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
28-Jun-2018 JSWSTEEL 96.94 93.13
28-Jun-2018 DABUR 95.43 91.88
28-Jun-2018 BRITANNIA 94.29 86.45
28-Jun-2018 CENTURYTEX 93.73 92.29
28-Jun-2018 M&MFIN 93.54 83.78
28-Jun-2018 LICHSGFIN 93.42 89.66
28-Jun-2018 SRTRANSFIN 93.24 87.74
28-Jun-2018 SHREECEM 93.1 84.27
28-Jun-2018 BOSCHLTD 93.06 77.02
28-Jun-2018 PEL 92.84 91.1

Bottom 10 Stock Rollover

Date Stock Rollover_% Rollover_%_6_Month_Avg
28-Jun-2018 ADANIPORTS 48.28 77.18
28-Jun-2018 OFSS 55.39 65.71
28-Jun-2018 INFRATEL 57.85 76.52
28-Jun-2018 OIL 61.69 71.94
28-Jun-2018 INDIANB 62.39 82.13
28-Jun-2018 TORNTPOWER 64.43 74.45
28-Jun-2018 KOTAKBANK 64.53 74.58
28-Jun-2018 SRF 66.37 73.89
28-Jun-2018 TITAN 66.46 82.32
28-Jun-2018 KPIT 67.36 84.5

Top 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
28-Jun-2018 Sugar 91.25 81.21
28-Jun-2018 Fertilisers 88.71 87.82
28-Jun-2018 Real Estate 88.17 87.51
28-Jun-2018 Building Material 87.98 82.06
28-Jun-2018 Metals & Mining 87.75 84.27

Bottom 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
28-Jun-2018 Oil & Gas 77.38 79.26
28-Jun-2018 Consumer Product 77.41 81.73
28-Jun-2018 Infra & Const 77.72 85.32
28-Jun-2018 Paints 78.13 75.58
28-Jun-2018 I.T. 78.25 79.46
Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% Rollover_%_6_Month_Avg
28-Jun-2018 BANKNIFTY 26324.60 26237.5 1932000 -0.33 71.79 73.98
28-Jun-2018 NIFTY 10589.10 10571.1 18788625 -0.17 64.05 67.56
28-Jun-2018 ACC 1291.35 1293.95 1865200 0.2 69.09 75.95
28-Jun-2018 ADANIENT 109.35 109.95 12720000 0.55 83.75 83.92
28-Jun-2018 ADANIPORTS 361.80 363.05 7385000 0.35 48.28 77.18
28-Jun-2018 ADANIPOWER 15.50 15.65 99640000 0.97 87.24 89.94
28-Jun-2018 AJANTPHARM 977.40 982.75 857500 0.55 76.51 80.39
28-Jun-2018 ALBK 40.95 41.25 11330000 0.73 80.18 82.68
28-Jun-2018 AMARAJABAT 728.10 706.3 1396500 -2.99 70.63 80.65
28-Jun-2018 AMBUJACEM 200.90 202.25 11970000 0.67 84.89 74.87
28-Jun-2018 ANDHRABANK 31.40 31.6 20423000 0.64 84.34 84.22
28-Jun-2018 APOLLOHOSP 1012.40 1018.25 644000 0.58 77.11 80.26
28-Jun-2018 APOLLOTYRE 254.65 247.5 8328000 -2.81 74.23 78.73
28-Jun-2018 ARVIND 386.85 389 4722000 0.56 86.7 84.92
28-Jun-2018 ASHOKLEY 124.10 122.6 76744000 -1.21 88.58 87.31
28-Jun-2018 ASIANPAINT 1268.40 1273.25 5002200 0.38 82.25 77.2
28-Jun-2018 AUROPHARMA 600.65 604.35 19604000 0.62 91.75 89.51
28-Jun-2018 AXISBANK 504.60 506.45 38913600 0.37 83.93 84.02
28-Jun-2018 BAJAJ-AUTO 2716.00 2673.1 2900250 -1.58 89.16 83.38
28-Jun-2018 BAJAJFINSV 5848.00 5879.2 729875 0.53 83.62 79.66
28-Jun-2018 BAJFINANCE 2274.70 2284.65 4844500 0.44 80.32 85.44
28-Jun-2018 BALKRISIND 1018.80 1022.5 1245600 0.36 82.68 79.49
28-Jun-2018 BALRAMCHIN 65.65 66 14084000 0.53 91.25 81.21
