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
29-Aug-2019 ACC 99.27 90.76
29-Aug-2019 CADILAHC 99.08 93.09
29-Aug-2019 PEL 99.07 88.93
29-Aug-2019 AUROPHARMA 99.04 91.95
29-Aug-2019 M&MFIN 98.92 92.92
29-Aug-2019 MOTHERSUMI 98.85 91.94
29-Aug-2019 SHREECEM 98.77 89.36
29-Aug-2019 CONCOR 98.7 72.97
29-Aug-2019 TATAMTRDVR 98.7 93.51
29-Aug-2019 GRASIM 98.69 92.51
29-Aug-2019 ASHOKLEY 98.63 91.05
29-Aug-2019 PETRONET 98.5 90.63
29-Aug-2019 CENTURYTEX 98.36 97.19
29-Aug-2019 MARICO 98.31 89.73
29-Aug-2019 BANKBARODA 98.26 87.84
29-Aug-2019 CASTROLIND 98.2 91.91
29-Aug-2019 PNB 97.98 93.2
29-Aug-2019 UNIONBANK 97.95 96.96
29-Aug-2019 HINDPETRO 97.91 84.03
29-Aug-2019 BHARATFORG 97.81 94.72
29-Aug-2019 GODREJCP 97.68 89.24
29-Aug-2019 EXIDEIND 97.66 94.05
29-Aug-2019 DRREDDY 97.63 93.28
29-Aug-2019 MANAPPURAM 97.57 90.45
29-Aug-2019 HINDALCO 97.55 86.23
29-Aug-2019 CANBK 97.54 93.08
29-Aug-2019 NMDC 97.54 89.01
29-Aug-2019 DISHTV 97.53 92.78
29-Aug-2019 JSWSTEEL 97.48 90.61
29-Aug-2019 EQUITAS 97.41 93.72

Bottom Stock Rollovers

Date Stock Rollover_% 6_Month_Avg
29-Aug-2019 NIITTECH 62.55 88.22
29-Aug-2019 IOC 67.65 78.19
29-Aug-2019 NTPC 74.82 73.12
29-Aug-2019 TORNTPHARM 74.87 86.68
29-Aug-2019 YESBANK 77.28 90.9
29-Aug-2019 ICICIBANK 77.89 86.39
29-Aug-2019 MGL 79.39 95.97
29-Aug-2019 IDEA 79.48 86.31
29-Aug-2019 HEXAWARE 79.54 92.41
29-Aug-2019 ONGC 80.39 75.15
29-Aug-2019 COLPAL 82.12 91.41
29-Aug-2019 MFSL 83.65 94.61
29-Aug-2019 CHOLAFIN 84.22 92.1
29-Aug-2019 COALINDIA 84.31 73.58
29-Aug-2019 HDFCBANK 84.36 80.66
29-Aug-2019 RELINFRA 85.14 90.99
29-Aug-2019 ZEEL 85.7 92.96
29-Aug-2019 HINDUNILVR 85.83 90.83
29-Aug-2019 KOTAKBANK 86.04 79.09
29-Aug-2019 LICHSGFIN 86.13 91.42
29-Aug-2019 PVR 86.45 93.77
29-Aug-2019 UBL 86.58 97.58
29-Aug-2019 INDIGO 86.66 83.02
29-Aug-2019 SBIN 86.92 84.13
29-Aug-2019 LUPIN 88.13 89.42
29-Aug-2019 MARUTI 88.54 89.37
29-Aug-2019 NBCC 89.09 91.96
29-Aug-2019 RBLBANK 89.17 86.69
29-Aug-2019 VEDL 89.18 84.75
29-Aug-2019 KAJARIACER 89.32 90.74

Top Sectoral Rollovers

Date Sector Rollover_% 6_Month_Avg
29-Aug-2019 Logistics 98.7 72.97
29-Aug-2019 Cement etc 97.36 91.98
29-Aug-2019 Real Estate 97.16 86.07
29-Aug-2019 Agriculture Products 97 83.67
29-Aug-2019 Chemicals 96.64 91.26
29-Aug-2019 Auto Ancillary 95.73 92.22
29-Aug-2019 Consumer Product 95.45 89.97
29-Aug-2019 Textiles 95.34 92.4
29-Aug-2019 Metals & Mining 95.31 88.71
29-Aug-2019 Holding Companies 95.01 89.32
29-Aug-2019 Fertilisers 94.84 91.82
29-Aug-2019 Auto 94.56 89.68
29-Aug-2019 Others 94.46 93.03
29-Aug-2019 Eng & Cap Goods 93.66 88.43
29-Aug-2019 Pharma 93.56 91.59

