-2018 COLPAL 1153.45 1160.45 1960000 0.61 88.33 80.97
30-Aug-2018 CONCOR 632.70 632.65 2220000 -0.01 93.23 74.41
30-Aug-2018 CUMMINSIND 777.85 782.45 616000 0.59 69.64 73.6
30-Aug-2018 DABUR 479.90 483.75 13645000 0.8 92.49 93.34
30-Aug-2018 DALMIABHA 2652.05 2672.2 445200 0.76 93.27 87.32
30-Aug-2018 DCBBANK 175.10 176.6 3672000 0.86 97.5 84.33
30-Aug-2018 DHFL 665.35 669.85 26908500 0.68 90.75 88.13
30-Aug-2018 DISHTV 71.00 71.35 48312000 0.49 89.79 86.81
30-Aug-2018 DIVISLAB 1300.85 1301.5 3236000 0.05 85.29 81.46
30-Aug-2018 DLF 221.10 222.05 26897500 0.43 87.49 88.49
30-Aug-2018 DRREDDY 2380.15 2397.5 4246500 0.73 85.33 85.84
30-Aug-2018 EICHERMOT 27602.15 27837.7 279600 0.85 87.97 83.46
30-Aug-2018 ENGINERSIN 127.70 127.45 9243500 -0.2 89.9 77.61
30-Aug-2018 EQUITAS 159.00 159.3 15528000 0.19 91.93 93.58
30-Aug-2018 ESCORTS 879.15 886.75 5044600 0.86 87.75 87.81
30-Aug-2018 EXIDEIND 284.45 286.9 7524000 0.86 76.18 84.57
30-Aug-2018 FEDERALBNK 80.85 81.35 68497000 0.62 85.82 87.32
30-Aug-2018 GAIL 376.20 378.95 15711297 0.73 72.67 79
30-Aug-2018 GLENMARK 659.65 661.5 3846000 0.28 81.95 90.48
30-Aug-2018 GMRINFRA 20.00 20.2 224955000 1 92.65 90.04
30-Aug-2018 GODFRYPHLP 892.80 892.5 516600 -0.03 92.71 86.02
30-Aug-2018 GODREJCP 1440.70 1449.45 1885600 0.61 88.51 85.53
30-Aug-2018 GODREJIND 629.70 634.65 1950000 0.79 98.43 82.41
30-Aug-2018 GRANULES 112.70 113.5 13045000 0.71 94.99 86.58
30-Aug-2018 GRASIM 1074.00 1074.65 5307750 0.06 79.78 82.38
30-Aug-2018 GSFC 120.55 119.35 14544000 -1 95.54 87.05
30-Aug-2018 HAVELLS 719.35 723.85 3392000 0.63 82.61 86.76
30-Aug-2018 HCC 14.60 14.75 35046000 1.03 95.49 85.41
30-Aug-2018 HCLTECH 1016.55 1025.1 8837500 0.84 82.19 80
30-Aug-2018 HDFC 1934.15 1943.15 24079000 0.47 87.63 83.33
30-Aug-2018 HDFCBANK 2066.10 2076.25 20042000 0.49 72.76 75.81
30-Aug-2018 HEROMOTOCO 3223.70 3245.35 1458400 0.67 78.06 77.95
30-Aug-2018 HEXAWARE 432.80 436.25 5649000 0.8 69.52 82.11
30-Aug-2018 HINDALCO 240.25 240.7 37849000 0.19 83.42 84.39
30-Aug-2018 HINDPETRO 253.05 255.15 26656875 0.83 85.46 82.87
30-Aug-2018 HINDUNILVR 1772.85 1782.7 9096600 0.56 85.52 83.18
30-Aug-2018 HINDZINC 296.90 294.4 7452800 -0.84 78.54 83.46
30-Aug-2018 IBULHSGFIN 1262.30 1271.95 14338000 0.76 90.48 85.11
30-Aug-2018 ICICIBANK 344.35 345.65 101310000 0.38 77.83 79.32
