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IndexArb Values vs. Time
Nasdaq 100 JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-07-2024 to the Last Trade Date of 06-20-2024.]
Updated: Monday, May-06-2024
9:50pm 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)
05-07-202445 89.80 94.00 99.76 117.50 130.44 
05-08-202444 86.66 90.98 96.94 114.28 126.84 
05-09-202443 85.26 89.68 95.84 112.77 124.95 
05-10-202442 84.69 89.21 95.54 112.07 123.87 
05-13-202439 75.57 80.30 87.07 102.43 113.13 
05-14-202438 73.45 78.22 85.12 100.09 110.44 
05-15-202437 73.36 78.17 85.17 99.76 109.77 
05-16-202436 73.84 78.67 85.77 99.97 109.64 
05-17-202435 71.12 75.96 83.14 96.96 106.30 
05-20-202432 62.74 67.58 74.91 87.61 95.99 
05-21-202431 60.22 65.04 72.40 84.73 92.80 
05-22-202430 58.53 63.32 70.69 82.63 90.40 
05-23-202429 55.87 60.61 67.97 79.54 87.01 
05-24-202428 52.89 57.59 64.93 76.13 83.30 
05-28-202424 41.27 45.72 52.87 62.62 68.69 
05-29-202423 38.59 42.97 50.04 59.43 65.25 
05-30-202422 37.06 41.35 48.34 57.38 62.94 
05-31-202421 36.22 40.43 47.31 56.01 61.33 
06-03-202418 28.07 32.00 38.52 46.20 50.82 
06-04-202417 25.68 29.51 35.89 43.24 47.64 
06-05-202416 23.19 26.91 33.15 40.16 44.35 
06-06-202415 21.23 24.85 30.93 37.62 41.60 
06-07-202414 21.54 25.05 30.96 37.33 41.11 
06-10-202411 15.18 18.36 23.70 29.12 32.34 
06-11-202410 12.69 15.75 20.89 26.00 29.05 
06-12-20249 10.57 13.52 18.44 23.25 26.12 
06-13-20248 8.12 10.96 15.66 20.16 22.87 
06-14-20247 8.58 11.30 15.77 19.97 22.52 
06-17-20244 1.42 3.80 7.53 10.85 12.97 
06-18-20243 -0.92 1.34 4.81 7.84 9.82 
06-20-20241 -5.51 -3.51 -0.59 1.87 3.56 

 
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