Bottom Sectoral Rollovers

Date Sector Rollover_% 6_Month_Avg
29-Aug-2019 Telecom 87.43 87.08
29-Aug-2019 I.T. 88.96 88.8
29-Aug-2019 Building Material 89.32 90.74
29-Aug-2019 Oil & Gas 89.67 83.89
29-Aug-2019 Power 90.12 85.3
29-Aug-2019 Media & Ent. 90.58 92.46
29-Aug-2019 90.63 90.86
29-Aug-2019 Paints 90.85 90.87
29-Aug-2019 Alcohol 91.65 94.59
29-Aug-2019 Banking and Finance 91.91 89.62
29-Aug-2019 Beverages 92.05 84.06
29-Aug-2019 Infra & Const 92.42 90.81
29-Aug-2019 FMCG 92.66 89.05
29-Aug-2019 Broking and Financial 92.93 82.54
29-Aug-2019 Pharma 93.56 91.59

Full Rollover Report

Date Security_Name Spot_Price Future_Price Open_Interest Rollover_Cost Rollover_% 6_Month_Avg
29-Aug-2019 BANKNIFTY 27305.20 27435.2 1510100 0.48 66.41 77.08
29-Aug-2019 NIFTY 10948.30 11002.35 17506650 0.49 68.76 72.4
29-Aug-2019 ACC 1500.10 1508.45 2392000 0.56 99.27 90.76
29-Aug-2019 ADANIENT 132.35 132.95 27372000 0.45 95.46 97.73
29-Aug-2019 ADANIPORTS 366.20 367.95 15207500 0.48 93.87 83.98
29-Aug-2019 ADANIPOWER 57.35 57.45 98220000 0.17 95.68 96.2
29-Aug-2019 AMARAJABAT 609.25 595.05 1322300 -2.33 91.84 88.29
29-Aug-2019 AMBUJACEM 200.05 200.9 19492500 0.42 97.1 89.57
29-Aug-2019 APOLLOHOSP 1518.35 1509.65 1092000 -0.57 91.14 93.5
29-Aug-2019 APOLLOTYRE 169.60 165.35 8289000 -2.51 92.89 88.26
29-Aug-2019 ARVIND 48.35 48.35 5538000 0 93.33 87.54
29-Aug-2019 ASHOKLEY 65.75 65.95 84450000 0.3 98.63 91.05
29-Aug-2019 ASIANPAINT 1615.25 1621.85 8069400 0.41 92.13 87.52
29-Aug-2019 AUROPHARMA 591.10 593.55 15792000 0.41 99.04 91.95
29-Aug-2019 AXISBANK 661.15 664.3 49762800 0.48 91.63 85.26
29-Aug-2019 BAJAJ-AUTO 2757.80 2770.8 2133750 0.47 90.71 84.42
29-Aug-2019 BAJAJFINSV 6979.85 7020.4 1050625 0.58 92.93 82.54
29-Aug-2019 BAJFINANCE 3299.30 3317.05 6845500 0.54 95.87 90.94
29-Aug-2019 BALKRISIND 745.15 745.7 1736800 0.07 95.77 92.97
29-Aug-2019 BANKBARODA 91.80 92.4 67788000 0.65 98.26 87.84
29-Aug-2019 BANKINDIA 65.90 66 24612000 0.15 96.01 95.3
29-Aug-2019 BATAINDIA 1506.50 1511.85 2494250 0.36 95.95 91.64
29-Aug-2019 BEL 104.70 105.4 24186000 0.67 95.77 92.67
29-Aug-2019 BERGEPAINT 370.15 372.15 3819200 0.54 89.57 94.22
29-Aug-2019 BHARATFORG 382.60 384.95 7466400 0.61 97.81 94.72
29-Aug-2019 BHARTIARTL 343.50 345.65 34537809 0.63 95.37 87.84
29-Aug-2019 BHEL 50.60 49.75 46387500 -1.68 90.74 81.11
29-Aug-2019 BIOCON 227.95 227.75 12870000 -0.09 96.32 90.55
29-Aug-2019 BOSCHLTD 13999.00 14027.5 157440 0.2 94.31 93.89
29-Aug-2019 BPCL 354.05 355.25 11199600 0.34 91.49 77.14
29-Aug-2019 BRITANNIA 2676.85 2689.6 2204200 0.48 93.07 82.99
