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
31-Oct-2019 UPL 99.37 85.62
31-Oct-2019 DRREDDY 99.36 95.03
31-Oct-2019 GRASIM 99.23 94.79
31-Oct-2019 BOSCHLTD 99.19 95.03
31-Oct-2019 PIDILITIND 99.09 94.53
31-Oct-2019 HDFC 99.03 93.05
31-Oct-2019 DIVISLAB 98.94 94.98
31-Oct-2019 SRTRANSFIN 98.91 95.2
31-Oct-2019 M&M 98.83 92.21
31-Oct-2019 BALKRISIND 98.79 95.96
31-Oct-2019 JSWSTEEL 98.65 95.58
31-Oct-2019 BAJAJFINSV 98.62 85.53
31-Oct-2019 HEROMOTOCO 98.59 88.79
31-Oct-2019 SUNPHARMA 98.45 94.15
31-Oct-2019 CADILAHC 98.38 95.92
31-Oct-2019 TECHM 98.38 90.72
31-Oct-2019 ACC 98.35 92.62
31-Oct-2019 UBL 98.34 91.87
31-Oct-2019 GLENMARK 98.31 95.75
31-Oct-2019 AMBUJACEM 98.24 93.7
31-Oct-2019 ADANIENT 98.23 98.09
31-Oct-2019 BRITANNIA 98 88.13
31-Oct-2019 MGL 97.9 94.63
31-Oct-2019 HAVELLS 97.88 90.26
31-Oct-2019 UNIONBANK 97.87 97.84
31-Oct-2019 TATACHEM 97.86 94.54
31-Oct-2019 ADANIPORTS 97.84 84.49
31-Oct-2019 L&TFH 97.82 91.8
31-Oct-2019 TORNTPOWER 97.82 90.25
31-Oct-2019 EICHERMOT 97.77 91.08

Bottom Stock Rollovers

Date Stock Rollover_% 6_Month_Avg
31-Oct-2019 STAR 0 94.98
31-Oct-2019 ONGC 38.84 80.49
31-Oct-2019 CENTURYTEX 58.32 97.42
31-Oct-2019 IOC 61.06 79.14
31-Oct-2019 GODREJCP 61.17 90.61
31-Oct-2019 COALINDIA 63.39 78.65
31-Oct-2019 IDEA 74.15 85.84
31-Oct-2019 NIITTECH 75.56 81.14
31-Oct-2019 PVR 76.37 92.48
31-Oct-2019 INFRATEL 77.03 86.21
31-Oct-2019 HINDPETRO 80.71 89.14
31-Oct-2019 JUBLFOOD 81.19 94.27
31-Oct-2019 GMRINFRA 82 94.51
31-Oct-2019 INDIGO 82.08 84.07
31-Oct-2019 BHARTIARTL 82.19 90.54
31-Oct-2019 BHEL 83.11 85.47
31-Oct-2019 TORNTPHARM 84.33 83.26
31-Oct-2019 CHOLAFIN 84.68 91.18
31-Oct-2019 SUNTV 84.96 90.93
31-Oct-2019 AUROPHARMA 85.8 94.62
31-Oct-2019 APOLLOTYRE 85.99 88.93
31-Oct-2019 RECLTD 86.09 88.97
31-Oct-2019 NESTLEIND 86.36 91.87
31-Oct-2019 DISHTV 86.64 96.24
31-Oct-2019 UJJIVAN 86.95 93.91
31-Oct-2019 SRF 87.22 96.1
31-Oct-2019 INFY 87.36 88.51
31-Oct-2019 SHREECEM 87.72 91.2
31-Oct-2019 RBLBANK 87.8 89.89
31-Oct-2019 MINDTREE 88.33 88.92

Top Sectoral Rollovers

Date Sector Rollover_% 6_Month_Avg
31-Oct-2019 Agriculture Products 99.37 85.62
31-Oct-2019 Chemicals 99.09 94.53
31-Oct-2019 Broking and Financial 98.62 85.53
31-Oct-2019 Fertilisers 97.86 94.54
31-Oct-2019 Holding Companies 97.82 91.8
31-Oct-2019 Alcohol 97.64 93.03
31-Oct-2019 Auto 95.79 91.95
31-Oct-2019 Beverages 95.49 85.82
31-Oct-2019 Consumer Product 95.16 92.65
31-Oct-2019 Banking and Finance 94.82 91.79
31-Oct-2019 Others 93.23 93.65
31-Oct-2019 Auto Ancillary 93.08 94.82
31-Oct-2019 Metals & Mining 93.01 93.13
31-Oct-2019 Paints 92.55 92.49
31-Oct-2019 Infra & Const 92.4 92.31

