Rollover Report - ENAM DIRECT

The Nifty Dec rollover stands at 61.58% on Thursday compared to 72.07% on same day of previous expiry. The market wide Dec rollover stands at 83.67% on Thursday as compared to 83.67% on same day of previous expiry.

The Rollover cost in Dec series stands at 1.03 on Thursday compared to 0.76 on same day of previous expiry.

The Nifty Dec rollover is lower than its Three months average of 65.55% and Six months average of 65.77% as on today.

The market wide rollover is higher than with its Three months average of 83.48% and six months average of 82.53%.

The option data of Jan series depicts highest Call OI at 6000 (4.66 million shares) and second largest put base at 5700 (3.47 million shares). Option traders of Jan can get the benefit of theta by forming Short Strangle within the range of 5700-6000.

Source : Equity Bulls

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