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Synthetic Futures Price Calculator

Imply the futures price from a call-put pair (K + C − P) and compare with the listed future to spot mispricing.

$—
Synthetic futures price
$—
Listed − synthetic

Formula

F_synthetic = K + C − P

Long call + short put at one strike IS a future bought at K+C−P. Persistent gaps versus the listed future reflect borrow costs or dividend expectations — on Indian indexes the synthetic often reveals the real cost-of-carry better than the basis.

References: Hull — synthetic forward relationships

Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.

Need synthetic futures price calculator results fast? Analysts, founders, traders and finance professionals use the Synthetic Futures Price Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.

About Synthetic Futures Price Calculator

Imply the futures price from a call-put pair (K + C − P) and compare with the listed future to spot mispricing. Long call + short put at one strike IS a future bought at K+C−P. Persistent gaps versus the listed future reflect borrow costs or dividend expectations — on Indian indexes the synthetic often reveals the real cost-of-carry better than the basis. The governing relationship is F_synthetic = K + C − P. The Synthetic Futures Price Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.

How to use Synthetic Futures Price Calculator

  1. 1Enter Strike used, Call price at K, Put price at K, Listed futures price into the Synthetic Futures Price Calculator.
  2. 2The result is computed automatically using F_synthetic = K + C − P — there is no button to press.
  3. 3Change any input to model a different scenario, then copy or share the result.

Why use Synthetic Futures Price Calculator?

  • Computes synthetic futures price calculator instantly with the correct formula — no spreadsheet needed
  • 100% free and unlimited, with no sign-up, login or paywall
  • Runs entirely in your browser, so the figures you enter stay private
  • Shows the formula, a live worked example and references so you can defend the number

Frequently asked questions

What is the formula behind the Synthetic Futures Price Calculator?+

Synthetic Futures Price Calculator uses F_synthetic = K + C − P. Long call + short put at one strike IS a future bought at K+C−P. The tool substitutes your actual inputs into this relationship and shows the worked example step by step.

What inputs does the Synthetic Futures Price Calculator need?+

Enter Strike used, Call price at K, Put price at K, Listed futures price and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.

Is the Synthetic Futures Price Calculator free, and is my data private?+

Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.

What should I watch out for when using the Synthetic Futures Price Calculator?+

Persistent gaps versus the listed future reflect borrow costs or dividend expectations — on Indian indexes the synthetic often reveals the real cost-of-carry better than the basis.

What is the Synthetic Futures Price Calculator based on?+

The method follows authoritative sources: Hull — synthetic forward relationships. The formula and references are shown on the page so you can verify and cite the result.

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