Roll over nifty futures

G

gmt900

Well-Known Member
#1
#1
Hi,
I am long on nifty futures Jan bought at 8800. At present the difference between the price of NF Jan and Feb is more than 50 points. If I roll over by simultaneously selling Jan and buying Feb NF , I stand to loose 50 points per lot. Moreover, if nifty slides lower after I buy Feb NF, I stand to loose even more. I have multiple lots in NF Jan. Will it help to roll over step by step?
Please advise.
Thanks and regards,
gmt
 
C

comm4300

Well-Known Member
#2
#2
gmt900 said:
Hi,
I am long on nifty futures Jan bought at 8800. At present the difference between the price of NF Jan and Feb is more than 50 points. If I roll over by simultaneously selling Jan and buying Feb NF , I stand to loose 50 points per lot. Moreover, if nifty slides lower after I buy Feb NF, I stand to loose even more. I have multiple lots in NF Jan. Will it help to roll over step by step?
Please advise.
Thanks and regards,
gmt
Click to expand...
assuming that you are bullish for Feb as well, you can consider writing 9000 CE and roll over futures to FEB. Call premium would help protect downside to a certain extent.

besides this, i have not much knowledge of rolling over pure futures position.

best wishes.
 
N

niftychartreader

Banned
#3
#3
gmt900 said:
Hi,
I am long on nifty futures Jan bought at 8800. At present the difference between the price of NF Jan and Feb is more than 50 points. If I roll over by simultaneously selling Jan and buying Feb NF , I stand to loose 50 points per lot. Moreover, if nifty slides lower after I buy Feb NF, I stand to loose even more. I have multiple lots in NF Jan. Will it help to roll over step by step?
Please advise.
Thanks and regards,
gmt
Click to expand...
Whether step by step or all lots at a time, you are bound to loose the difference in premium of two series, whenever you will rollover to Feb series.

But you can save some points, if you sell (Jan series) on high and buy (rollover) Feb series at low.
 
You must log in or register to reply here.
Thread starter Similar threads Forum Replies Date
A ibcontroller source code AmiBroker 0
T live scroll of trades Software 0
desiwarrenbuffet Paytm Money rolled out stock trading services General Trading & Investing Chat 0
trendtrade Microsoft Windows 10 October 2018 update roll out halted after major bug Software Issues 2
D Query regarding Nifty Futures Rollover Strategy Introductions 4

Similar threads