📦 Futures Chain
Term structure · basis · roll cost · contango/backwardation
Spot Price
₹22,450
Curve Structure
CONTANGO
Front-Month Premium
₹6.5
Roll Cost (1→2)
₹130.22 (0.58%)
Front-Month OI
151,495
📈 Futures Curve — Term StructureCONTANGO
— Actual Futures- - Fair Value (Cost of Carry)- - Spot
📊 Open Interest by Expiry
24 Apr151,495
29 May105,626
26 Jun129,779
28 Aug97,692
25 Sep40,708
30 Oct37,905
IV Term Structure (ATM)
24 Apr14.8%
29 May16%
26 Jun16.6%
28 Aug16.9%
25 Sep18.5%
30 Oct18.9%
📋 Full Futures Chain — NIFTY 50Spot: ₹22,450
| Expiry | Days | Fair Value | Actual | Basis | Premium % | OI | Volume | ATM IV | Structure |
|---|---|---|---|---|---|---|---|---|---|
| 24 Apr | 2d | ₹22,456.52 | ₹22,436.09 | +₹6.5 | 0.029% | 151,495 | 79,218 | 14.8% | CONTANGO |
| 29 May | 37d | ₹22,570.94 | ₹22,566.31 | +₹120.9 | 0.539% | 105,626 | 71,448 | 16% | CONTANGO |
| 26 Jun | 65d | ₹22,662.89 | ₹22,651.33 | +₹212.9 | 0.948% | 129,779 | 52,953 | 16.6% | CONTANGO |
| 28 Aug | 128d | ₹22,871.16 | ₹22,852.86 | +₹421.2 | 1.876% | 97,692 | 8,274 | 16.9% | CONTANGO |
| 25 Sep | 156d | ₹22,964.34 | ₹22,960.63 | +₹514.3 | 2.291% | 40,708 | 19,224 | 18.5% | CONTANGO |
| 30 Oct | 191d | ₹23,081.35 | ₹23,080.24 | +₹631.4 | 2.812% | 37,905 | 7,178 | 18.9% | CONTANGO |