Bottom Sectoral Rollovers

Date Sector Rollover_% 6_Month_Avg
31-Oct-2019 Telecom 78.17 88.19
31-Oct-2019 Aviation 82.08 84.07
31-Oct-2019 Oil & Gas 85.38 88.74
31-Oct-2019 Media & Ent. 86.39 93.09
31-Oct-2019 Pharma 87.1 92.9
31-Oct-2019 Logistics 89.29 84.42
31-Oct-2019 Cement etc 89.34 93.67
31-Oct-2019 FMCG 89.94 91.5
31-Oct-2019 Textiles 89.95 94.51
31-Oct-2019 Power 90.04 88.07
31-Oct-2019 I.T. 91.36 88.4
31-Oct-2019 Eng & Cap Goods 91.57 90.87
31-Oct-2019 Real Estate 91.66 88.29
31-Oct-2019 Infra & Const 92.4 92.31
31-Oct-2019 Paints 92.55 92.49

Full Rollover Report

Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% 6_Month_Avg
31-Oct-2019 BANKNIFTY 30066.25 30107.5 784220 0.14 63.59 73.22
31-Oct-2019 NIFTY 11877.45 11914.8 14310900 0.31 84.09 74.87
31-Oct-2019 ACC 1568.05 1574.9 2444000 0.44 98.35 92.62
31-Oct-2019 ADANIENT 199.65 199.9 29424000 0.13 98.23 98.09
31-Oct-2019 ADANIPORTS 395.80 397.7 13625000 0.48 97.84 84.49
31-Oct-2019 ADANIPOWER 66.05 66.4 79780000 0.53 96.27 95.58
31-Oct-2019 AMARAJABAT 682.05 684 1428000 0.29 88.57 95.32
31-Oct-2019 AMBUJACEM 202.30 203.25 20097500 0.47 98.24 93.7
31-Oct-2019 APOLLOHOSP 1484.80 1486.75 1455000 0.13 97.57 90.75
31-Oct-2019 APOLLOTYRE 190.30 191.2 4794000 0.47 85.99 88.93
31-Oct-2019 ASHOKLEY 76.75 76.95 59754000 0.26 95.53 93.72
31-Oct-2019 ASIANPAINT 1809.60 1817.05 7369200 0.41 96.53 89
31-Oct-2019 AUROPHARMA 469.85 471.15 15582000 0.28 85.8 94.62
31-Oct-2019 AXISBANK 736.35 738.55 50022000 0.3 92.32 90.65
31-Oct-2019 BAJAJ-AUTO 3247.35 3256.6 2169750 0.28 88.97 87.42
31-Oct-2019 BAJAJFINSV 8134.35 8170.3 1299375 0.44 98.62 85.53
31-Oct-2019 BAJFINANCE 4027.55 4045.7 6747250 0.45 97.47 92.09
31-Oct-2019 BALKRISIND 884.70 880.4 1421600 -0.49 98.79 95.96
31-Oct-2019 BANKBARODA 97.20 97.6 72063000 0.41 97.66 90.64
31-Oct-2019 BANKINDIA 71.25 71.55 21792000 0.42 96.37 96.29
31-Oct-2019 BATAINDIA 1806.90 1796.55 2622400 -0.57 94.22 95.27
31-Oct-2019 BEL 118.15 118.6 23112000 0.38 97.38 95.72
31-Oct-2019 BERGEPAINT 526.95 502.35 6534000 -4.67 88.57 95.98
31-Oct-2019 BHARATFORG 453.85 453.9 6211200 0.01 91.52 95.58
31-Oct-2019 BHARTIARTL 374.25 375.65 32427669 0.37 82.19 90.54
31-Oct-2019 BHEL 56.55 56.8 49695000 0.44 83.11 85.47
31-Oct-2019 BIOCON 246.10 247.1 11930400 0.41 92.66 92.34
31-Oct-2019 BOSCHLTD 15305.35 15366.4 150780 0.4 99.19 95.03
31-Oct-2019 BPCL 526.60 528.6 19105200 0.38 89.24 86.47
31-Oct-2019 BRITANNIA 3266.60 3265.8 1994600 -0.02 98 88.13
31-Oct-2019 CADILAHC 251.75 252.75 7833600 0.4 98.38 95.92
31-Oct-2019 CANBK 203.55 203.55 9996000 0 96.4 95.75