30-Aug-2018 ICICIPRULI 377.10 380.45 4747600 0.89 90.53 81.1
30-Aug-2018 IDBI 60.95 61.45 55350000 0.82 96.37 85.26
30-Aug-2018 IDEA 49.85 50.35 151928000 1 90.92 91.1
30-Aug-2018 IDFC 52.85 53.3 122826000 0.85 93.42 90.98
30-Aug-2018 IDFCBANK 48.55 48.85 127886000 0.62 90.16 87.3
30-Aug-2018 IFCI 17.20 17.35 60475000 0.87 96.06 86.85
30-Aug-2018 IGL 290.50 288.75 5007750 -0.6 78.21 79.54
30-Aug-2018 INDIACEM 125.80 125.95 19981500 0.12 93.51 85.81
30-Aug-2018 INDIANB 333.85 336.4 4716000 0.76 82.6 78.03
30-Aug-2018 INDIGO 940.70 945.75 3859200 0.54 81.85 78.68
30-Aug-2018 INDUSINDBK 1875.65 1885.8 5630700 0.54 76.29 74.88
30-Aug-2018 INFIBEAM 228.65 226.15 39188000 -1.09 73.12 88.73
30-Aug-2018 INFRATEL 284.40 285.25 6483800 0.3 68.78 73.06
30-Aug-2018 INFY 1416.20 1422.55 22768800 0.45 80.64 86.25
30-Aug-2018 IOC 154.25 155.6 28074000 0.88 82.5 73.54
30-Aug-2018 IRB 190.20 191.85 15135000 0.87 90.5 88.45
30-Aug-2018 ITC 319.85 321.55 76173600 0.53 81.77 81.58
30-Aug-2018 JETAIRWAYS 286.95 289.3 5395200 0.82 87.95 87.43
30-Aug-2018 JINDALSTEL 222.75 224.4 30543750 0.74 91.19 88.15
30-Aug-2018 JISLJALEQS 85.60 85.25 37917000 -0.41 94.11 87.56
30-Aug-2018 JPASSOCIAT 11.75 11.85 148818000 0.85 90.53 91.27
30-Aug-2018 JSWSTEEL 397.90 399.9 58929000 0.5 92.3 94.6
30-Aug-2018 JUBLFOOD 1526.05 1537.75 2784000 0.77 81.47 83.15
30-Aug-2018 JUSTDIAL 555.80 559.55 2718800 0.67 97.4 81.75
30-Aug-2018 KAJARIACER 474.25 477.75 1813000 0.74 86.5 83.93
30-Aug-2018 KOTAKBANK 1278.05 1281.7 11467200 0.29 67.79 73.83
30-Aug-2018 KPIT 296.40 298.8 7668000 0.81 97.33 82.5
30-Aug-2018 KSCL 641.05 644.2 945000 0.49 85.18 85
30-Aug-2018 KTKBANK 118.85 119.6 17779500 0.63 92.25 89.52
30-Aug-2018 L&TFH 183.90 185.45 28026000 0.84 91.96 87.54
30-Aug-2018 LICHSGFIN 525.75 529.85 12376100 0.78 87.3 90.91
30-Aug-2018 LT 1346.55 1356.45 13348500 0.74 79.02 77.4
30-Aug-2018 LUPIN 893.65 900.4 10540600 0.76 87.51 88.03
30-Aug-2018 M&M 982.95 986.9 13954000 0.4 85.49 81.76
30-Aug-2018 M&MFIN 492.85 495.25 10002500 0.49 89.94 89.22
30-Aug-2018 MANAPPURAM 100.70 101.6 14904000 0.89 92.42 86.11
30-Aug-2018 MARICO 370.20 373.45 7103200 0.88 90.78 85.59
30-Aug-2018 MARUTI 9205.80 9276.2 2276175 0.76 83.83 86.35
30-Aug-2018 MCDOWELL-N 646.45 652.1 9580000 0.87 93.63 91
30-Aug-2018 MCX 823.30 830.6 4703300 0.89 93.94 91.98
