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-Mar-2018 JSWSTEEL 95.07 92.74
28-Mar-2018 EQUITAS 94.96 87.47
28-Mar-2018 PETRONET 94.48 83.62
28-Mar-2018 CASTROLIND 94.16 87.2
28-Mar-2018 MCDOWELL-N 94.07 88.61
28-Mar-2018 BHARTIARTL 94.01 86.9
28-Mar-2018 MCX 94.01 89.14
28-Mar-2018 SRTRANSFIN 93.9 82.58
28-Mar-2018 IDFCBANK 93.68 91.15
28-Mar-2018 CENTURYTEX 93.49 91.73

Bottom 10 Stock Rollover

Date Stock Rollover_% Rollover_%_6_Month_Avg
28-Mar-2018 FORTIS 32.31 94.61
28-Mar-2018 OFSS 45.88 78.9
28-Mar-2018 CHOLAFIN 50.72 81.53
28-Mar-2018 BAJAJFINSV 52.42 87.72
28-Mar-2018 AMBUJACEM 52.77 78.53
28-Mar-2018 BOSCHLTD 63.32 82.29
28-Mar-2018 TITAN 63.95 85.19
28-Mar-2018 ACC 64.01 80.15
28-Mar-2018 RAMCOCEM 64.24 73.22
28-Mar-2018 NHPC 67.85 76.26

Top 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
28-Mar-2018 Holding Companies 91.21 86.79
28-Mar-2018 Alcohol 90.73 82.53
28-Mar-2018 Telecom 90.51 84.88
28-Mar-2018 Aviation 89.11 85.17
28-Mar-2018 Agriculture Products 88.54 85.51

Bottom 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
28-Mar-2018 Broking and Financial 72.83 86.21
28-Mar-2018 Cement etc 77.09 84.52
28-Mar-2018 Building Material 78.52 80.65
28-Mar-2018 I.T. 78.75 81.89
28-Mar-2018 Sugar 78.8 84.46
Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% Rollover_%_6_Month_Avg
28-Mar-2018 BANKNIFTY 24263.35 24339.3 1477720 0.31 75.22 66.65
28-Mar-2018 NIFTY 10113.70 10151.95 19321050 0.38 68.73 67.92
28-Mar-2018 ACC 1507.50 1511.7 1122400 0.28 64.01 80.15
28-Mar-2018 ADANIENT 156.40 157.4 17704000 0.64 87.72 85.75
28-Mar-2018 ADANIPORTS 354.10 356.25 13287500 0.61 86 80.81
28-Mar-2018 ADANIPOWER 23.70 23.9 93860000 0.84 90.82 91.49
28-Mar-2018 AJANTPHARM 1390.35 1399.15 514000 0.63 80.78 82.53
28-Mar-2018 ALBK 49.60 48.65 13220000 -1.92 73.53 82.78
28-Mar-2018 AMARAJABAT 795.00 798.35 1136800 0.42 80.36 83.35
28-Mar-2018 AMBUJACEM 232.95 232.7 11155000 -0.11 52.77 78.53
28-Mar-2018 ANDHRABANK 41.60 41.85 20220000 0.6 85.88 83.4
28-Mar-2018 APOLLOHOSP 1064.65 1066.5 719000 0.17 81.21 75.3
28-Mar-2018 APOLLOTYRE 277.05 273.8 10266000 -1.17 78.56 78.04
28-Mar-2018 ARVIND 382.95 385.45 5274000 0.65 87.27 84.19
28-Mar-2018 ASHOKLEY 145.45 145.8 50421000 0.24 90.42 88.5
28-Mar-2018 ASIANPAINT 1120.40 1125.65 4121400 0.47 88.07 76.72