31-Oct-2019 CASTROLIND 152.15 152.8 5253000 0.43 94.43 95.62
31-Oct-2019 CENTURYTEX 422.40 424.05 1602600 0.39 58.32 97.42
31-Oct-2019 CESC 798.30 802.2 760800 0.49 93.74 95.23
31-Oct-2019 CHOLAFIN 305.00 304.1 2690000 -0.3 84.68 91.18
31-Oct-2019 CIPLA 466.85 469.7 13126000 0.61 95.74 93.85
31-Oct-2019 COALINDIA 207.55 207.7 20391800 0.07 63.39 78.65
31-Oct-2019 COLPAL 1549.20 1544.7 1649900 -0.29 96.18 91.91
31-Oct-2019 CONCOR 588.35 590.6 5051616 0.38 89.29 84.42
31-Oct-2019 CUMMINSIND 543.95 545.9 1871800 0.36 94.68 92.91
31-Oct-2019 DABUR 461.95 462.5 10330000 0.12 95.83 93.69
31-Oct-2019 DISHTV 12.50 12.55 86912000 0.4 86.64 96.24
31-Oct-2019 DIVISLAB 1755.05 1764.5 2170800 0.54 98.94 94.98
31-Oct-2019 DLF 183.30 184.15 36103200 0.46 91.66 88.29
31-Oct-2019 DRREDDY 2783.20 2792.5 3048500 0.33 99.36 95.03
31-Oct-2019 EICHERMOT 22538.10 22633.1 288250 0.42 97.77 91.08
31-Oct-2019 EQUITAS 93.35 93.85 11304000 0.54 96.14 96.75
31-Oct-2019 ESCORTS 659.35 661.95 5025900 0.39 97.65 97
31-Oct-2019 EXIDEIND 193.10 191 11416800 -1.09 93.37 98.1
31-Oct-2019 FEDERALBNK 83.80 84.15 51373000 0.42 95.9 91.97
31-Oct-2019 GAIL 137.35 137.35 42538650 0 95.19 83.93
31-Oct-2019 GLENMARK 315.40 316.3 5930000 0.29 98.31 95.75
31-Oct-2019 GMRINFRA 20.75 20.9 119835000 0.72 82 94.51
31-Oct-2019 GODREJCP 740.35 740.35 3767200 0 61.17 90.61
31-Oct-2019 GRASIM 768.75 772.1 18994500 0.44 99.23 94.79
31-Oct-2019 HAVELLS 691.85 695.8 5260000 0.57 97.88 90.26
31-Oct-2019 HCLTECH 1162.75 1165.85 10792600 0.27 94.24 89.21
31-Oct-2019 HDFC 2131.90 2138 33513000 0.29 99.03 93.05
31-Oct-2019 HDFCBANK 1230.35 1232.15 25840000 0.15 96.43 85.03
31-Oct-2019 HEROMOTOCO 2704.20 2714.8 3103000 0.39 98.59 88.79
31-Oct-2019 HEXAWARE 332.75 332.05 2053500 -0.21 92.88 89.09
31-Oct-2019 HINDALCO 187.90 188.3 24881500 0.21 90.63 90.69
31-Oct-2019 HINDPETRO 325.25 326.35 19590900 0.34 80.71 89.14
31-Oct-2019 HINDUNILVR 2175.35 2183.1 8377200 0.36 97.48 88.68
31-Oct-2019 IBULHSGFIN 206.65 199.95 22826400 -3.24 92.89 92.14
31-Oct-2019 ICICIBANK 463.05 465 74775250 0.42 97.56 85.72
31-Oct-2019 ICICIPRULI 510.45 511.8 6112500 0.26 94.32 85.15
31-Oct-2019 IDEA 3.90 3.9 503076000 0 74.15 85.84
31-Oct-2019 IDFCFIRSTB 44.65 42.25 207084000 -5.38 96.22 96.32
31-Oct-2019 IGL 391.55 393.45 2673000 0.49 93.88 90.55
31-Oct-2019 INDIGO 1456.85 1464.05 2995200 0.49 82.08 84.07
31-Oct-2019 INDUSINDBK 1313.20 1313.25 12714800 0 95.04 86.1
31-Oct-2019 INFRATEL 189.70 190.15 9210000 0.24 77.03 86.21
31-Oct-2019 INFY 685.60 688.05 52000800 0.36 87.36 88.51
