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
23-Feb-2017 GMRINFRA 95.35 85.99
23-Feb-2017 MRF 93.19 87.26
23-Feb-2017 TATAGLOBAL 93.13 91.33
23-Feb-2017 CENTURYTEX 92.87 90.57
23-Feb-2017 EXIDEIND 92.51 88.09
23-Feb-2017 MCDOWELL-N 92.37 87.51
23-Feb-2017 SINTEX 91.59 88.04
23-Feb-2017 KTKBANK 91.51 85.05
23-Feb-2017 IDFCBANK 91.48 85.82
23-Feb-2017 JSWENERGY 91.43 83.4

Bottom 10 Stock Rollover

Date Stock Rollover_% Rollover_%_6_Month_Avg
23-Feb-2017 MCLEODRUSS 0 81.46
23-Feb-2017 ANDHRABANK 57.44 80.5
23-Feb-2017 ALBK 58.66 80.22
23-Feb-2017 COALINDIA 59.95 76.16
23-Feb-2017 M&M 61.11 81.05
23-Feb-2017 IDEA 62.39 83.16
23-Feb-2017 EICHERMOT 65.36 79.89
23-Feb-2017 TECHM 65.66 81.48
23-Feb-2017 INFY 65.69 78.82
23-Feb-2017 STAR 65.97 87.83

Top 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
23-Feb-2017 Agriculture Products 84.63 85.04
23-Feb-2017 Media & Ent. 84.53 85.88
23-Feb-2017 Alcohol 84.16 83.22
23-Feb-2017 Infra & Const 83.89 84.57
23-Feb-2017 Power 83.61 80.03

Bottom 5 Sector Rollover

Date Sector Rollover_% Rollover_%_6_Month_Avg
23-Feb-2017 Beverages 46.57 86.4
23-Feb-2017 Holding Companies 74.41 83.49
23-Feb-2017 Auto 75.51 78.9
23-Feb-2017 Consumer Product 75.86 75.96
23-Feb-2017 Fertilisers 77.69 87.52
Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% Rollover_%_6_Month_Avg
23-Feb-2017 BANKNIFTY 20876.65 20878.85 2708200 0.01 59.98 66.05
23-Feb-2017 NIFTY 8939.50 8956.15 21830325 0.19 73.3 70.88
23-Feb-2017 ABIRLANUVO 1495.85 1498.65 2618800 0.19 90.64 88.51
23-Feb-2017 ACC 1438.10 1439.15 1080400 0.07 76.49 81.89
23-Feb-2017 ADANIENT 96.60 97.25 21120000 0.67 84.42 85.47
23-Feb-2017 ADANIPORTS 297.25 298.7 12845000 0.49 68.16 82.06
23-Feb-2017 ADANIPOWER 38.30 38.45 128560000 0.39 90.81 84.14
23-Feb-2017 AJANTPHARM 1706.35 1716.3 488800 0.58 82.85 82.38
23-Feb-2017 ALBK 73.85 73.55 13280000 -0.41 58.66 80.22
23-Feb-2017 AMARAJABAT 845.70 850.8 1459800 0.6 82.33 76.23
23-Feb-2017 AMBUJACEM 232.00 231.45 9815000 -0.24 76.21 77.12
23-Feb-2017 ANDHRABANK 56.40 55.7 17750000 -1.24 57.44 80.5
23-Feb-2017 APOLLOHOSP 1323.60 1327.75 635200 0.31 82.19 81.3
23-Feb-2017 APOLLOTYRE 184.45 185.55 15675000 0.6 88.81 82.57
23-Feb-2017 ARVIND 371.30 373.85 6804000 0.69 85.38 79.95
23-Feb-2017 ASHOKLEY 90.55 91.15 60368000 0.66 91.16 84.05
23-Feb-2017 ASIANPAINT 1009.00 1013.05 4649400 0.4 83.61 78.89
