Track Historical Rollover of NSE Stocks


          




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 Stock Rollovers

Date Stock Rollover_% 6_Month_Avg
26-Sep-2019 GRASIM 99.46 93.31
26-Sep-2019 CIPLA 99.31 89.33
26-Sep-2019 PEL 99.29 89.45
26-Sep-2019 BIOCON 99.21 91.57
26-Sep-2019 DIVISLAB 99.17 92.6
26-Sep-2019 MGL 99.08 94.11
26-Sep-2019 GLENMARK 99.05 95.17
26-Sep-2019 LUPIN 98.97 89.41
26-Sep-2019 ADANIENT 98.95 97.57
26-Sep-2019 M&MFIN 98.87 94.32
26-Sep-2019 CADILAHC 98.64 95.56
26-Sep-2019 BOSCHLTD 98.56 94.25
26-Sep-2019 BANKBARODA 98.54 89.52
26-Sep-2019 DLF 98.42 87.65
26-Sep-2019 PIDILITIND 98.4 93.26
26-Sep-2019 UPL 98.29 84.24
26-Sep-2019 AUROPHARMA 98.28 93.24
26-Sep-2019 MARICO 98.25 92.48
26-Sep-2019 BHARATFORG 98.22 95.02
26-Sep-2019 UNIONBANK 98.22 97.46
26-Sep-2019 DISHTV 98.21 95.35
26-Sep-2019 BERGEPAINT 98.16 94.79
26-Sep-2019 PETRONET 98.15 91.57
26-Sep-2019 MOTHERSUMI 98.08 93
26-Sep-2019 OIL 98.05 90.92
26-Sep-2019 PAGEIND 97.91 90.45
26-Sep-2019 AMBUJACEM 97.81 91.59
26-Sep-2019 TORNTPOWER 97.75 90.29
26-Sep-2019 SAIL 97.74 91.69
26-Sep-2019 IDFCFIRSTB 97.62 95.3

Bottom Stock Rollovers

Date Stock Rollover_% 6_Month_Avg
26-Sep-2019 APOLLOHOSP 62.8 94.42
26-Sep-2019 INFRATEL 72.39 86.5
26-Sep-2019 UBL 74.74 95.93
26-Sep-2019 HINDUNILVR 78.34 89.93
26-Sep-2019 TORNTPHARM 80.53 85.3
26-Sep-2019 INFY 81.03 89.32
26-Sep-2019 VOLTAS 83.16 92.81
26-Sep-2019 VEDL 83.7 90.3
26-Sep-2019 NESTLEIND 84.27 93.8
26-Sep-2019 MARUTI 84.72 88.84
26-Sep-2019 MINDTREE 84.79 89.1
26-Sep-2019 ICICIBANK 84.9 85.09
26-Sep-2019 ADANIPORTS 85.19 85.06
26-Sep-2019 JUBLFOOD 85.2 94.27
26-Sep-2019 UJJIVAN 86.21 93.91
26-Sep-2019 JUSTDIAL 86.82 91.81
26-Sep-2019 INDIGO 86.95 83.27
26-Sep-2019 KOTAKBANK 87.35 81.52
26-Sep-2019 APOLLOTYRE 87.63 89.35
26-Sep-2019 COALINDIA 87.94 77.3
26-Sep-2019 HDFCBANK 88.13 80.7
26-Sep-2019 NTPC 88.98 76.45
26-Sep-2019 MFSL 89.6 93.83
26-Sep-2019 HAVELLS 89.61 89.32
26-Sep-2019 BRITANNIA 89.94 82.82
26-Sep-2019 CHOLAFIN 90.13 91.83
26-Sep-2019 NIITTECH 90.42 82.36
26-Sep-2019 ASIANPAINT 90.56 87.63
26-Sep-2019 CENTURYTEX 90.7 98.01
26-Sep-2019 HEROMOTOCO 90.84 87.98

