Monthly Rollover Report 27th October 2026 by Axis Securities Ltd
NIFTY HIGHLIGHTS
Nifty October Monday rollover printed at 61.8%, trailing the previous 63.2% and three/six-month averages of 62.0% and 62.4%, signaling broader institutional hesitation at current index levels. Bank Nifty's rollover surged to 67.0% versus the prior 65.9% and 64.4% three/six-month averages, showcasing decisive bullish divergence in financial sector positioning. Market wide rollover dipped to 81.0% versus the previous 81.4% and lagging three/six-month averages (81.4%, 81.6%), reflecting systemic de-risking and sidelined capital across broader markets. October rollover cost climbed to 0.55% on Monday, expanding from 0.40% during the previous expiry, confirming long-bias conviction as participants aggressively absorb higher carrying premiums. The option data for the October series indicates a strong Call Open Interest (OI) at the 23,000-strike price, followed by 22,800. In contrast, a substantial concentration of Put OI is observed at 22,200, with additional levels at 22,500.
Stock & Sector Highlights
- MANAPPURAM, NAM-INDIA, ICICIGI, ZYDUSLIFE and TECHM saw higher rollover on Monday compared to same day of previous expiry.
- AMBUJACEM, OIL, TRENT, INOXWIND and NATIONALUM saw lower rollover on Monday compared to same day of previous expiry.
- Highest rollover in current expiry for the day is seen in PHOENIXLTD, UNOMINDA, MPHASIS, ICICIBANK and MOTHERSON.
- Lowest rollover in current expiry for the day is seen in AMBUJACEM, NATIONALUM, PFC, KAYNES and SHREECEM.
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