28-Jun-2018 BANKBARODA 113.00 113.7 71108000 0.62 87 88.96
28-Jun-2018 BANKINDIA 85.15 85.6 28134000 0.53 82.35 84.86
28-Jun-2018 BATAINDIA 828.35 830.2 2355100 0.22 86.29 83.07
28-Jun-2018 BEL 103.75 104.3 30269250 0.53 84.81 81.85
28-Jun-2018 BEML 798.60 803.9 1875500 0.66 81.45 87.42
28-Jun-2018 BERGEPAINT 281.05 279.9 1632400 -0.41 74 73.96
28-Jun-2018 BHARATFIN 1174.75 1180.9 5531000 0.52 91.73 88.63
28-Jun-2018 BHARATFORG 604.40 606.1 8833200 0.28 88.81 87.96
28-Jun-2018 BHARTIARTL 377.95 377.45 25906300 -0.13 86.99 89.16
28-Jun-2018 BHEL 69.75 70.15 47152500 0.57 86.51 83.1
28-Jun-2018 BIOCON 616.60 619.6 8562600 0.49 88.32 86.74
28-Jun-2018 BOSCHLTD 17267.95 17346.35 135390 0.45 93.06 77.02
28-Jun-2018 BPCL 366.95 363.7 11734200 -0.89 73.87 71.25
28-Jun-2018 BRITANNIA 6129.55 6152.6 725600 0.38 94.29 86.45
28-Jun-2018 CADILAHC 378.05 380.5 7132800 0.65 90.58 85.32
28-Jun-2018 CANBK 248.80 249.5 12536000 0.28 87.31 85.06
28-Jun-2018 CANFINHOME 334.90 337.05 3751250 0.64 79.94 85.79
28-Jun-2018 CAPF 527.40 530.75 7898400 0.64 88 90.97
28-Jun-2018 CASTROLIND 165.20 162.05 9595600 -1.91 80.93 88
28-Jun-2018 CEATLTD 1249.90 1240.35 1619800 -0.76 85.67 83.01
28-Jun-2018 CENTURYTEX 895.05 890.9 5987850 -0.46 93.73 92.29
28-Jun-2018 CESC 882.85 889.5 6014250 0.75 91.91 88.95
28-Jun-2018 CGPOWER 55.65 55.9 31620000 0.45 81.37 85.12
28-Jun-2018 CHENNPETRO 294.15 284.55 1779000 -3.26 71.7 85.38
28-Jun-2018 CHOLAFIN 1468.15 1472.05 862500 0.27 79.66 75.86
28-Jun-2018 CIPLA 600.90 601.25 7626000 0.06 73.74 83.64
28-Jun-2018 COALINDIA 260.65 259.35 18306200 -0.5 84.47 73.99
28-Jun-2018 COLPAL 1155.55 1159.6 2163000 0.35 85.3 75.98
28-Jun-2018 CONCOR 611.30 610.8 3007500 -0.08 83.01 78.56
28-Jun-2018 CUMMINSIND 647.45 644.6 808500 -0.44 80.56 71.6
28-Jun-2018 DABUR 387.45 382.85 14717500 -1.19 95.43 91.88
28-Jun-2018 DALMIABHA 2247.60 2255.45 707700 0.35 84.43 86.26
28-Jun-2018 DCBBANK 162.25 163.35 6331500 0.68 85.02 82.24
28-Jun-2018 DHFL 636.05 640 25947000 0.62 89.2 88.99
28-Jun-2018 DISHTV 70.95 71.25 58928000 0.42 80.14 88.74
28-Jun-2018 DIVISLAB 1000.15 1003.95 2733600 0.38 72.87 79.82
28-Jun-2018 DLF 185.15 186.3 32260000 0.62 88.17 87.51
28-Jun-2018 DRREDDY 2295.75 2279.35 4384500 -0.71 88.05 85.68
28-Jun-2018 EICHERMOT 28425.55 28542.35 204925 0.41 85.61 82.82
28-Jun-2018 ENGINERSIN 120.85 121.3 9341500 0.37 68.98 79.53
28-Jun-2018 EQUITAS 134.35 135.4 19536000 0.78 88.61 93.5
28-Jun-2018 ESCORTS 826.00 831.6 4477000 0.68 85.83 85.51
28-Jun-2018 EXIDEIND 248.60 248.1 7464000 -0.2 80.21 87.12
28-Jun-2018 FEDERALBNK 78.60 79.1 61319500 0.64 82.99 87.7
28-Jun-2018 GAIL 319.55 319.2 12673584 -0.11 77.8 73.17
28-Jun-2018 GLENMARK 572.70 576.85 4404000 0.72 86.38 89.6