Top Sectoral Rollovers

Date Sector Rollover_% 6_Month_Avg
26-Sep-2019 Real Estate 98.42 87.65
26-Sep-2019 Chemicals 98.4 93.26
26-Sep-2019 Agriculture Products 98.29 84.24
26-Sep-2019 Beverages 96.75 85.06
26-Sep-2019 Holding Companies 96.41 90.2
26-Sep-2019 Media & Ent. 96.05 92.43
26-Sep-2019 Fertilisers 95.93 93.29
26-Sep-2019 Auto Ancillary 95.48 93.45
26-Sep-2019 Oil & Gas 95.26 86.76
26-Sep-2019 Cement etc 94.88 93.04
26-Sep-2019 Metals & Mining 94.68 91.48
26-Sep-2019 Textiles 94.48 93.86
26-Sep-2019 Paints 94.36 91.21
26-Sep-2019 Others 94.29 93.54
26-Sep-2019 Consumer Product 94.23 91.36

Bottom Sectoral Rollovers

Date Sector Rollover_% 6_Month_Avg
26-Sep-2019 Alcohol 85.89 93.87
26-Sep-2019 Aviation 86.95 83.27
26-Sep-2019 Eng & Cap Goods 89.74 89.87
26-Sep-2019 FMCG 90.57 90.35
26-Sep-2019 I.T. 92.09 87.6
26-Sep-2019 Infra & Const 92.71 91.68
26-Sep-2019 Telecom 93.16 86.13
26-Sep-2019 Auto 93.4 90.98
26-Sep-2019 Banking and Finance 93.67 90.58
26-Sep-2019 Logistics 93.74 82
26-Sep-2019 Power 93.9 86.83
26-Sep-2019 Broking and Financial 93.96 82.87
26-Sep-2019 Pharma 94.07 92.21
26-Sep-2019 Consumer Product 94.23 91.36
26-Sep-2019 Others 94.29 93.54