28-Mar-2018 AUROPHARMA 557.85 560.85 22304800 0.54 87.36 90.44
28-Mar-2018 AXISBANK 510.50 511.3 38558400 0.16 80.37 84.37
28-Mar-2018 BAJAJ-AUTO 2744.70 2760.75 2067500 0.58 84.42 84.36
28-Mar-2018 BAJAJFINSV 5171.55 5179.7 611125 0.16 52.42 87.72
28-Mar-2018 BAJFINANCE 1767.55 1778.45 4752500 0.62 89.64 83.27
28-Mar-2018 BALKRISIND 1068.65 1069.7 834400 0.1 69.28 79.21
28-Mar-2018 BALRAMCHIN 75.65 76.25 13835500 0.79 78.8 84.46
28-Mar-2018 BANKBARODA 142.30 142.65 50344000 0.25 86.01 85.99
28-Mar-2018 BANKINDIA 103.55 104.2 22866000 0.63 88.01 82.03
28-Mar-2018 BATAINDIA 729.95 734.35 2278100 0.6 90.05 77.4
28-Mar-2018 BEL 141.45 142.15 24982650 0.49 82.93 82.3
28-Mar-2018 BEML 1044.10 1049.3 2147100 0.5 90.96 86.83
28-Mar-2018 BERGEPAINT 256.70 253.5 1084600 -1.25 72.77 75.48
28-Mar-2018 BHARATFIN 1096.85 1102.7 4268000 0.53 86.2 88.34
28-Mar-2018 BHARATFORG 699.65 703.25 6906000 0.51 92.56 85
28-Mar-2018 BHARTIARTL 398.70 400.05 54184100 0.34 94.01 86.9
28-Mar-2018 BHEL 81.35 81.8 47842500 0.55 87.21 83.87
28-Mar-2018 BIOCON 593.90 596.45 7011000 0.43 87.15 86.1
28-Mar-2018 BOSCHLTD 18017.55 18121.35 160625 0.58 63.32 82.29
28-Mar-2018 BPCL 427.45 429.6 10389600 0.5 79.46 72.07
28-Mar-2018 BRITANNIA 4970.60 4969.95 850200 -0.01 87.49 82.85
28-Mar-2018 CADILAHC 377.85 379.5 5281600 0.44 87.6 82.79
28-Mar-2018 CANBK 263.90 265.55 10822400 0.63 88.37 81.43
28-Mar-2018 CANFINHOME 484.50 487.95 5630000 0.71 83.99 86.89
28-Mar-2018 CAPF 615.95 620.35 7386400 0.71 93.29 88.13
28-Mar-2018 CASTROLIND 204.90 201.5 10880800 -1.66 94.16 87.2
28-Mar-2018 CEATLTD 1506.30 1510.55 1038100 0.28 87.2 81.34
28-Mar-2018 CENTURYTEX 1142.60 1146.35 5865200 0.33 93.49 91.73
28-Mar-2018 CESC 966.20 969.65 5467000 0.36 85.92 85.29
28-Mar-2018 CGPOWER 77.60 77.75 21240000 0.19 90.09 86.86
28-Mar-2018 CHENNPETRO 327.35 329.25 2512500 0.58 88.59 82.25
28-Mar-2018 CHOLAFIN 1450.45 1456.95 317500 0.45 50.72 81.53
28-Mar-2018 CIPLA 545.45 544.55 8296000 -0.17 87.99 83.41
28-Mar-2018 COALINDIA 283.30 281.8 16143600 -0.53 68.9 72.25
28-Mar-2018 COLPAL 1056.90 1054.25 1351000 -0.25 78.49 77.43
28-Mar-2018 CONCOR 1245.10 1237.4 903125 -0.62 83.47 82.03
28-Mar-2018 CUMMINSIND 700.25 682.45 2137800 -2.54 89.38 73.78
28-Mar-2018 DABUR 328.40 328.5 13705000 0.03 90.52 90.98
28-Mar-2018 DALMIABHA 2874.15 2862 570000 -0.42 83.92 87.14