28-Jun-2018 GMRINFRA 15.25 15.3 257940000 0.33 82.52 90.99
28-Jun-2018 GODFRYPHLP 716.55 721.4 461300 0.68 83.67 83.02
28-Jun-2018 GODREJCP 1217.95 1220.5 2048800 0.21 90.69 84.57
28-Jun-2018 GODREJIND 594.75 598.5 1462500 0.63 84.15 80.81
28-Jun-2018 GRANULES 78.00 78.45 11475000 0.58 83.48 85.85
28-Jun-2018 GRASIM 1003.60 1007 5103000 0.34 85.63 83.65
28-Jun-2018 GSFC 101.25 102.05 15120000 0.79 87.67 88.47
28-Jun-2018 HAVELLS 522.90 522.35 4184000 -0.11 87.53 86.2
28-Jun-2018 HCC 10.85 10.9 41148000 0.46 84.3 85.48
28-Jun-2018 HCLTECH 909.60 913.45 9740500 0.42 67.68 81.85
28-Jun-2018 HDFC 1878.00 1872.1 23317500 -0.31 84.69 80.98
28-Jun-2018 HDFCBANK 2130.85 2119.1 19299000 -0.55 73.43 76.38
28-Jun-2018 HEROMOTOCO 3516.05 3479.7 1311600 -1.03 70.41 78.19
28-Jun-2018 HEXAWARE 458.30 450.75 4329000 -1.65 87.8 76.5
28-Jun-2018 HINDALCO 221.05 221.95 34695500 0.41 78.76 83.25
28-Jun-2018 HINDPETRO 261.35 262.85 27310500 0.57 82.93 82.84
28-Jun-2018 HINDUNILVR 1602.75 1611.15 8569200 0.52 84.3 81.62
28-Jun-2018 HINDZINC 272.10 273.75 9260800 0.61 90.5 83.56
28-Jun-2018 IBULHSGFIN 1136.70 1139.9 15729000 0.28 76.58 87.95
28-Jun-2018 ICICIBANK 271.40 271.4 92325750 0 81.48 74.67
28-Jun-2018 ICICIPRULI 369.90 372.2 7848100 0.62 81.51 77.19
28-Jun-2018 IDBI 49.85 50.2 54540000 0.7 86.4 82.26
28-Jun-2018 IDEA 56.70 57.1 129493000 0.71 90.98 87.75
28-Jun-2018 IDFC 46.50 46.25 135141600 -0.54 77.88 93.09
28-Jun-2018 IDFCBANK 39.30 39.2 167442000 -0.25 77.02 88.91
28-Jun-2018 IFCI 14.70 14.85 63050000 1.02 80.67 87.07
28-Jun-2018 IGL 242.30 243.4 6182000 0.45 74.97 82.57
28-Jun-2018 INDIACEM 102.75 103.3 22942500 0.54 82.1 88.71
28-Jun-2018 INDIANB 347.05 330.8 2222000 -4.68 62.39 82.13
28-Jun-2018 INDIGO 1100.15 1093.55 4902000 -0.6 89.78 77.17
28-Jun-2018 INDUSINDBK 1967.60 1936.2 6141000 -1.6 75.16 77.28
28-Jun-2018 INFIBEAM 154.60 150.55 32524000 -2.62 89.35 89.66
28-Jun-2018 INFRATEL 297.95 286.15 4936800 -3.96 57.85 76.52
28-Jun-2018 INFY 1289.60 1283.3 27859800 -0.49 85.29 85.77
28-Jun-2018 IOC 154.35 153.1 31470000 -0.81 77.85 72.35
28-Jun-2018 IRB 202.60 203.65 17950000 0.52 82.26 88.38
28-Jun-2018 ITC 260.50 260.4 78691200 -0.04 78.96 79.9
28-Jun-2018 JETAIRWAYS 332.30 333.75 6661200 0.44 82.91 86.99
28-Jun-2018 JINDALSTEL 209.90 211.1 30665250 0.57 87.53 86.37
28-Jun-2018 JISLJALEQS 79.30 79.8 37350000 0.63 82.38 89.06
28-Jun-2018 JPASSOCIAT 15.80 15.8 181594000 0 90.85 89.94
28-Jun-2018 JSWSTEEL 322.40 321.55 62583000 -0.26 96.94 93.13
28-Jun-2018 JUBLFOOD 1364.30 1373.5 3400000 0.67 88.47 84.49
28-Jun-2018 JUSTDIAL 541.60 545.2 3187800 0.66 82.57 78.97
28-Jun-2018 KAJARIACER 483.05 486 1639000 0.61 87.98 82.06
28-Jun-2018 KOTAKBANK 1339.10 1334.25 10043200 -0.36 64.53 74.58
