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I have tried to analyze Stock Futures and compare with Cash data continuously for few weeks for all FnO stocks. It does not seem that this analysis can answer too many questions.
The settlement price is almost close to Cash Spot Price most of teh times (except max. of 1.5% difference b/w them). There could be outliers, very rare.
COI could increase with increase in Settlement price, but I dont see any definite trend in Spot Price even after several days of increase in COI and settlement price and premium of Settlement price over Spot price each day.Similarly after continuous days of decrease in COI / Spot price and premium decrease, unable to see a trend in Spot price coming up.
At times, we are able to see some arbitrage opportunities between Cash and Futures.
It would help to know what helpful analysis could we do after analyzing the Stock Futures data. What are the answers this analysis could provide. Instead Cash Vlume/Price and Option Analysis might be much more useful than Stock Futures Analysis.. Kindly guide..
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