Full Rollover Report

Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% 6_Month_Avg
26-Sep-2019 BANKNIFTY 30002.60 30225.1 888600 0.74 57.62 75.5
26-Sep-2019 NIFTY 11571.20 11630.85 14783775 0.52 73.08 73.82
26-Sep-2019 ACC 1646.05 1659.5 1941200 0.82 95.58 91.96
26-Sep-2019 ADANIENT 152.70 153.8 25604000 0.72 98.95 97.57
26-Sep-2019 ADANIPORTS 419.15 422.2 11732500 0.73 85.19 85.06
26-Sep-2019 ADANIPOWER 68.25 68.55 93820000 0.44 95.71 95.6
26-Sep-2019 AMARAJABAT 737.20 726.85 1643600 -1.4 95.75 90.31
26-Sep-2019 AMBUJACEM 210.50 212.35 24492500 0.88 97.81 91.59
26-Sep-2019 APOLLOHOSP 1429.20 1439.45 1618000 0.72 62.8 94.42
26-Sep-2019 APOLLOTYRE 184.40 183.5 7071000 -0.49 87.63 89.35
26-Sep-2019 ASHOKLEY 73.50 74 70116000 0.68 96.18 92.65
26-Sep-2019 ASIANPAINT 1770.95 1779.8 8244000 0.5 90.56 87.63
26-Sep-2019 AUROPHARMA 610.75 612.15 14390000 0.23 98.28 93.24
26-Sep-2019 AXISBANK 699.90 704.45 53960400 0.65 94.88 88.04
26-Sep-2019 BAJAJ-AUTO 2970.30 2991.6 2083500 0.72 93.03 85.5
26-Sep-2019 BAJAJFINSV 8464.60 8527.4 989250 0.74 93.96 82.87
26-Sep-2019 BAJFINANCE 4000.80 4031.35 6107250 0.76 91.96 91.52
26-Sep-2019 BALKRISIND 786.60 791.4 1468800 0.61 91.2 95.43
26-Sep-2019 BANKBARODA 95.75 96.25 63567000 0.52 98.54 89.52
26-Sep-2019 BANKINDIA 67.80 68.05 23712000 0.37 97.13 96.02
26-Sep-2019 BATAINDIA 1720.50 1728.85 2368300 0.49 95.05 93.22
26-Sep-2019 BEL 111.00 111.7 20676000 0.63 94.98 94.97
26-Sep-2019 BERGEPAINT 434.10 434.15 3634400 0.01 98.16 94.79
26-Sep-2019 BHARATFORG 450.35 454.2 7176000 0.85 98.22 95.02
26-Sep-2019 BHARTIARTL 344.05 346.3 37319862 0.65 94.69 88.15
26-Sep-2019 BHEL 51.70 52.1 44407500 0.77 96.78 83.38
26-Sep-2019 BIOCON 216.15 217.85 12432600 0.79 99.21 91.57
26-Sep-2019 BOSCHLTD 14138.45 14253.25 158520 0.81 98.56 94.25
26-Sep-2019 BPCL 480.05 483 24424200 0.61 91.85 83.59
26-Sep-2019 BRITANNIA 3092.80 3115.25 2035600 0.73 89.94 82.82
26-Sep-2019 CADILAHC 245.70 247.7 9489600 0.81 98.64 95.56
26-Sep-2019 CANBK 192.70 194.15 12274000 0.75 97.05 94.12
26-Sep-2019 CASTROLIND 132.10 132.5 5674600 0.3 97.41 94.11
26-Sep-2019 CENTURYTEX 932.80 940.2 3050400 0.79 90.7 98.01
26-Sep-2019 CESC 776.10 782.25 1564800 0.79 95.84 93.88
26-Sep-2019 CHOLAFIN 310.10 311.1 3450000 0.32 90.13 91.83
26-Sep-2019 CIPLA 438.45 441.05 12946000 0.59 99.31 89.33
26-Sep-2019 COALINDIA 203.30 203.2 34339800 -0.05 87.94 77.3
26-Sep-2019 COLPAL 1512.20 1520.85 1322300 0.57 96.21 90.85
26-Sep-2019 CONCOR 618.55 623.05 4931265 0.73 93.74 82
26-Sep-2019 CUMMINSIND 591.95 596.5 1411900 0.77 94.05 91.61
26-Sep-2019 DABUR 447.20 450.7 11168750 0.78 93.06 93.5
26-Sep-2019 DISHTV 20.85 21 104874000 0.72 98.21 95.35
26-Sep-2019 DIVISLAB 1675.05 1687.35 2605600 0.73 99.17 92.6
26-Sep-2019 DLF 161.75 163.1 44584400 0.83 98.42 87.65
26-Sep-2019 DRREDDY 2774.85 2794.55 3776500 0.71 94.17 94.22
26-Sep-2019 EICHERMOT 17911.55 17994.25 339050 0.46 95.18 89.87
26-Sep-2019 EQUITAS 103.90 104.25 12428000 0.34 96.14 95.54
26-Sep-2019 ESCORTS 609.85 615 4583700 0.84 94.79 95.32