31-Oct-2019 IOC 146.80 146.55 27065500 -0.17 61.06 79.14
31-Oct-2019 ITC 257.65 258.6 97526400 0.37 96.75 88.51
31-Oct-2019 JINDALSTEL 116.25 116.65 34572800 0.34 92.99 94.96
31-Oct-2019 JSWSTEEL 228.00 228.8 50756000 0.35 98.65 95.58
31-Oct-2019 JUBLFOOD 1600.90 1591.55 2150500 -0.58 81.19 94.27
31-Oct-2019 JUSTDIAL 589.00 591.75 2613800 0.47 88.58 90.71
31-Oct-2019 KOTAKBANK 1574.50 1576 7007200 0.1 94.4 84.82
31-Oct-2019 L&TFH 95.60 96.05 34659000 0.47 97.82 91.8
31-Oct-2019 LICHSGFIN 412.40 413.5 8996900 0.27 97.57 92.09
31-Oct-2019 LT 1473.05 1479.25 11316375 0.42 97.19 88.46
31-Oct-2019 LUPIN 745.10 747.15 6440000 0.28 90.67 91.04
31-Oct-2019 M&M 606.45 609.25 19795000 0.46 98.83 92.21
31-Oct-2019 M&MFIN 353.00 354.8 11927500 0.51 94.83 95.05
31-Oct-2019 MANAPPURAM 169.35 169.85 12450000 0.3 94.72 94.28
31-Oct-2019 MARICO 365.85 364.85 11814400 -0.27 96.51 95.84
31-Oct-2019 MARUTI 7559.40 7594.85 2511825 0.47 93.55 88.22
31-Oct-2019 MCDOWELL-N 624.95 627.85 10292500 0.46 96.93 94.18
31-Oct-2019 MFSL 406.15 407.55 2738400 0.34 93.53 93.35
31-Oct-2019 MGL 1019.75 1024.6 1308000 0.48 97.9 94.63
31-Oct-2019 MINDTREE 712.80 716.5 1266000 0.52 88.33 88.92
31-Oct-2019 MOTHERSUMI 122.95 123.2 25792800 0.2 90.8 94.31
31-Oct-2019 MRF 65673.75 65907.4 18440 0.36 96.39 95.29
31-Oct-2019 MUTHOOTFIN 707.65 711.2 2427000 0.5 96.49 95.18
31-Oct-2019 NATIONALUM 45.40 44.2 46670000 -2.64 89.92 92.61
31-Oct-2019 NBCC 37.50 37.7 31356500 0.53 93.04 95.1
31-Oct-2019 NCC 57.80 58.1 34344000 0.52 96.73 95.14
31-Oct-2019 NESTLEIND 14947.00 15019.5 443200 0.49 86.36 91.87
31-Oct-2019 NIITTECH 1548.70 1542.8 555750 -0.38 75.56 81.14
31-Oct-2019 NMDC 112.60 112.45 17496000 -0.13 91.63 93.4
31-Oct-2019 NTPC 122.40 122.7 44875200 0.25 90.41 77.28
31-Oct-2019 OIL 171.65 171.7 8850996 0.03 96.13 91.51
31-Oct-2019 ONGC 141.70 139.5 18870000 -1.55 38.84 80.49
31-Oct-2019 PAGEIND 25750.90 25047.85 170175 -2.73 92.67 92.91
31-Oct-2019 PEL 1684.20 1670.65 4979074 -0.8 92.11 90.98
31-Oct-2019 PETRONET 286.40 282.85 18753000 -1.24 95.52 94.78
31-Oct-2019 PFC 109.15 109.15 33628800 0 94.15 89.36
31-Oct-2019 PIDILITIND 1401.60 1405 3607500 0.24 99.09 94.53
31-Oct-2019 PNB 65.35 65.6 95319000 0.38 97.03 94.61
31-Oct-2019 POWERGRID 198.35 199.25 27520000 0.45 91.52 84.22
31-Oct-2019 PVR 1777.00 1786 1164400 0.51 76.37 92.48
31-Oct-2019 RAMCOCEM 784.80 788.85 1246400 0.52 89.19 95.62
31-Oct-2019 RBLBANK 310.10 310.6 9586800 0.16 87.8 89.89
31-Oct-2019 RECLTD 139.80 140.05 20472000 0.18 86.09 88.97
31-Oct-2019 RELIANCE 1464.35 1470.65 49742500 0.43 96.31 89.93
31-Oct-2019 SAIL 36.60 36.75 76176000 0.41 97.42 93.7
