How to get monthly rollover data of derivatives market in NSEFO segment? has anybody had a official link to download?
also need explanation(how to understand) , i mean how to read, decode/ understand it well in easy language.
i go purely technical & happy with it,but additional to existing study, i want learn & become expert in understanding monthly rollover data of derivatives contracts in NSE F&O. we often see TV anchors & experts of big brokerage talk about this data, but retailers didn’t get this data with detail. so i’m some curious about it.
@nithin @siva-reddy pls share any info about this.
A lot of this OI rollover can be hocus pocus. There is no way to ascertain that if OI in a particular month contract is going down and next month is going up that means it is OI rollover. It very easily could be new positions getting added in the next month contract.
But this data is available on NSE. Look at Daily market reports
https://www.nseindia.com/all-reports
Download the Bhav copy. You can see OI against every contract. You can compare this OI of a particular month to the OI of the same contract next month. If the current month is reducing, and the next month is increasing, the assumption is that rollover is happening. If the current month’s OI is going down and next month isn’t going up, this means rollover isn’t happening.
You can see the live OI on Kite if you are trying to check for the change of OI from yesterday closing to the current time.
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Thanks @nithin sir.
this means TV anchors & such analyst talk with big confidence on this just assumptions, exchange don’t public detailed data.
anyway i will track these data to check whether is it predict well or not.