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What Is the Difference between the Theoretical Futures Price and the Market Futures Price?

Theoretical is the calculated cost-of-carry price; Market is the actual trading price. The difference is a mispricing.
Greeks.Live24.11.25

What Is the Difference between the Theoretical Futures Price and the Market Futures Price?

The theoretical futures price is the price derived from the cost-of-carry model (Spot Price + Cost of Carry). The market futures price is the actual price at which the contract is currently trading on the exchange.

The difference between the two is a temporary mispricing. Arbitrageurs constantly work to close this gap, but it can exist due to transaction costs, market inefficiencies, or differing market expectations.

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