26-Sep-2019 EXIDEIND 195.60 197.15 9604800 0.79 97.44 95.68
26-Sep-2019 FEDERALBNK 93.60 94.3 41216000 0.75 97.57 90.44
26-Sep-2019 GAIL 137.10 137.85 41183814 0.55 92.61 79.75
26-Sep-2019 GLENMARK 346.10 347.9 5467000 0.52 99.05 95.17
26-Sep-2019 GMRINFRA 17.05 17.1 151335000 0.29 94.13 93.85
26-Sep-2019 GODREJCP 679.90 683.6 5855200 0.54 95.91 89.83
26-Sep-2019 GRASIM 743.80 748.65 16393500 0.65 99.46 93.31
26-Sep-2019 HAVELLS 719.75 725.75 5003000 0.83 89.61 89.32
26-Sep-2019 HCLTECH 1045.15 1049.9 10548300 0.45 95.49 86.62
26-Sep-2019 HDFC 2063.20 2080.95 36255000 0.86 95.05 91.33
26-Sep-2019 HDFCBANK 1242.50 1252.35 34494500 0.79 88.13 80.7
26-Sep-2019 HEROMOTOCO 2760.10 2777 2672200 0.61 90.84 87.98
26-Sep-2019 HEXAWARE 371.55 374.25 2145000 0.73 96.43 89.4
26-Sep-2019 HINDALCO 195.95 197.45 30681000 0.77 96.17 88.9
26-Sep-2019 HINDPETRO 304.65 306.5 20323800 0.61 96.29 86.51
26-Sep-2019 HINDUNILVR 2034.40 2038.85 7803300 0.22 78.34 89.93
26-Sep-2019 IBULHSGFIN 413.75 406.3 20222400 -1.8 97.09 91.23
26-Sep-2019 ICICIBANK 451.95 454.95 78025750 0.66 84.9 85.09
26-Sep-2019 ICICIPRULI 449.50 452.15 5181000 0.59 92.23 84.17
26-Sep-2019 IDEA 5.20 5.3 493556000 1.92 91.63 84.11
26-Sep-2019 IDFCFIRSTB 43.60 42.95 161232000 -1.49 97.62 95.3
26-Sep-2019 IGL 352.65 355.4 3333000 0.78 91.79 89.72
26-Sep-2019 INDIGO 1871.00 1869.45 2671200 -0.08 86.95 83.27
26-Sep-2019 INDUSINDBK 1548.00 1554 12212800 0.39 90.97 83.83
26-Sep-2019 INFRATEL 258.55 258.85 5388000 0.12 72.39 86.5
26-Sep-2019 INFY 782.55 778.7 47342400 -0.49 81.03 89.32
26-Sep-2019 IOC 144.55 145.55 47722500 0.69 93.46 77.49
26-Sep-2019 ITC 250.40 251.8 112951200 0.56 93.93 85.69
26-Sep-2019 JINDALSTEL 108.80 109.75 33948800 0.87 97.37 94.17
26-Sep-2019 JSWSTEEL 235.45 237.4 56508000 0.83 97.03 91.27
26-Sep-2019 JUBLFOOD 1400.90 1382.6 2277000 -1.31 85.2 94.27
26-Sep-2019 JUSTDIAL 701.50 694.4 1705200 -1.01 86.82 91.81
26-Sep-2019 KOTAKBANK 1626.85 1638.95 6779600 0.74 87.35 81.52
26-Sep-2019 L&TFH 95.95 96.75 37872000 0.83 96.41 90.2
26-Sep-2019 LICHSGFIN 393.40 396.5 11128700 0.79 94.03 91.4
26-Sep-2019 LT 1489.85 1496.15 12544875 0.42 91.54 84.37
26-Sep-2019 LUPIN 729.25 734 7476000 0.65 98.97 89.41
26-Sep-2019 M&M 566.95 569.2 21349000 0.4 96.45 90.61
26-Sep-2019 M&MFIN 352.45 354.7 14622500 0.64 98.87 94.32
26-Sep-2019 MANAPPURAM 136.20 137.4 13230000 0.88 97.16 92.86
26-Sep-2019 MARICO 388.10 390.6 12360400 0.64 98.25 92.48
26-Sep-2019 MARUTI 6857.45 6905.7 2320875 0.7 84.72 88.84
26-Sep-2019 MCDOWELL-N 670.95 674.8 10716250 0.57 97.04 91.8
26-Sep-2019 MFSL 415.30 418.3 2739600 0.72 89.6 93.83
26-Sep-2019 MGL 930.20 934.85 1944000 0.5 99.08 94.11
26-Sep-2019 MINDTREE 696.30 697.55 1314000 0.18 84.79 89.1
26-Sep-2019 MOTHERSUMI 108.95 109.8 28373400 0.78 98.08 93
26-Sep-2019 MRF 62859.60 63346.05 20380 0.77 96.97 94.52
26-Sep-2019 MUTHOOTFIN 681.00 686.8 1669500 0.85 91.02 94.5
26-Sep-2019 NATIONALUM 46.30 46.6 28620000 0.65 95.69 90.47
26-Sep-2019 NBCC 38.05 38.3 25525500 0.66 97.42 93.49
