All calculators / Options and futures
Futures fair price (cost of carry)Analyst
Theoretical futures price from spot, rates and carry.
What you’ll enter
- Spot price
- Risk-free rate
- Dividend or income yield
- Time to expiry
- Market futures price (optional)
Included with Analyst
Unlock this calculator and all 37 others, from $2 a month.
See plansAlready subscribed? Activate your key
Or try a free one: Future value, Loan and mortgage payment, Compound annual growth rate (CAGR)
The formula
F = S × e^((r − q) × T)
Holding the asset costs financing (r) and earns income (q). If the market price is far from fair value, arbitrageurs normally close the gap.