28-Mar-2018 DCBBANK 161.55 162.2 4144500 0.4 83.14 83.24
28-Mar-2018 DHFL 510.15 513.25 26923500 0.61 92.32 91.6
28-Mar-2018 DISHTV 71.25 71.6 43750000 0.49 90.83 87.91
28-Mar-2018 DIVISLAB 1090.20 1096.9 2113600 0.61 83.02 80.59
28-Mar-2018 DLF 201.25 202.45 45855000 0.6 90.98 86.52
28-Mar-2018 DRREDDY 2080.55 2093 3980250 0.6 91.53 85.88
28-Mar-2018 EICHERMOT 28372.65 28493.55 187650 0.43 77.66 83.91
28-Mar-2018 ENGINERSIN 158.45 157.85 6800500 -0.38 83.77 81.07
28-Mar-2018 EQUITAS 144.10 144.6 17692800 0.35 94.96 87.47
28-Mar-2018 ESCORTS 818.10 823.55 3104200 0.67 88.03 83.38
28-Mar-2018 EXIDEIND 222.85 223.05 8584000 0.09 91.91 86.2
28-Mar-2018 FEDERALBNK 89.20 89.8 52833000 0.67 88.82 85.75
28-Mar-2018 FORTIS 123.35 122.75 4994500 -0.49 32.31 94.61
28-Mar-2018 GAIL 328.55 330.4 13993749 0.56 83.29 71.35
28-Mar-2018 GLENMARK 526.30 528.75 5101200 0.47 92.36 88.24
28-Mar-2018 GMRINFRA 16.85 17.05 284445000 1.19 91.63 90.37
28-Mar-2018 GODFRYPHLP 821.25 825.9 586000 0.57 90.45 79.45
28-Mar-2018 GODREJCP 1093.65 1099.45 2411200 0.53 89.18 85.66
28-Mar-2018 GODREJIND 549.90 552.25 1842000 0.43 89.33 82.81
28-Mar-2018 GRANULES 103.25 104.05 14440000 0.77 84.91 85.41
28-Mar-2018 GRASIM 1050.90 1055.95 5376750 0.48 73.21 87.23
28-Mar-2018 GSFC 114.10 114.85 18081000 0.66 84.87 88.17
28-Mar-2018 HAVELLS 487.85 490.7 4506000 0.58 85.69 83.26
28-Mar-2018 HCC 22.20 22.4 40470000 0.9 83.62 86.67
28-Mar-2018 HCLTECH 968.60 970.9 9596300 0.24 87.58 81.49
28-Mar-2018 HDFC 1825.60 1834.55 15412000 0.49 83.67 77.67
28-Mar-2018 HDFCBANK 1886.10 1890.4 15021000 0.23 76.39 76.74
28-Mar-2018 HDIL 38.60 38.8 26406000 0.52 79.97 87.52
28-Mar-2018 HEROMOTOCO 3542.80 3528.95 1307800 -0.39 72.68 78.19
28-Mar-2018 HEXAWARE 376.85 372 3240000 -1.29 75.72 74.47
28-Mar-2018 HINDALCO 214.55 214.65 40407500 0.05 84.94 81.05
28-Mar-2018 HINDPETRO 344.85 345.7 24864525 0.25 84.01 84.96
28-Mar-2018 HINDUNILVR 1333.35 1339.5 8124000 0.46 92.04 82.17
28-Mar-2018 HINDZINC 300.55 302.85 14774400 0.77 89.27 81.89
28-Mar-2018 IBULHSGFIN 1237.25 1243 15460400 0.46 87.27 85.71
28-Mar-2018 ICICIBANK 278.35 279.75 91509000 0.5 84.69 74.45
28-Mar-2018 ICICIPRULI 388.60 390.25 4150900 0.42 80.76 80.95
28-Mar-2018 IDBI 72.20 72.6 37970000 0.55 73.71 84.31
