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June 14, 2026
The Dispatch

Definition

Rollover Percentage

Rollover percentage is the share of expiring futures positions carried forward to the next series, used as a sentiment gauge.

Calculated as the open interest rolled to the next month divided by the total OI near expiry, the rollover percentage shows how many traders are extending their positions rather than exiting. A high rollover with a rising price suggests strong bullish conviction; high rollover with falling price suggests committed bears.

Indian analysts publish Nifty, Bank Nifty, and stock rollover data around the monthly expiry as a read on how the market is positioned for the coming series. Comparing the figure to the three-month average and watching the accompanying rollover cost refines the signal.

Related terms

  • Open InterestOpen interest is the total number of outstanding futures or options contracts that have not yet been closed.
  • Rollover CostRollover cost is the price difference paid to shift a futures position from the near month to the far month.
  • Calendar Spread (Futures)A futures calendar spread buys one expiry and sells another of the same underlying to trade the spread, not direction.

Plain-English explainer from The Dispatch Investors Encyclopedia. General information, not financial advice.