26-Sep-2019 NCC 61.75 62.25 46488000 0.81 94.08 94.3
26-Sep-2019 NESTLEIND 13934.60 13934.95 536350 0 84.27 93.8
26-Sep-2019 NIITTECH 1389.40 1394.05 632250 0.33 90.42 82.36
26-Sep-2019 NMDC 90.90 91.3 24348000 0.44 96.28 91.97
26-Sep-2019 NTPC 116.55 117.35 64944000 0.69 88.98 76.45
26-Sep-2019 OIL 148.50 149.75 9738135 0.84 98.05 90.92
26-Sep-2019 ONGC 137.05 137.15 60772500 0.07 93.24 78.93
26-Sep-2019 PAGEIND 22021.55 21700.25 185975 -1.46 97.91 90.45
26-Sep-2019 PEL 1859.55 1864.35 4402254 0.26 99.29 89.45
26-Sep-2019 PETRONET 258.90 261 21594000 0.81 98.15 91.57
26-Sep-2019 PFC 100.40 101.15 41819000 0.75 96.04 88.15
26-Sep-2019 PIDILITIND 1454.10 1465.1 2545000 0.76 98.4 93.26
26-Sep-2019 PNB 62.80 63.35 98224000 0.88 97.59 93.84
26-Sep-2019 POWERGRID 199.25 200.5 29284000 0.63 91.85 80.27
26-Sep-2019 PVR 1884.30 1886.9 1002800 0.14 96.34 91.68
26-Sep-2019 RAMCOCEM 770.55 769.7 1232000 -0.11 90.93 96.78
26-Sep-2019 RBLBANK 384.25 381.9 11955600 -0.61 91.91 87.37
26-Sep-2019 RECLTD 128.60 129.4 26358000 0.62 96 87.6
26-Sep-2019 RELIANCE 1296.80 1304.45 53624500 0.59 95.93 87.61
26-Sep-2019 SAIL 34.25 34.6 76332000 1.02 97.74 91.69
26-Sep-2019 SBIN 281.85 284 105234000 0.76 92.75 85.4
26-Sep-2019 SHREECEM 19365.00 19518.9 168250 0.79 97.57 90.16
26-Sep-2019 SIEMENS 1489.80 1496.55 1118700 0.45 95.4 95.97
26-Sep-2019 SRF 2768.90 2791.8 886750 0.83 91.04 97.26
26-Sep-2019 SRTRANSFIN 1102.25 1111.55 4246200 0.84 97.39 93.57
26-Sep-2019 STAR 328.70 330.95 2289600 0.68 96.66 94.79
26-Sep-2019 SUNPHARMA 411.95 414.75 56738000 0.68 96.8 93.67
26-Sep-2019 SUNTV 470.45 473.6 4745000 0.67 97.03 90.5
26-Sep-2019 TATACHEM 606.40 611 1892700 0.76 95.93 93.29
26-Sep-2019 TATAELXSI 685.70 688.7 1851600 0.44 97.44 93.04
26-Sep-2019 TATAGLOBAL 279.90 281.75 8386200 0.66 96.75 85.06
26-Sep-2019 TATAMOTORS 124.50 125.5 65457000 0.8 93.73 94.18
26-Sep-2019 TATAMTRDVR 56.85 57.3 34608000 0.79 92.97 95.72
26-Sep-2019 TATAPOWER 63.65 64.15 37089000 0.79 95 91.89
26-Sep-2019 TATASTEEL 375.75 376.8 28819943 0.28 93.43 93.06
26-Sep-2019 TCS 2087.60 2095.95 17983250 0.4 96.46 85.34
26-Sep-2019 TECHM 713.70 716.6 14382000 0.41 94.76 88.75
26-Sep-2019 TITAN 1288.30 1296.95 8386500 0.67 93.41 89.5
26-Sep-2019 TORNTPHARM 1699.85 1707.7 336000 0.46 80.53 85.3
26-Sep-2019 TORNTPOWER 290.10 291.1 4026000 0.34 97.75 90.29
26-Sep-2019 TVSMOTOR 417.85 407.35 6579100 -2.51 96.15 89.11
26-Sep-2019 UBL 1354.70 1366.1 1373400 0.84 74.74 95.93
26-Sep-2019 UJJIVAN 318.30 320.85 7017600 0.8 86.21 93.91
26-Sep-2019 ULTRACEMCO 4395.60 4409.3 2555000 0.31 92.08 89.48
26-Sep-2019 UNIONBANK 56.55 57 32074000 0.8 98.22 97.46
26-Sep-2019 UPL 583.60 587.6 14582700 0.69 98.29 84.24
26-Sep-2019 VEDL 166.10 166.75 47439000 0.39 83.7 90.3
26-Sep-2019 VOLTAS 678.00 682.8 1806000 0.71 83.16 92.81
26-Sep-2019 WIPRO 237.10 239.05 28633600 0.82 92 84.5
26-Sep-2019 YESBANK 51.05 51.55 151188400 0.98 94.75 88.27
26-Sep-2019 ZEEL 286.70 288.9 33329400 0.77 92.61 92.2

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