23-Feb-2017 AUROPHARMA 666.25 670.45 13939800 0.63 81.42 84.46
23-Feb-2017 AXISBANK 528.15 529.25 26122800 0.21 75.4 77.05
23-Feb-2017 BAJAJ-AUTO 2814.10 2814.9 1202000 0.03 70.36 78.59
23-Feb-2017 BAJFINANCE 1068.20 1074.95 4176500 0.63 81.05 83.83
23-Feb-2017 BANKBARODA 168.15 168.9 40257000 0.45 74.98 75.75
23-Feb-2017 BANKINDIA 127.50 127.7 21516000 0.16 83.88 83.19
23-Feb-2017 BATAINDIA 496.95 498.8 2620200 0.37 80.71 79.35
23-Feb-2017 BEL 1505.45 1513.7 3543750 0.55 90.34 79.36
23-Feb-2017 BEML 1322.15 1331.05 2021400 0.67 90.92 86.58
23-Feb-2017 BHARATFIN 870.40 875.5 9927000 0.59 88.09 84.64
23-Feb-2017 BHARATFORG 1071.50 1076.85 2900400 0.5 78.58 82.52
23-Feb-2017 BHARTIARTL 366.25 367.1 38991200 0.23 88.53 78.53
23-Feb-2017 BHEL 153.45 154.2 22460000 0.49 71.05 81.93
23-Feb-2017 BIOCON 1111.75 1116.05 2310600 0.39 90.92 85.4
23-Feb-2017 BOSCHLTD 21990.90 22109.4 74900 0.54 80.19 78.83
23-Feb-2017 BPCL 717.65 699.95 10210800 -2.47 82.1 80.48
23-Feb-2017 BRITANNIA 3227.00 3243.5 1185600 0.51 89.28 85.46
23-Feb-2017 CADILAHC 430.70 431.55 3040000 0.2 77.57 87.82
23-Feb-2017 CAIRN 286.25 287.6 25459000 0.47 84.1 83.02
23-Feb-2017 CANBK 291.50 287.85 13393812 -1.25 86.97 76.97
23-Feb-2017 CASTROLIND 417.10 418.05 8759800 0.23 89.49 87.79
23-Feb-2017 CEATLTD 1156.60 1166.3 1681400 0.84 74.81 73.55
23-Feb-2017 CENTURYTEX 946.00 951.35 8026700 0.57 92.87 90.57
23-Feb-2017 CESC 856.10 861.15 3232900 0.59 86.65 79.64
23-Feb-2017 CIPLA 592.40 594.6 6667000 0.37 80.35 81.77
23-Feb-2017 COALINDIA 327.70 311.4 10104800 -4.97 59.95 76.16
23-Feb-2017 COLPAL 893.20 899.15 1383200 0.67 84.48 77.7
23-Feb-2017 CONCOR 1186.50 1183.55 1278000 -0.25 80.44 73.22
23-Feb-2017 CROMPGREAV 67.60 68.1 19080000 0.74 84.64 75.83
23-Feb-2017 CUMMINSIND 882.25 887.65 625800 0.61 72.18 81.8
23-Feb-2017 DABUR 269.55 270.8 12732500 0.46 88.76 86.95
23-Feb-2017 DCBBANK 153.30 154.4 3865500 0.72 80.37 77.19
23-Feb-2017 DHFL 331.10 333 17394000 0.57 91.33 87.06
23-Feb-2017 DISHTV 93.35 93.85 27685000 0.54 80.06 85.71
23-Feb-2017 DIVISLAB 749.55 752.3 5040600 0.37 73.01 81.33
23-Feb-2017 DLF 148.85 149.35 28795000 0.34 81.62 81.04
23-Feb-2017 DRREDDY 2887.40 2904.95 2645200 0.61 84.53 77.59
23-Feb-2017 EICHERMOT 24877.70 24939.3 138150 0.25 65.36 79.89
23-Feb-2017 ENGINERSIN 147.55 148.15 21987000 0.41 86.5 77.71
23-Feb-2017 EXIDEIND 212.55 213.9 16040000 0.64 92.51 88.09
