F&O data
Futures premium & discount. NIFTY, BANK NIFTY and every stock.
How far futures trade above or below spot, as a premium and as a yearly carry rate, since Jul 2024.
NIFTY 50 futures premium
Near-month futures vs spot. The premium shrinks towards zero into each expiry; the yearly rate removes that effect.
BANK NIFTY futures premium
Near-month futures vs spot. The premium shrinks towards zero into each expiry; the yearly rate removes that effect.
Stock futures by carry
Lowest first: stocks whose futures trade at the biggest discount to spot (yearly rate). Excludes the last two days before expiry, when the rate jumps around.
Questions
What is the futures basis?
The gap between the futures price and the spot price. Futures normally trade at a premium that reflects interest cost until expiry; it shrinks to zero on expiry day.
Why do some stock futures trade at a discount?
Most often an upcoming dividend (spot will drop by the dividend, futures already price it in), or heavy short positions in the futures market.
Related F&O tools
Today’s numbers, their history, and every stock’s own page.
From NSE’s end-of-day F&O files. Past patterns are not a forecast. Information, not investment advice; ChartMine is not a SEBI-registered adviser.