31-Oct-2019 SBIN 312.40 312.35 85872000 -0.02 91 87
31-Oct-2019 SHREECEM 19903.05 20019.25 144250 0.58 87.72 91.2
31-Oct-2019 SIEMENS 1656.10 1666.7 1230900 0.64 90.27 95.94
31-Oct-2019 SRF 2896.25 2878.75 969000 -0.6 87.22 96.1
31-Oct-2019 SRTRANSFIN 1138.65 1139.3 3924600 0.06 98.91 95.2
31-Oct-2019 STAR 384.95 1139.3 3924600 195.96 0 94.98
31-Oct-2019 SUNPHARMA 433.40 433.8 59045800 0.09 98.45 94.15
31-Oct-2019 SUNTV 527.35 527.1 2584000 -0.05 84.96 90.93
31-Oct-2019 TATACHEM 626.80 630.4 2415600 0.57 97.86 94.54
31-Oct-2019 TATAELXSI 818.95 823.15 1126200 0.51 91.79 94.7
31-Oct-2019 TATAGLOBAL 317.00 318.25 12128400 0.39 95.49 85.82
31-Oct-2019 TATAMOTORS 177.70 177.8 57336000 0.06 95.63 94.98
31-Oct-2019 TATAMTRDVR 81.75 82.15 35094000 0.49 95.71 95.72
31-Oct-2019 TATAPOWER 59.30 59.65 53487000 0.59 97.01 93.07
31-Oct-2019 TATASTEEL 380.55 381.2 23050225 0.17 92.25 93.72
31-Oct-2019 TCS 2269.65 2278.3 18026750 0.38 97.68 87.28
31-Oct-2019 TECHM 739.00 742.25 17746800 0.44 98.38 90.72
31-Oct-2019 TITAN 1331.20 1337.25 9687750 0.45 96.09 90.03
31-Oct-2019 TORNTPHARM 1776.30 1783.2 372500 0.39 84.33 83.26
31-Oct-2019 TORNTPOWER 280.15 281.7 3900000 0.55 97.82 90.25
31-Oct-2019 TVSMOTOR 486.65 475.25 7869400 -2.34 95.7 90.35
31-Oct-2019 UBL 1276.15 1280.7 1942500 0.36 98.34 91.87
31-Oct-2019 UJJIVAN 272.85 274.1 8134400 0.46 86.95 93.91
31-Oct-2019 ULTRACEMCO 4143.20 4162.05 2426400 0.45 94.35 90.32
31-Oct-2019 UNIONBANK 57.35 57.5 31598000 0.26 97.87 97.84
31-Oct-2019 UPL 596.45 598.8 13433400 0.39 99.37 85.62
31-Oct-2019 VEDL 148.35 148.85 52755000 0.34 90.56 90.38
31-Oct-2019 VOLTAS 708.50 711.25 1625000 0.39 95.04 92.02
31-Oct-2019 WIPRO 259.30 260.2 24448000 0.35 96.05 86.04
31-Oct-2019 YESBANK 70.40 70.25 142676600 -0.21 93.6 88.52
31-Oct-2019 ZEEL 260.60 261.35 27082900 0.29 97.58 92.71

disclaimerDisclaimer

Trading and investing involves a great deal of risk, including the loss of all or a portion of your investment, as well as emotional distress. No information available on Equityfriend should be construed as investment/trading tip or recommendation or a warranty of profitable results. All risks, losses and costs associated with investing/trading, including total loss of principal, are completely your responsibility.

No one from Equityfriend Team is a registered Research Analyst as per SEBI (Research Analyst) Regulations, 2014 and the material on this website are provided for information and analysis purpose only. Equityfriend.com is in no way accountable for your use of the website data.