28-Mar-2018 IDEA 75.90 76.4 102746000 0.66 90.05 80.65
28-Mar-2018 IDFC 48.75 48.9 163508400 0.31 93.32 89.25
28-Mar-2018 IDFCBANK 47.35 47.7 181881000 0.74 93.68 91.15
28-Mar-2018 IFCI 19.55 19.7 68640000 0.77 85.85 87.74
28-Mar-2018 IGL 279.45 281.05 5392750 0.57 85.67 82.12
28-Mar-2018 INDIACEM 141.75 142.45 22585500 0.49 90.29 89.09
28-Mar-2018 INDIANB 299.80 301.5 3286000 0.57 89.05 83.21
28-Mar-2018 INDIGO 1290.45 1283.05 3025200 -0.57 72.8 82.44
28-Mar-2018 INDUSINDBK 1796.75 1784.65 5215500 -0.67 79.68 77.81
28-Mar-2018 INFIBEAM 148.50 146.9 37356000 -1.08 92.78 87.91
28-Mar-2018 INFRATEL 336.15 334.6 5028600 -0.46 77.25 78.95
28-Mar-2018 INFY 1131.80 1136.85 34887000 0.45 88.11 82.29
28-Mar-2018 IOC 176.60 176.7 38220000 0.06 88.41 69.47
28-Mar-2018 IRB 223.00 224.15 14627500 0.52 87.94 83.39
28-Mar-2018 ITC 255.50 256.9 85449600 0.55 89.95 79.73
28-Mar-2018 JETAIRWAYS 608.75 612.45 5781600 0.61 89.11 85.17
28-Mar-2018 JINDALSTEL 219.10 220.15 30978000 0.48 85.57 84.95
28-Mar-2018 JISLJALEQS 106.45 107.1 34137000 0.61 84.6 91.3
28-Mar-2018 JPASSOCIAT 18.90 19.05 193120000 0.79 88.03 89.57
28-Mar-2018 JSWSTEEL 288.15 289.6 65301000 0.5 95.07 92.74
28-Mar-2018 JUBLFOOD 2325.85 2334.95 1646500 0.39 77.88 83.79
28-Mar-2018 JUSTDIAL 443.05 445.65 3386600 0.59 80.01 79.79
28-Mar-2018 KAJARIACER 572.55 571.25 1180000 -0.23 78.52 80.65
28-Mar-2018 KOTAKBANK 1047.80 1053.6 9532000 0.55 81.34 72.19
28-Mar-2018 KPIT 216.55 217.75 8320500 0.55 79.63 89.13
28-Mar-2018 KSCL 483.40 486.1 2092500 0.56 86.32 86.04
28-Mar-2018 KTKBANK 114.90 115.6 23639800 0.61 90.83 86.27
28-Mar-2018 L&TFH 157.10 157.8 29893500 0.45 91.21 86.79
28-Mar-2018 LICHSGFIN 534.40 537.55 12371700 0.59 92.37 87.93
28-Mar-2018 LT 1310.90 1318.35 11069250 0.57 71.3 79.66
28-Mar-2018 LUPIN 735.85 740 13687800 0.56 91.09 85.81
28-Mar-2018 M&M 738.90 742.6 13627000 0.5 80.78 78.9
28-Mar-2018 M&MFIN 463.25 463.8 7190000 0.12 91.52 82.08
28-Mar-2018 MANAPPURAM 109.05 109.75 17868000 0.64 89.94 87.99
28-Mar-2018 MARICO 326.05 327.9 4196400 0.57 88.93 81.06
28-Mar-2018 MARUTI 8861.10 8905.2 2128125 0.5 85.55 81.21
28-Mar-2018 MCDOWELL-N 3129.65 3145 2144000 0.49 94.07 88.61
28-Mar-2018 MCX 667.35 672.05 3415000 0.7 94.01 89.14
28-Mar-2018 MFSL 453.45 454.25 2716000 0.18 86.72 86.04
28-Mar-2018 MGL 958.05 963.75 889800 0.59 84.26 83.41
