Rollover Action Priority V2.1 · Research only
One row per symbol · independent CE/PE quality gates · no BUY/SELL signals
| Symbol ↕ | Priority ↕ | CE / PE tier | Lead side ↕ | Evidence ↕ | Matched OI ↕ | Matched / near OI ↕ | Coverage ↕ | Volume backed ↕ | Strikes ↕ | Evidence note | Details |
|---|---|---|---|---|---|---|---|---|---|---|---|
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Trial thresholds: High requires volume-backed same-strike migration, evidence ≥70, matched OI ≥25 source units, matched/near OI ≥0.5%, strike coverage ≥80%, volume-backed fraction ≥50%, and ≥2 matched strikes. Developing requires weaker but nontrivial volume-backed evidence. These are screening thresholds, not validated trading signals. Contract sizes can differ; unmatched opening positions are not verified rollovers.
Rollover Footprint & Wall Migration
Click symbol to expand CE/PE evidence| Symbol ↕ | Near expiry ↕ | Next expiry ↕ | CE migration ↕ | PE migration ↕ | Next CE OI share ↕ | Next PE OI share ↕ | CE walls (Near → Next) | PE walls (Near → Next) | Evidence score ↕ | CE / PE status | Snapshot IST |
|---|---|---|---|---|---|---|---|---|---|---|---|
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Interpretation: Next-expiry OI share is positioning, not rollover. CE and PE are evaluated independently. The footprint requires paired OI reductions and increases at identical strikes, aligned snapshots and strike-coverage checks. A wall gap between expiries is not proof of a position transfer. Evidence score is not a trading win probability. No BUY/SELL signals or trades are generated.