28-Jun-2018 KPIT 264.95 266.3 4185000 0.51 67.36 84.5
28-Jun-2018 KSCL 537.90 541.95 1888500 0.75 82.93 84.36
28-Jun-2018 KTKBANK 105.80 103.5 20146500 -2.17 89.62 88.48
28-Jun-2018 L&TFH 148.35 149.25 29713500 0.61 79.71 88.03
28-Jun-2018 LICHSGFIN 470.30 470.95 11662200 0.14 93.42 89.66
28-Jun-2018 LT 1234.95 1239.45 16239000 0.36 82.49 75.96
28-Jun-2018 LUPIN 897.75 898.1 9037000 0.04 77.05 89.88
28-Jun-2018 M&M 907.75 905.15 15031000 -0.29 85.38 77.6
28-Jun-2018 M&MFIN 456.80 455.7 8451250 -0.24 93.54 83.78
28-Jun-2018 MANAPPURAM 96.40 97.15 18582000 0.78 86.5 87.86
28-Jun-2018 MARICO 332.60 334.85 4461600 0.68 88.19 82.73
28-Jun-2018 MARUTI 8771.30 8807.85 2162925 0.42 86.33 82.96
28-Jun-2018 MCDOWELL-N 657.65 660.8 9817500 0.48 88.98 88.8
28-Jun-2018 MCX 726.55 731.95 3374000 0.74 90.91 91.22
28-Jun-2018 MFSL 424.65 426.05 3097200 0.33 90.56 88.57
28-Jun-2018 MGL 799.75 800.65 1464600 0.11 81.69 83.74
28-Jun-2018 MINDTREE 953.00 956.5 3796800 0.37 83.82 73.5
28-Jun-2018 MOTHERSUMI 281.50 282.65 14137600 0.41 81.94 85.95
28-Jun-2018 MRF 72933.05 73270.25 25150 0.46 82.34 88.06
28-Jun-2018 MRPL 77.60 78 6588000 0.52 75.81 80.76
28-Jun-2018 MUTHOOTFIN 374.30 375.95 1650000 0.44 73.69 83.22
28-Jun-2018 NATIONALUM 62.05 62.4 47304000 0.56 85.41 83.73
28-Jun-2018 NBCC 72.35 72.95 21330000 0.83 87.64 85.26
28-Jun-2018 NCC 90.90 91.55 44208000 0.72 81.33 84.64
28-Jun-2018 NESTLEIND 9772.50 9826.1 250300 0.55 85.63 84.78
28-Jun-2018 NHPC 22.55 22.7 28566000 0.67 79.94 73.48
28-Jun-2018 NIITTECH 1060.70 1068.1 1164750 0.7 75.4 75.8
28-Jun-2018 NMDC 103.35 104 24564000 0.63 84.71 82.44
28-Jun-2018 NTPC 156.40 154.4 44392000 -1.28 84.83 76.11
28-Jun-2018 OFSS 4158.20 4091.75 49350 -1.6 55.39 65.71
28-Jun-2018 OIL 201.25 198.85 2522058 -1.19 61.69 71.94
28-Jun-2018 ONGC 153.50 154.2 42060000 0.46 72.94 79
28-Jun-2018 ORIENTBANK 71.70 72.1 12564000 0.56 81.99 82.23
28-Jun-2018 PAGEIND 27137.95 27211.4 49125 0.27 74.33 75.39
28-Jun-2018 PCJEWELLER 135.60 136.45 6978000 0.63 79.47 79.79
28-Jun-2018 PEL 2551.40 2536.15 2034272 -0.6 92.84 91.1
28-Jun-2018 PETRONET 206.50 207.15 16785000 0.31 88.22 88.49
28-Jun-2018 PFC 73.80 74.2 86010000 0.54 91.5 85.43
28-Jun-2018 PIDILITIND 1028.30 1034.45 3520000 0.6 85.12 75.81
28-Jun-2018 PNB 72.80 73.45 83193000 0.89 87.69 84.4
28-Jun-2018 POWERGRID 184.80 183.6 56860000 -0.65 85.62 78
28-Jun-2018 PTC 73.10 73.7 17400000 0.82 84.77 88.1
28-Jun-2018 PVR 1392.25 1392.1 842800 -0.01 71.7 83.16
28-Jun-2018 RAMCOCEM 687.30 679.85 873600 -1.08 78.01 72.75
28-Jun-2018 RAYMOND 892.55 897.95 4809600 0.61 90.48 90.93
28-Jun-2018 RBLBANK 542.15 545.35 3780000 0.59 76.51 86.55
28-Jun-2018 RCOM 13.30 13.4 82908000 0.75 78.95 81.96
28-Jun-2018 RECLTD 99.70 100.35 40392000 0.65 87.24 84.17
