Futures Fair Value Calculator

Calculate theoretical futures price, basis, and cost of carry for index and stock futures.

Spot Price (₹)

Current index/stock price

Actual Futures Price (₹)

Current futures contract price

Days to Expiry

Risk-Free Rate (%)

Annual interest rate (India: ~6-7%)

Dividend Yield (%) - Optional

Expected dividend during contract period (0 for indices)

Futures Valuation

Theoretical Fair Value

Expected futures price

Basis

Futures - Spot

Cost of Carry

Theoretical basis

Mis-Pricing

Actual vs Fair value

Premium/Discount

% over/under spot

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