30-Aug-2018 MFSL 463.80 467.6 2293200 0.82 89.65 91.47
30-Aug-2018 MGL 848.25 844.35 4255800 -0.46 96.4 85.07
30-Aug-2018 MINDTREE 1052.05 1059.4 3988800 0.7 85.38 74.62
30-Aug-2018 MOTHERSUMI 309.85 311.7 12136000 0.6 91.55 87.76
30-Aug-2018 MRF 73218.80 73640.75 34300 0.58 86.28 86.96
30-Aug-2018 MRPL 81.40 82.1 5544000 0.86 97.39 80.55
30-Aug-2018 MUTHOOTFIN 409.10 412.8 1845000 0.9 90.7 82.12
30-Aug-2018 NATIONALUM 76.20 76.7 50208000 0.66 87.17 82.28
30-Aug-2018 NBCC 72.25 72.35 20670000 0.14 92.4 85.78
30-Aug-2018 NCC 98.25 99.15 45736000 0.92 87.86 86.16
30-Aug-2018 NESTLEIND 11286.40 11382.8 262900 0.85 87.1 87.69
30-Aug-2018 NHPC 24.95 24.95 22140000 0 92.9 78.49
30-Aug-2018 NIITTECH 1355.55 1352.25 1163250 -0.24 93.12 77.04
30-Aug-2018 NMDC 109.60 110.55 25446000 0.87 89.17 84.35
30-Aug-2018 NTPC 169.70 167.9 33648000 -1.06 76.53 81.11
30-Aug-2018 OFSS 4171.90 4208.8 195900 0.88 83.83 65.03
30-Aug-2018 OIL 213.85 214.5 3065898 0.3 95.06 73.84
30-Aug-2018 ONGC 177.45 177.45 41872500 0 81.45 79.15
30-Aug-2018 ORIENTBANK 84.80 85.5 12552000 0.83 98.28 84.82
30-Aug-2018 PAGEIND 35212.45 35317.4 60650 0.3 73.02 79.09
30-Aug-2018 PCJEWELLER 85.65 86.15 8328000 0.58 83.22 78.87
30-Aug-2018 PEL 3121.45 3141.8 2692028 0.65 93.6 92.79
30-Aug-2018 PETRONET 240.05 237.15 15771000 -1.21 87 88.78
30-Aug-2018 PFC 85.30 85.85 76752000 0.64 94.37 85.68
30-Aug-2018 PIDILITIND 1136.40 1145.7 3327000 0.82 91.31 77.53
30-Aug-2018 PNB 85.10 85.75 120472000 0.76 90.41 87.15
30-Aug-2018 POWERGRID 196.95 194.65 39428000 -1.17 80.55 79.62
30-Aug-2018 PTC 82.55 83.25 14608000 0.85 63 84.7
30-Aug-2018 PVR 1369.30 1372.95 1042800 0.27 96.13 85.36
30-Aug-2018 RAMCOCEM 692.80 696.05 995200 0.47 96.84 79.97
30-Aug-2018 RAYMOND 846.65 853.45 4825600 0.8 94.47 91.48
30-Aug-2018 RBLBANK 626.90 632.1 4624800 0.83 84.16 83.29
30-Aug-2018 RCOM 18.60 18.75 125160000 0.81 96.19 85.79
30-Aug-2018 RECLTD 119.65 118.5 37242000 -0.96 90.3 85.46
30-Aug-2018 RELCAPITAL 464.00 455.45 9628500 -1.84 84.2 84.83
30-Aug-2018 RELIANCE 1274.45 1284.8 46995000 0.81 85.28 83.19
30-Aug-2018 RELINFRA 463.95 458.2 8782800 -1.24 86.27 88.22
30-Aug-2018 REPCOHOME 549.45 551.55 758700 0.38 93.99 82.93
30-Aug-2018 RPOWER 36.65 36.85 49010000 0.55 97.08 87.79
30-Aug-2018 SAIL 81.10 81.85 76284000 0.92 90.1 86.93
30-Aug-2018 SBIN 308.60 309.5 79353000 0.29 80.51 79.86