29-Aug-2019 BSOFT 67.05 67.3 2856000 0.37 96.05 91.5
29-Aug-2019 CADILAHC 219.80 219.35 10664000 -0.2 99.08 93.09
29-Aug-2019 CANBK 220.60 221.5 9316000 0.41 97.54 93.08
29-Aug-2019 CASTROLIND 121.65 122.35 6045200 0.58 98.2 91.91
29-Aug-2019 CENTURYTEX 840.15 844.45 3160800 0.51 98.36 97.19
29-Aug-2019 CESC 756.70 759.7 793600 0.4 95.12 92.55
29-Aug-2019 CHOLAFIN 267.45 266.55 2815000 -0.34 84.22 92.1
29-Aug-2019 CIPLA 465.20 465.8 11188000 0.13 96.02 87.6
29-Aug-2019 COALINDIA 189.00 190.05 44512600 0.56 84.31 73.58
29-Aug-2019 COLPAL 1252.40 1249.75 1470700 -0.21 82.12 91.41
29-Aug-2019 CONCOR 496.75 498.1 2835282 0.27 98.7 72.97
29-Aug-2019 CUMMINSIND 569.60 559.9 1695400 -1.7 92.71 90.15
29-Aug-2019 DABUR 442.85 443.85 11403750 0.23 96.4 91.67
29-Aug-2019 DHFL 47.25 44.85 12472000 -5.08 92.06 91.33
29-Aug-2019 DISHTV 22.35 22.45 102494000 0.45 97.53 92.78
29-Aug-2019 DIVISLAB 1615.00 1612.5 2530800 -0.15 94.69 92.08
29-Aug-2019 DLF 165.10 165.5 35103600 0.24 97.16 86.07
29-Aug-2019 DRREDDY 2527.80 2536.25 3143750 0.33 97.63 93.28
29-Aug-2019 EICHERMOT 16538.00 16606.9 427400 0.42 93.57 88.93
29-Aug-2019 ENGINERSIN 105.90 105.65 6867800 -0.24 95.16 90.64
29-Aug-2019 EQUITAS 108.30 108.8 12648000 0.46 97.41 93.72
29-Aug-2019 ESCORTS 517.30 515.95 4768500 -0.26 97.32 93.97
29-Aug-2019 EXIDEIND 176.80 177.85 8008800 0.59 97.66 94.05
29-Aug-2019 FEDERALBNK 80.40 80.9 47586000 0.62 94.64 89.77
29-Aug-2019 GAIL 128.50 129.25 40405050 0.58 92.97 75.34
29-Aug-2019 GLENMARK 383.15 381.8 4617000 -0.35 94.93 94.73
29-Aug-2019 GMRINFRA 15.10 15.05 136215000 -0.33 89.98 93.78
29-Aug-2019 GODREJCP 600.40 604 6031200 0.6 97.68 89.24
29-Aug-2019 GRASIM 708.85 711.25 16143750 0.34 98.69 92.51
29-Aug-2019 HAVELLS 664.55 664.85 6616000 0.05 97.25 88.62
29-Aug-2019 HCLTECH 1117.75 1120.05 9669100 0.21 93.57 85.24
29-Aug-2019 HDFC 2128.45 2140.3 31293000 0.56 95.24 90.64
29-Aug-2019 HDFCBANK 2226.95 2235.35 17009750 0.38 84.36 80.66
29-Aug-2019 HEROMOTOCO 2547.75 2560.45 2390400 0.5 93 86.42
29-Aug-2019 HEXAWARE 387.50 389.25 1741500 0.45 79.54 92.41
29-Aug-2019 HINDALCO 179.70 179.7 30124500 0 97.55 86.23
29-Aug-2019 HINDPETRO 265.90 265.6 16856700 -0.11 97.91 84.03
29-Aug-2019 HINDUNILVR 1832.95 1837.55 9506100 0.25 85.83 90.83
29-Aug-2019 HINDZINC 213.00 213.55 5312000 0.26 91.97 87.96
29-Aug-2019 IBULHSGFIN 449.30 415.35 20578400 -7.56 96.05 90.89
29-Aug-2019 ICICIBANK 404.40 406.7 74339375 0.57 77.89 86.39
29-Aug-2019 ICICIPRULI 422.55 415.65 5872500 -1.63 91.82 83.64
29-Aug-2019 IDBI 26.10 25.3 18648000 -3.07 96.22 96.8
29-Aug-2019 IDEA 4.85 4.85 447132000 0 79.48 86.31
