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IndexArb Values vs. Time
Nasdaq 100 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-01-2025 to the Last Trade Date of 06-19-2025.]
Updated: Wednesday, Apr-30-2025
11:20pm ET

Nasdaq 100 JUN 2025 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)
05-01-202550 29.98 57.60 94.82 133.60 162.37 
05-02-202549 29.21 56.39 93.14 131.23 159.40 
05-05-202546 24.62 50.45 85.73 121.76 148.15 
05-06-202545 23.41 48.79 83.57 118.91 144.70 
05-07-202544 21.90 46.83 81.09 115.73 140.94 
05-08-202543 20.40 44.87 78.60 112.56 137.18 
05-09-202542 20.10 44.11 77.31 110.57 134.61 
05-12-202539 18.29 40.88 72.44 103.60 125.91 
05-13-202538 16.83 38.95 69.94 100.40 122.14 
05-14-202537 16.01 37.65 68.07 97.82 118.99 
05-15-202536 18.33 39.49 69.32 98.37 118.97 
05-16-202535 21.22 41.89 71.14 99.48 119.51 
05-19-202532 16.96 36.17 63.58 89.79 108.14 
05-20-202531 15.90 34.60 61.39 86.88 104.68 
05-21-202530 14.28 32.48 58.63 83.39 100.63 
05-22-202529 13.53 31.23 56.73 80.76 97.45 
05-23-202528 12.23 29.42 54.26 77.57 93.71 
05-27-202524 6.28 21.43 43.54 63.92 77.88 
05-28-202523 4.83 19.45 40.86 60.50 73.93 
05-29-202522 3.47 17.57 38.26 57.17 70.05 
05-30-202521 4.45 18.03 37.99 56.16 68.51 
06-02-202518 0.38 12.36 30.11 46.04 56.80 
06-03-202517 -0.26 11.18 28.17 43.35 53.59 
06-04-202516 -1.47 9.44 25.65 40.09 49.80 
06-05-202515 -1.39 8.98 24.42 38.10 47.29 
06-06-202514 0.51 10.34 24.98 37.91 46.58 
06-09-202511 -1.79 6.38 18.61 29.27 36.40 
06-10-202510 -2.62 5.00 16.40 26.30 32.92 
06-11-20259 -3.33 3.73 14.30 23.44 29.54 
06-12-20258 -4.42 2.08 11.81 20.18 25.78 
06-13-20257 -2.00 3.94 12.82 20.42 25.52 
06-16-20254 -4.53 -0.30 5.96 11.26 14.84 
06-17-20253 -5.50 -1.85 3.52 8.06 11.14 
06-18-20252 -6.44 -3.37 1.10 4.86 7.44 

 
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