23-Feb-2017 FEDERALBNK 84.10 84.6 60610000 0.59 86.99 83.15
23-Feb-2017 GAIL 517.55 510.25 10627500 -1.41 72.15 76.62
23-Feb-2017 GLENMARK 933.45 936.35 2269400 0.31 78.77 86
23-Feb-2017 GMRINFRA 14.90 15.05 174555000 1.01 95.35 85.99
23-Feb-2017 GODREJCP 1667.30 1673.95 415200 0.4 74.52 73.05
23-Feb-2017 GODREJIND 504.85 508.45 919500 0.71 74.1 75.99
23-Feb-2017 GRANULES 128.60 129.3 13615000 0.54 83.85 88.79
23-Feb-2017 GRASIM 1024.90 1026.9 5009250 0.2 66.01 84.51
23-Feb-2017 HAVELLS 409.20 411.6 4766000 0.59 77.62 77.12
23-Feb-2017 HCLTECH 842.85 845.75 6437900 0.34 78.09 77.04
23-Feb-2017 HDFC 1385.70 1391.35 10678500 0.41 70.45 78.39
23-Feb-2017 HDFCBANK 1394.30 1388.8 33190500 -0.39 75.54 84.4
23-Feb-2017 HDIL 68.25 68.75 26104000 0.73 79.01 81.98
23-Feb-2017 HEROMOTOCO 3176.75 3187.2 1392000 0.33 68.81 77.99
23-Feb-2017 HEXAWARE 221.05 220.9 4266000 -0.07 84.35 81.46
23-Feb-2017 HINDALCO 182.10 182.9 43942500 0.44 79.62 83.59
23-Feb-2017 HINDPETRO 571.00 548.8 16953300 -3.89 80.2 84.36
23-Feb-2017 HINDUNILVR 858.25 862.85 6802200 0.54 81.04 78.43
23-Feb-2017 HINDZINC 302.00 302.85 7875200 0.28 73.73 77.57
23-Feb-2017 IBREALEST 77.55 78.15 31810000 0.77 89 86.06
23-Feb-2017 IBULHSGFIN 864.50 865.2 14388000 0.08 76.24 85.38
23-Feb-2017 ICICIBANK 284.50 285.15 64267500 0.23 72.55 75.26
23-Feb-2017 ICIL 159.55 160.85 3955000 0.81 89.05 85.17
23-Feb-2017 IDBI 81.65 82.15 24064000 0.61 84.13 79.12
23-Feb-2017 IDEA 119.60 119.5 70714000 -0.08 62.39 83.16
23-Feb-2017 IDFC 52.85 53.25 79939200 0.76 90.76 87.25
23-Feb-2017 IDFCBANK 62.75 63.1 55464000 0.56 91.48 85.82
23-Feb-2017 IFCI 29.65 29.85 57178000 0.67 85.94 78.34
23-Feb-2017 IGL 1035.10 1041.35 1541100 0.6 79 75.5
23-Feb-2017 INDIACEM 166.50 167.5 18165000 0.6 86.95 84.55
23-Feb-2017 INDUSINDBK 1340.75 1346.6 5856000 0.44 71.97 73.52
23-Feb-2017 INFRATEL 297.90 299.4 7648000 0.5 77.14 75.83
23-Feb-2017 INFY 1008.85 1012.5 21519500 0.36 65.69 78.82
23-Feb-2017 IOC 385.10 387.3 14958000 0.57 72.41 80.43
23-Feb-2017 IRB 231.05 232.5 9855000 0.63 88.47 83.82
23-Feb-2017 ITC 265.65 267.1 46046400 0.55 75.3 77.11
23-Feb-2017 JETAIRWAYS 422.30 425.15 5430000 0.67 82.23 84.43
23-Feb-2017 JINDALSTEL 116.60 117.2 36936000 0.51 84.15 92.72
23-Feb-2017 JISLJALEQS 93.60 94.3 37881000 0.75 84.72 87.7
23-Feb-2017 JPASSOCIAT 14.75 14.9 149668000 1.02 87.84 86.36