29-Aug-2019 IDFCFIRSTB 43.00 42.05 153720000 -2.21 97.23 94.37
29-Aug-2019 IGL 329.70 328.2 3883000 -0.45 89.47 89.06
29-Aug-2019 INDIGO 1656.25 1664.6 2459400 0.5 86.66 83.02
29-Aug-2019 INDUSINDBK 1350.55 1358.25 11737600 0.57 90.48 83.4
29-Aug-2019 INFRATEL 258.45 256.55 7018000 -0.74 96.69 84.36
29-Aug-2019 INFY 806.95 810.95 56568000 0.5 92.08 89.4
29-Aug-2019 IOC 123.65 124.35 47866000 0.57 67.65 78.19
29-Aug-2019 ITC 241.20 242.5 104236800 0.54 90.03 82.66
29-Aug-2019 JINDALSTEL 94.05 94.45 33990400 0.43 97.12 92.83
29-Aug-2019 JSWSTEEL 211.95 213.1 56588000 0.54 97.48 90.61
29-Aug-2019 JUBLFOOD 1201.60 1173.75 2564500 -2.32 93.48 90.77
29-Aug-2019 JUSTDIAL 699.70 677.3 1828400 -3.2 91.89 91.81
29-Aug-2019 KAJARIACER 469.95 470.35 967200 0.09 89.32 90.74
29-Aug-2019 KOTAKBANK 1450.85 1458.55 8699600 0.53 86.04 79.09
29-Aug-2019 L&TFH 93.00 93.5 29772000 0.54 95.01 89.32
29-Aug-2019 LICHSGFIN 414.45 417 10465400 0.62 86.13 91.42
29-Aug-2019 LT 1342.45 1348.6 13675875 0.46 90.94 79.56
29-Aug-2019 LUPIN 735.05 738.85 7017500 0.52 88.13 89.42
29-Aug-2019 M&M 528.00 530.25 21581000 0.43 91.43 90.37
29-Aug-2019 M&MFIN 315.25 316.85 14327500 0.51 98.92 92.92
29-Aug-2019 MANAPPURAM 122.35 122.65 11988000 0.25 97.57 90.45
29-Aug-2019 MARICO 388.80 390.2 12370800 0.36 98.31 89.73
29-Aug-2019 MARUTI 6110.20 6136.7 2697375 0.43 88.54 89.37
29-Aug-2019 MCDOWELL-N 613.55 617.25 11245000 0.6 96.72 91.59
29-Aug-2019 MCX 941.35 927.95 1557500 -1.42 94.44 91.67
29-Aug-2019 MFSL 426.95 429.65 2055600 0.63 83.65 94.61
29-Aug-2019 MGL 846.25 849.55 2367000 0.39 79.39 95.97
29-Aug-2019 MINDTREE 687.55 688.35 1736400 0.12 93.4 88.48
29-Aug-2019 MOTHERSUMI 96.95 97.45 32092500 0.52 98.85 91.94
29-Aug-2019 MRF 57545.65 57786 17700 0.42 96.69 93.66
29-Aug-2019 MUTHOOTFIN 615.85 617.65 2098500 0.29 91.88 93.31
29-Aug-2019 NATIONALUM 40.15 39.15 30420000 -2.49 96.76 83.5
29-Aug-2019 NBCC 36.65 36.25 31577500 -1.09 89.09 91.96
29-Aug-2019 NCC 56.10 56.4 38272000 0.53 96.75 93.5
29-Aug-2019 NESTLEIND 12716.85 12755.3 445150 0.3 97.03 92.15
29-Aug-2019 NIITTECH 1519.20 1367.55 806250 -9.98 62.55 88.22
29-Aug-2019 NMDC 79.55 79.9 30006000 0.44 97.54 89.01
29-Aug-2019 NTPC 123.10 123.75 65539200 0.53 74.82 73.12
29-Aug-2019 OFSS 2990.90 2991.55 160650 0.02 93.29 98.8
29-Aug-2019 OIL 146.70 147.55 7168491 0.58 90.73 89.24
29-Aug-2019 ONGC 123.25 124 66712500 0.61 80.39 75.15
29-Aug-2019 PAGEIND 17828.30 17812.7 202575 -0.09 94.93 89.12
29-Aug-2019 PEL 1981.60 1990.1 3214488 0.43 99.07 88.93
29-Aug-2019 PETRONET 262.65 262.85 15387000 0.08 98.5 90.63
29-Aug-2019 PFC 100.95 101.55 40448800 0.59 91.16 85.38