28-Mar-2018 MINDTREE 771.95 775.65 1653600 0.48 72.62 80.33
28-Mar-2018 MOTHERSUMI 310.95 312.3 13865600 0.43 82.56 83.85
28-Mar-2018 MRF 72513.25 72694.35 34815 0.25 88.7 89.92
28-Mar-2018 MRPL 109.85 110.45 4360500 0.55 84.27 80.03
28-Mar-2018 MUTHOOTFIN 407.45 407.35 1704000 -0.02 87.89 82.2
28-Mar-2018 NATIONALUM 66.45 66.75 36608000 0.45 81.82 85.97
28-Mar-2018 NBCC 190.40 191.45 10467000 0.55 87.41 84.84
28-Mar-2018 NCC 117.55 118 24728000 0.38 83.5 83.75
28-Mar-2018 NESTLEIND 8203.55 8240.55 215300 0.45 92.96 82.39
28-Mar-2018 NHPC 27.70 27.85 29781000 0.54 67.85 76.26
28-Mar-2018 NIITTECH 865.00 870.95 1389000 0.69 82.21 76.4
28-Mar-2018 NMDC 118.55 119.25 28374000 0.59 87.91 83.44
28-Mar-2018 NTPC 169.70 168.5 29564000 -0.71 84.86 73.03
28-Mar-2018 OFSS 3745.35 3751.45 55050 0.16 45.88 78.9
28-Mar-2018 OIL 216.35 216.25 3093090 -0.05 76.38 70.6
28-Mar-2018 ONGC 177.80 178.6 29898750 0.45 82.84 79.37
28-Mar-2018 ORIENTBANK 91.60 92.1 12966000 0.55 83.74 80.36
28-Mar-2018 PAGEIND 22684.55 22468.9 25000 -0.95 74.07 74.12
28-Mar-2018 PCJEWELLER 320.20 322.1 6043500 0.59 82.53 82.03
28-Mar-2018 PEL 104000.00 2447.25 1739822 -97.65 93.24 88.97
28-Mar-2018 PETRONET 230.95 231.25 16014000 0.13 94.48 83.62
28-Mar-2018 PFC 85.65 86.1 68112000 0.53 85.04 85.28
28-Mar-2018 PIDILITIND 917.80 922.5 1438000 0.51 77.93 82.26
28-Mar-2018 PNB 95.30 95.9 69532000 0.63 87.87 79.52
28-Mar-2018 POWERGRID 193.25 194.3 21192000 0.54 84.09 74.41
28-Mar-2018 PTC 87.40 87.8 21144000 0.46 90.39 85.85
28-Mar-2018 PVR 1215.25 1222.75 616400 0.62 86.97 77.48
28-Mar-2018 RAMCOCEM 723.75 727.95 902400 0.58 64.24 73.22
28-Mar-2018 RAYMOND 897.75 903.3 4598400 0.62 92.59 90.17
28-Mar-2018 RBLBANK 479.85 477.45 4230000 -0.5 86.34 86.48
28-Mar-2018 RCOM 21.75 21.9 86520000 0.69 85.59 83.55
28-Mar-2018 RECLTD 124.70 125.35 33948000 0.52 88.5 83.42
28-Mar-2018 RELCAPITAL 423.30 425.85 12473250 0.6 90.47 88.4
28-Mar-2018 RELIANCE 882.70 887.15 53806000 0.5 90.84 82.53
28-Mar-2018 RELINFRA 427.50 427.75 8920600 0.06 91.58 86.57
28-Mar-2018 REPCOHOME 562.35 552.55 921600 -1.74 72.78 82.78
28-Mar-2018 RNAVAL 27.40 27.55 39213000 0.55 84.23 84.48
28-Mar-2018 RPOWER 36.10 36.3 60840000 0.55 85.88 88.97
28-Mar-2018 SAIL 70.20 70.65 88128000 0.64 82.88 86.99
28-Mar-2018 SBIN 249.90 251.2 74271000 0.52 84.73 78.76