28-Jun-2018 RELCAPITAL 388.70 390.8 8259000 0.54 80.4 89.67
28-Jun-2018 RELIANCE 944.95 950.1 48045000 0.55 84.17 81.49
28-Jun-2018 RELINFRA 396.75 398.7 6381700 0.49 84.2 87.47
28-Jun-2018 REPCOHOME 544.10 541.2 549000 -0.53 79.84 79.94
28-Jun-2018 RPOWER 31.75 31.9 47164000 0.47 84.51 86.4
28-Jun-2018 SAIL 81.05 81.6 81384000 0.68 89.22 86.28
28-Jun-2018 SBIN 257.00 258.35 73377000 0.53 78.54 80.07
28-Jun-2018 SHREECEM 15499.35 15579.2 80850 0.52 93.1 84.27
28-Jun-2018 SIEMENS 955.20 961.75 1103500 0.69 91.74 81.48
28-Jun-2018 SOUTHBANK 21.40 21.2 145687836 -0.93 91.51 88.81
28-Jun-2018 SREINFRA 63.55 63.65 19880000 0.16 91.96 86.73
28-Jun-2018 SRF 1642.10 1651.7 707500 0.58 66.37 73.89
28-Jun-2018 SRTRANSFIN 1303.65 1302.75 4258200 -0.07 93.24 87.74
28-Jun-2018 STAR 391.05 390.4 3806400 -0.17 82.01 87.98
28-Jun-2018 SUNPHARMA 567.30 570.45 41115800 0.56 92.07 91.78
28-Jun-2018 SUNTV 779.05 784.25 6718000 0.67 86.64 86.56
28-Jun-2018 SUZLON 7.40 7.5 270945000 1.35 82.28 86.8
28-Jun-2018 SYNDIBANK 39.20 39.55 25830000 0.89 87.26 88.37
28-Jun-2018 TATACHEM 689.60 665.05 3375000 -3.56 89.75 87.16
28-Jun-2018 TATACOMM 584.90 584.95 3237600 0.01 84.2 85.94
28-Jun-2018 TATAELXSI 1284.90 1283 1156800 -0.15 80.78 83.28
28-Jun-2018 TATAGLOBAL 263.95 263.75 12289500 -0.08 84.33 87.22
28-Jun-2018 TATAMOTORS 263.35 265 89875500 0.63 88.78 84.82
28-Jun-2018 TATAMTRDVR 157.40 158.35 24777200 0.6 91.38 86.62
28-Jun-2018 TATAPOWER 71.65 70.85 43299000 -1.12 87.46 85.19
28-Jun-2018 TATASTEEL 127.95 541 42235227 322.82 88.98 78.71
28-Jun-2018 TCS 1842.70 1847.75 10836500 0.27 78.72 78.14
28-Jun-2018 TECHM 664.25 654.95 16374000 -1.4 90.27 82.78
28-Jun-2018 TITAN 836.35 836.95 14342250 0.07 66.46 82.32
28-Jun-2018 TORNTPHARM 1397.60 1408.6 587500 0.79 76.23 81.31
28-Jun-2018 TORNTPOWER 228.25 228.85 1653000 0.26 64.43 74.45
28-Jun-2018 TV18BRDCST 51.25 51.65 66130000 0.78 82.74 89.63
28-Jun-2018 TVSMOTOR 557.70 554.95 6791000 -0.49 89.81 79.43
28-Jun-2018 UBL 1123.05 1128.9 1413300 0.52 81.01 79.49
28-Jun-2018 UJJIVAN 368.50 370.75 4288000 0.61 87.96 88.74
28-Jun-2018 ULTRACEMCO 3721.40 3716.1 1920400 -0.14 87.09 85.89
28-Jun-2018 UNIONBANK 79.80 80.3 32472000 0.63 88.31 87
28-Jun-2018 UPL 606.65 609.55 13358400 0.48 86.35 86.2
28-Jun-2018 VEDL 230.00 231 48630750 0.43 87.67 81
28-Jun-2018 VGUARD 195.95 186.05 2577000 -5.05 80.11 82.86
28-Jun-2018 VOLTAS 511.50 501.25 4740000 -2 83.45 77.75
28-Jun-2018 WIPRO 257.10 258.3 27379200 0.47 88.22 86.23
28-Jun-2018 WOCKPHARMA 625.50 629.85 2958300 0.7 82.24 88.17
28-Jun-2018 YESBANK 329.30 330.2 46413500 0.27 84.33 85.11
28-Jun-2018 ZEEL 539.00 538.45 7868900 -0.1 86.43 79.43

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