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IndexArb Values vs. Time
Nasdaq 100 JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-20-2024 to the Last Trade Date of 06-20-2024.]
Updated: Saturday, May-18-2024
2:05pm ET

Nasdaq 100 JUN 2024 Arb Values to Contract End

 
Data Table for the Above Graph
[Note that the following values change daily].
 Date
 (Trading  days only)		 Number
of Days
to End		 Sell
Active
(SA)		 Sell
Threshold
(ST)		 Fair Value
Premium
(FV)		 Buy
Threshold
(BT)		 Buy
Active
(BA)
05-20-202432 63.13 69.20 77.33 86.24 92.89 
05-21-202431 60.64 66.62 74.75 83.58 90.07 
05-22-202430 58.02 63.91 72.03 80.78 87.10 
05-23-202429 55.34 61.12 69.24 77.88 84.05 
05-24-202428 52.32 58.01 66.10 74.64 80.64 
05-28-202424 40.53 45.80 53.69 61.72 67.08 
05-29-202423 37.87 43.03 50.85 58.72 63.92 
05-30-202422 36.28 41.32 49.06 56.78 61.81 
05-31-202421 36.30 41.23 48.86 56.42 61.30 
06-03-202418 27.99 32.57 39.84 46.84 51.24 
06-04-202417 25.55 30.00 37.13 43.93 48.18 
06-05-202416 22.95 27.27 34.23 40.83 44.92 
06-06-202415 20.95 25.14 31.94 38.32 42.25 
06-07-202414 21.22 25.28 31.89 38.05 41.83 
06-10-202411 14.79 18.43 24.42 29.85 33.17 
06-11-202410 12.28 15.79 21.54 26.72 29.87 
06-12-20249 9.81 13.17 18.67 23.58 26.59 
06-13-20248 7.36 10.57 15.81 20.46 23.31 
06-14-20247 7.83 10.89 15.85 20.22 22.91 
06-17-20244 0.77 3.37 7.42 10.90 13.13 
06-18-20243 -1.16 1.27 4.99 8.16 10.23 
06-20-20241 -5.60 -3.55 -0.53 1.99 3.72 

 
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