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Track Futures Rollover and Calendar Spreads

To track what it costs to roll index futures from one month to the next, open the Jelly view on the Sheets page: its Futures Calendar cards show live month-pair spreads for NIFTY, SENSEX and BANKNIFTY, and its Jelly cards price a 4-leg ATM synthetic calendar for NIFTY and SENSEX. For single stocks, the Stock Futures view lists the same month spreads for every NSE F&O stock, with basis and roll share.

ToolsIndex futures calendar and jelly, Stock futures calendar, MCX futures calendar
InstrumentsFutures Calendar: NIFTY, SENSEX, BANKNIFTY. Jelly: NIFTY, SENSEX. NSE single-stock futures, up to three monthly contracts each
When it updatesStreams live during market hours
Open itquintalmind.com/sheets → Jelly or Stock Futures

Steps​

  1. Sign in with your broker and open Sheets.
  2. In the left panel, under the index table, click Jelly.
  3. Read the Futures Calendar cards. Each row is a month pair (M1-M2, M2-M3 and M1-M3 when three monthly futures trade) with a Buy and a Sell value.
  4. Click a Buy or Sell value to open the side panel with the legs, Mid, Legs apart, Near expiry days, spot and the basket margin.
  5. In the panel's Historical chart, pick 1D, 7D, 15D or 30D to see how the spread moved.
  6. For stocks, click Stock Futures under the index table, pick Table or Tiles and type in filter symbol to find a stock.
  7. Click a stock's Buy or Sell value to open the detail rail with its term structure, roll share and margin for one lot.
  8. Click the star next to a stock to lock it to the top of the list.

What to look at​

  • Index Futures Calendar sign. Buy = near future bid − far future ask (sell the near month, buy the far month). It is money received minus money paid, so a negative Buy value means you pay to enter.
  • Stock Futures sign. Buy = far ask − near bid, written as the cost of the same trade. % is the average of Buy and Sell as a percentage of the front month price.
  • Fut − Spot on the Jelly cards and C–F % on Stock Futures show the futures basis.
  • Historical chart. The dashed lines are the median and ±1σ of the spread for the chosen window.
  • Roll share. Open interest beyond the front month as a share of total OI, read from today's open interest, not the exchange's rollover figure.
  • Jelly legs. Buy Jelly buys 1 put and sells 1 call at ATM in the near expiry, and buys 1 call and sells 1 put at ATM in the later expiry. Sell Jelly flips every leg.

Quintal Mind does not place orders. If you signed in with Zerodha, Alice Blue or FYERS, the stock detail rail shows Buy and Sell buttons that open the legs as a basket on your broker's own page.

FAQ​

Where can I see the live Nifty futures rollover spread?​

On the Jelly view of the Quintal Mind Sheets page. The Futures Calendar section shows live month-to-month futures spreads for NIFTY, SENSEX and BANKNIFTY, built from the bid and ask of both futures.

Where can I see rollover spreads for NSE stock futures?​

On the Stock Futures view of the Sheets page. Every NSE F&O stock gets the near-next, next-far and near-far spreads, the cash-to-future basis, volume, open interest and, in the detail rail, the roll share.

Why does the Buy value have a different sign on the index and stock views?​

The two views write the same trade differently. On the index Futures Calendar, Buy is near bid minus far ask, so a negative value means you pay. On Stock Futures, Buy is far ask minus near bid, the cost of the spread. Both describe selling the near month and buying the far month.

Quintal Mind shows market data and analytics for information only. Nothing here is investment advice, and Quintal Mind does not place orders.

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