28-Mar-2018 SHREECEM 16196.45 16301.6 55150 0.65 72.76 83.35
28-Mar-2018 SIEMENS 1072.85 1079.55 744500 0.62 86.91 80.95
28-Mar-2018 SOUTHBANK 22.80 23 150128730 0.88 90.16 88.53
28-Mar-2018 SREINFRA 73.50 73.8 13520000 0.41 80.27 86.3
28-Mar-2018 SRF 1955.15 1958.85 558000 0.19 80.14 77.7
28-Mar-2018 SRTRANSFIN 1439.60 1444.8 2419200 0.36 93.9 82.58
28-Mar-2018 STAR 669.15 673.85 3057000 0.7 90.99 89.15
28-Mar-2018 SUNPHARMA 495.10 497.45 55479600 0.47 92.27 92.19
28-Mar-2018 SUNTV 848.60 852.15 4178000 0.42 85.62 86.5
28-Mar-2018 SUZLON 10.70 10.8 330225000 0.93 89.13 87.01
28-Mar-2018 SYNDIBANK 55.45 55.85 30834000 0.72 90.09 85.69
28-Mar-2018 TATACHEM 677.15 681 5107500 0.57 89.44 86.26
28-Mar-2018 TATACOMM 620.15 623.75 5735200 0.58 92.4 88.42
28-Mar-2018 TATAELXSI 985.35 990.15 1589600 0.49 83.13 83.94
28-Mar-2018 TATAGLOBAL 258.75 260.05 22149000 0.5 88.32 88.34
28-Mar-2018 TATAMOTORS 326.85 328.2 64728000 0.41 86.31 83.65
28-Mar-2018 TATAMTRDVR 183.30 184.15 28407500 0.46 90.16 89.27
28-Mar-2018 TATAPOWER 79.00 79.25 53361000 0.32 83.1 82.99
28-Mar-2018 TATASTEEL 140.55 573.45 20606742 308 70.36 80.22
28-Mar-2018 TCS 2849.15 2864.65 8417500 0.54 80.85 83.41
28-Mar-2018 TECHM 638.70 636.85 11271600 -0.29 84.09 84.33
28-Mar-2018 TITAN 942.30 942.95 9615000 0.07 63.95 85.19
28-Mar-2018 TORNTPHARM 1249.75 1254.25 640500 0.36 86.97 83.28
28-Mar-2018 TORNTPOWER 229.25 229.8 3996000 0.24 79.38 81.87
28-Mar-2018 TV18BRDCST 67.10 67.55 80427000 0.67 88.61 90.75
28-Mar-2018 TVSMOTOR 619.30 618.9 3191000 -0.06 82.19 78.46
28-Mar-2018 UBL 947.85 952.45 1026900 0.49 87.39 76.45
28-Mar-2018 UJJIVAN 345.45 347.55 4449600 0.61 91.18 86.79
28-Mar-2018 ULTRACEMCO 3950.00 3960.2 1737400 0.26 88.14 85.19
28-Mar-2018 UNIONBANK 94.00 94.5 29724000 0.53 86.57 82.09
28-Mar-2018 UPL 730.25 732.95 10844400 0.37 90.76 84.98
28-Mar-2018 VEDL 277.85 279.3 32511500 0.52 82.93 80.93
28-Mar-2018 VGUARD 222.20 222.75 2022000 0.25 84.78 77.67
28-Mar-2018 VOLTAS 620.90 623.95 2425000 0.49 84.15 77.1
28-Mar-2018 WIPRO 281.15 282.6 29292000 0.52 86.44 86.06
28-Mar-2018 WOCKPHARMA 726.50 730.2 3285900 0.51 91.83 87.79
28-Mar-2018 YESBANK 304.85 306.8 46065250 0.64 82.95 85.73
28-Mar-2018 ZEEL 575.50 578.5 7059000 0.52 86.19 81.62

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