Hey,
Could someone please tell me the formula or such to calculate rollover in futures and options. I'm talking about both, market wide and stock specific F&O rollovers. I've seen the figures on CNBC, stating 'Nifty rollover stand at 44% with a positive bias', and have tried looking everywhere on how they arrive at these figures.
So if someone could enlighten me, please.
Thanks,
Deadfoot
Could someone please tell me the formula or such to calculate rollover in futures and options. I'm talking about both, market wide and stock specific F&O rollovers. I've seen the figures on CNBC, stating 'Nifty rollover stand at 44% with a positive bias', and have tried looking everywhere on how they arrive at these figures.
So if someone could enlighten me, please.
Thanks,
Deadfoot