29-Aug-2019 PIDILITIND 1374.15 1378.65 2286500 0.33 96.64 91.26
29-Aug-2019 PNB 65.05 65.15 93681000 0.15 97.98 93.2
29-Aug-2019 POWERGRID 204.80 206.15 30548000 0.66 92.77 76.65
29-Aug-2019 PVR 1537.75 1500.6 1026800 -2.42 86.45 93.77
29-Aug-2019 RAMCOCEM 743.30 743.55 1404800 0.03 95.1 96.09
29-Aug-2019 RAYMOND 559.55 559 1747200 -0.1 96.13 95.43
29-Aug-2019 RBLBANK 319.20 319.3 12132000 0.03 89.17 86.69
29-Aug-2019 RECLTD 138.80 139.5 25080000 0.5 91.5 83.95
29-Aug-2019 RELCAPITAL 34.30 33.65 13788000 -1.9 92.72 89.07
29-Aug-2019 RELIANCE 1241.75 1248.3 52977500 0.53 89.34 88.17
29-Aug-2019 RELINFRA 36.30 36 12628000 -0.83 85.14 90.99
29-Aug-2019 SAIL 31.30 31.4 89868000 0.32 93.88 90.93
29-Aug-2019 SBIN 274.50 275.75 106323000 0.46 86.92 84.13
29-Aug-2019 SHREECEM 18520.00 18600.3 181150 0.43 98.77 89.36
29-Aug-2019 SIEMENS 1175.95 1181.95 1053800 0.51 93.12 96.98
29-Aug-2019 SRF 2740.60 2750.9 832250 0.38 96.95 97.51
29-Aug-2019 SRTRANSFIN 967.15 972.55 4636800 0.56 96.03 92.95
29-Aug-2019 STAR 371.00 372.85 2224800 0.5 89.4 96.31
29-Aug-2019 SUNPHARMA 434.65 436.7 47953400 0.47 95.92 92.56
29-Aug-2019 SUNTV 439.80 441.25 5534000 0.33 92.65 90.31
29-Aug-2019 TATACHEM 570.40 569.55 1953000 -0.15 94.84 91.82
29-Aug-2019 TATAELXSI 628.80 632.7 1851000 0.62 93.6 92.41
29-Aug-2019 TATAGLOBAL 274.55 275.9 8486100 0.49 92.05 84.06
29-Aug-2019 TATAMOTORS 114.30 114.5 66678000 0.17 96.83 93.23
29-Aug-2019 TATAMTRDVR 52.85 53 35052000 0.28 98.7 93.51
29-Aug-2019 TATAPOWER 55.50 55.55 44136000 0.09 93.63 90.77
29-Aug-2019 TATASTEEL 34.70 337.35 34502659 872.19 96.33 92.6
29-Aug-2019 TCS 2233.45 2244.45 16157250 0.49 94.89 84.98
29-Aug-2019 TECHM 691.15 691.25 13504800 0.01 93.97 85.7
29-Aug-2019 TITAN 1101.80 1107.2 8956500 0.49 94.95 88.3
29-Aug-2019 TORNTPHARM 1674.95 1690.45 354000 0.93 74.87 86.68
29-Aug-2019 TORNTPOWER 276.95 278.25 4347000 0.47 97.06 89.84
29-Aug-2019 TVSMOTOR 354.20 353.6 7818800 -0.17 96.89 85.53
29-Aug-2019 UBL 1363.90 1366.3 781200 0.18 86.58 97.58
29-Aug-2019 UJJIVAN 293.60 289.95 7379200 -1.24 92.53 90.88
29-Aug-2019 ULTRACEMCO 4073.90 4095.3 2682800 0.53 94.2 88.35
29-Aug-2019 UNIONBANK 59.65 59.95 32914000 0.5 97.95 96.96
29-Aug-2019 UPL 558.35 559.95 15374700 0.29 97 83.67
29-Aug-2019 VEDL 135.75 136.25 57969000 0.37 89.18 84.75
29-Aug-2019 VOLTAS 630.35 629.5 2283000 -0.13 90.54 91.79
29-Aug-2019 WIPRO 248.80 249.3 33504000 0.2 92.73 82.4
29-Aug-2019 YESBANK 57.40 57.65 130301600 0.44 77.28 90.9
29-Aug-2019 ZEEL 362.10 360.7 16788200 -0.39 85.7 92.96

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