30-Aug-2018 SHREECEM 18869.15 18895.15 95900 0.14 93.66 84.88
30-Aug-2018 SIEMENS 1005.75 1012.75 1455500 0.7 99.32 86.86
30-Aug-2018 SOUTHBANK 17.55 17.7 136706625 0.85 86.59 89.55
30-Aug-2018 SREINFRA 53.85 54.3 18284000 0.84 97.58 88.9
30-Aug-2018 SRF 2040.55 2057.45 952000 0.83 98.25 75.08
30-Aug-2018 SRTRANSFIN 1342.10 1349.95 4407600 0.58 95.48 91.38
30-Aug-2018 STAR 490.00 493.5 4896800 0.71 91.26 85.22
30-Aug-2018 SUNPHARMA 639.95 641.5 35682900 0.24 89.41 91.86
30-Aug-2018 SUNTV 765.00 771.5 6897000 0.85 88.83 87.14
30-Aug-2018 SUZLON 7.05 7.15 302355000 1.42 91.72 87.11
30-Aug-2018 SYNDIBANK 40.60 41 27027000 0.99 98.26 90.07
30-Aug-2018 TATACHEM 759.90 764.4 3461250 0.59 89.33 87.37
30-Aug-2018 TATACOMM 559.45 564.5 3562400 0.9 90.4 86.34
30-Aug-2018 TATAELXSI 1407.30 1416.65 2043200 0.66 85.11 82.56
30-Aug-2018 TATAGLOBAL 236.00 237.8 14429250 0.76 88.24 85.81
30-Aug-2018 TATAMOTORS 259.35 261.2 79200000 0.71 89.92 86.92
30-Aug-2018 TATAMTRDVR 138.20 139.25 32807600 0.76 94.07 87.42
30-Aug-2018 TATAPOWER 76.10 76.75 49446000 0.85 92.86 86.34
30-Aug-2018 TATASTEEL 160.55 612.35 41374756 281.41 93.84 84.9
30-Aug-2018 TCS 2082.40 2092.8 8441000 0.5 71.12 77.92
30-Aug-2018 TECHM 731.90 735.7 15640800 0.52 86.23 85
30-Aug-2018 TITAN 878.35 885.8 15474750 0.85 91.92 78.84
30-Aug-2018 TORNTPHARM 1770.15 1786.15 609500 0.9 83.64 81.29
30-Aug-2018 TORNTPOWER 264.10 264.7 1866000 0.23 93.19 73.31
30-Aug-2018 TV18BRDCST 45.90 46.3 55624000 0.87 98.99 89.04
30-Aug-2018 TVSMOTOR 565.85 563.85 4971000 -0.35 65.62 83.95
30-Aug-2018 UBL 1420.95 1431.55 2057300 0.75 97.85 83.42
30-Aug-2018 UJJIVAN 352.40 355.45 6184000 0.87 91.17 87.85
30-Aug-2018 ULTRACEMCO 4426.40 4434.6 2171200 0.19 89.63 85.98
30-Aug-2018 UNIONBANK 90.50 91.25 32862000 0.83 90.51 88.77
30-Aug-2018 UPL 696.15 700.45 16590000 0.62 92.38 84.65
30-Aug-2018 VEDL 230.00 231.35 46957750 0.59 84.23 81.85
30-Aug-2018 VGUARD 224.25 226.15 2871000 0.85 95.67 85.45
30-Aug-2018 VOLTAS 623.70 626.75 3921000 0.49 80.91 79.87
30-Aug-2018 WIPRO 298.95 300.4 24333600 0.49 89.05 86.83
30-Aug-2018 WOCKPHARMA 665.80 672.35 3527100 0.98 98.67 89.43
30-Aug-2018 YESBANK 361.75 364.75 55840750 0.83 84.23 84.54
30-Aug-2018 ZEEL 508.70 511.25 10110100 0.5 86.73 82.23

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