Futures Calculator
Calculate futures prices using Cost of Carry model and analyze P&L
Futures Pricing (Cost of Carry)
F = S × e^((r + u) × T)
Storage, insurance, convenience yield, etc.
Futures P&L Calculator
Calculate profit/loss on futures positions
Entry Price:₹0.00
Exit Price:₹0.00
Per Unit:₹0.00
Note:
NSE equity futures have a lot size of 100 units. P&L is calculated for 1 lot.
Cost of Carry Model
The futures price is calculated as:
F = S × e(r + u) × T
Where:
- F = Futures price
- S = Spot price
- r = Risk-free rate
- u = Cost of carry
- T = Time to expiry (years)
NSE Futures Details
Lot Size: Typically 100 units (varies by instrument)
Expiry: Last Thursday of the month
Trading Hours: 09:15 - 15:30 IST (Mon-Fri)
Margin: VaR + ELM (Extreme Loss Margin)
Contracts: Monthly and quarterly contracts available