23-Feb-2017 JSWENERGY 62.70 63.15 41688000 0.72 91.43 83.4
23-Feb-2017 JSWSTEEL 186.95 187.35 42402000 0.21 85.35 83.63
23-Feb-2017 JUBLFOOD 1006.00 1006.2 2096000 0.02 74.23 80.55
23-Feb-2017 JUSTDIAL 534.60 520.05 2610000 -2.72 70.21 80.11
23-Feb-2017 KOTAKBANK 810.95 810.6 9860000 -0.04 69.66 74.94
23-Feb-2017 KPIT 138.15 139.35 3784000 0.87 86.63 81.67
23-Feb-2017 KSCL 454.60 458.05 2895000 0.76 83.05 82.5
23-Feb-2017 KTKBANK 129.90 130.75 28519125 0.65 91.51 85.05
23-Feb-2017 L&TFH 116.35 116.85 16695000 0.43 74.41 83.49
23-Feb-2017 LICHSGFIN 565.70 568.9 8641600 0.57 79.15 81.67
23-Feb-2017 LT 1486.60 1493.65 7634000 0.47 84.87 79.29
23-Feb-2017 LUPIN 1450.00 1458.7 7075200 0.6 88.05 80.61
23-Feb-2017 M&M 1304.85 1308.05 3120500 0.25 61.11 81.05
23-Feb-2017 M&MFIN 291.20 292.9 12630000 0.58 80.93 76.41
23-Feb-2017 MARICO 268.90 269.95 4651400 0.39 76.03 88.26
23-Feb-2017 MARUTI 6031.00 6064.55 2253600 0.56 84.27 75.75
23-Feb-2017 MCDOWELL-N 2331.35 2345.95 2679000 0.63 92.37 87.51
23-Feb-2017 MCLEODRUSS 165.45 2345.95 2679000 1317.92 0 81.46
23-Feb-2017 MINDTREE 469.90 472.85 2997600 0.63 90.82 83.22
23-Feb-2017 MOTHERSUMI 349.30 350.95 9227500 0.47 77.49 80.95
23-Feb-2017 MRF 51499.05 51770.3 46320 0.53 93.19 87.26
23-Feb-2017 NCC 81.60 82.1 28384000 0.61 83.58 86.41
23-Feb-2017 NHPC 30.15 30.45 23868000 1 70.47 71.85
23-Feb-2017 NIITTECH 422.90 424.3 724500 0.33 79.87 80
23-Feb-2017 NMDC 142.00 142.15 18000000 0.11 76.77 80.56
23-Feb-2017 NTPC 165.50 166.3 21592000 0.48 81.9 74.29
23-Feb-2017 OFSS 3702.40 3716.6 249600 0.38 75.48 83.97
23-Feb-2017 OIL 326.90 328.15 2338512 0.38 83.31 73.97
23-Feb-2017 ONGC 196.00 196.4 37987500 0.2 80.33 76.67
23-Feb-2017 ORIENTBANK 124.60 125.4 13056000 0.64 85.65 81.88
23-Feb-2017 PAGEIND 14006.30 14102.05 32300 0.68 76.45 80.21
23-Feb-2017 PCJEWELLER 377.00 379 898500 0.53 71.77 64.62
23-Feb-2017 PETRONET 399.70 401.4 5886000 0.43 74.84 82.44
23-Feb-2017 PFC 134.85 134.25 26862000 -0.44 84.29 70.67
23-Feb-2017 PIDILITIND 688.15 692.3 1459000 0.6 84.43 81.19
23-Feb-2017 PNB 140.15 140.5 45794000 0.25 84.73 81.32
23-Feb-2017 POWERGRID 199.15 200.35 19180000 0.6 84.83 73.92
23-Feb-2017 PTC 89.45 90 16552000 0.61 88.68 85.56
23-Feb-2017 RCOM 36.90 37.25 99492000 0.95 88.48 84.79
23-Feb-2017 RECLTD 158.35 151.45 30480000 -4.36 78.64 80.03
23-Feb-2017 RELCAPITAL 519.45 522.3 10312500 0.55 89.8 83.19
23-Feb-2017 RELIANCE 1182.75 1188.7 18991000 0.5 79.9 83.32
23-Feb-2017 RELINFRA 556.45 559.8 6323200 0.6 89.79 84.72
23-Feb-2017 RPOWER 46.00 46.35 53772000 0.76 90.79 88.22
23-Feb-2017 SAIL 60.10 60.45 47796000 0.58 82.86 85.91
23-Feb-2017 SBIN 270.45 271.75 79038000 0.48 79.38 77.89
23-Feb-2017 SIEMENS 1201.35 1209.15 890000 0.65 78.06 80.23
23-Feb-2017 SINTEX 93.25 93.95 33608625 0.75 91.59 88.04
23-Feb-2017 SOUTHBANK 20.60 20.8 58228737 0.97 87.91 87.71
23-Feb-2017 SRF 1552.20 1563.35 731500 0.72 80.78 75.55
23-Feb-2017 SRTRANSFIN 933.60 938.45 3586200 0.52 83.03 81.7
23-Feb-2017 STAR 1168.25 1177.35 1357500 0.78 65.97 87.83
23-Feb-2017 SUNPHARMA 674.55 677.05 28488600 0.37 86.51 85.41
23-Feb-2017 SUNTV 705.05 709.1 7196000 0.57 83.93 86.53
23-Feb-2017 SYNDIBANK 69.60 70.15 13878000 0.79 81.49 78.19
23-Feb-2017 TATACHEM 576.15 579.6 3181500 0.6 77.69 87.52
23-Feb-2017 TATACOMM 741.90 746.6 5632200 0.63 87.19 87.69
23-Feb-2017 TATAELXSI 1471.75 1480.7 1020000 0.61 87.69 82.91
23-Feb-2017 TATAGLOBAL 139.25 140.15 28921500 0.65 93.13 91.33
23-Feb-2017 TATAMOTORS 462.35 463.9 35263500 0.34 74.98 75.13
23-Feb-2017 TATAMTRDVR 280.95 282.5 18501000 0.55 83.37 84.21
23-Feb-2017 TATAPOWER 83.45 84 27999000 0.66 85.75 80.92
23-Feb-2017 TATASTEEL 485.75 486.6 19090000 0.17 80.01 83.31
23-Feb-2017 TCS 2481.80 2486.9 5270000 0.21 74.89 75.87
23-Feb-2017 TECHM 503.65 504.9 7972800 0.25 65.66 81.48
23-Feb-2017 TITAN 432.95 435.1 6522000 0.5 75.09 83.9
23-Feb-2017 TORNTPHARM 1296.60 1298.2 294000 0.12 78.53 74.73
23-Feb-2017 TORNTPOWER 200.35 201.95 3294000 0.8 86.59 86.95
23-Feb-2017 TV18BRDCST 39.85 40.2 86870000 0.88 89.91 91.59
23-Feb-2017 TVSMOTOR 433.00 427.7 6076000 -1.22 80.19 73.44
23-Feb-2017 UBL 786.05 789.85 1118600 0.48 75.95 78.93
23-Feb-2017 ULTRACEMCO 3786.10 3796.3 2041800 0.27 81.44 75.18
23-Feb-2017 UNIONBANK 144.25 142.95 21648000 -0.9 82.78 84.96
23-Feb-2017 UPL 718.10 721.3 5686800 0.45 86.21 87.57
23-Feb-2017 VEDL 262.85 262.9 34366500 0.02 80.6 80.12
23-Feb-2017 VOLTAS 356.80 355.85 4490000 -0.27 70.82 76.86
23-Feb-2017 WIPRO 486.10 487.5 5044800 0.29 80.78 74.11
23-Feb-2017 WOCKPHARMA 704.60 709.05 3190200 0.63 90.06 84.87
23-Feb-2017 YESBANK 1446.75 1451.9 7515900 0.36 75.11 76.49
23-Feb-2017 ZEEL 518.55 521.2 7112300 0.51 84.2 79.69

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