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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-07-2026 to the Last Trade Date of 06-17-2026.]
Updated: Monday, Apr-06-2026
11:50pm ET

Nasdaq 100 JUN 2026 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)
04-07-202672 125.89 144.41 169.27 213.41 246.31 
04-08-202671 122.99 141.49 166.41 209.95 242.30 
04-09-202670 120.56 139.04 163.99 206.95 238.75 
04-10-202669 117.77 136.21 161.19 203.56 234.83 
04-13-202666 109.28 127.57 152.59 193.20 222.87 
04-14-202665 106.49 124.72 149.73 189.75 218.90 
04-15-202664 103.72 121.87 146.87 186.30 214.93 
04-16-202663 100.96 119.03 144.00 182.85 210.97 
04-17-202662 98.22 116.21 141.14 179.40 207.01 
04-20-202659 90.10 107.79 132.56 169.07 195.16 
04-21-202658 87.43 105.01 129.70 165.63 191.22 
04-22-202657 84.77 102.24 126.84 162.19 187.28 
04-23-202656 82.14 99.47 123.98 158.75 183.35 
04-24-202655 79.88 97.09 121.49 155.68 179.79 
04-27-202652 73.00 89.77 113.79 146.24 168.91 
04-28-202651 70.44 87.06 110.93 142.81 165.00 
04-29-202650 67.90 84.36 108.08 139.37 161.09 
04-30-202649 67.11 83.40 106.95 137.67 158.92 
05-01-202648 65.47 81.58 104.96 135.10 155.88 
05-04-202645 58.05 73.61 96.40 124.81 144.21 
05-05-202644 55.61 70.97 93.54 121.38 140.33 
05-06-202643 53.48 68.65 90.99 118.25 136.75 
05-07-202642 51.08 66.03 88.14 114.82 132.88 
05-08-202641 50.80 65.54 87.40 113.51 131.12 
05-11-202638 46.48 60.56 81.62 106.00 122.29 
05-12-202637 44.72 58.56 79.33 103.13 118.99 
05-13-202636 43.21 56.82 77.29 100.52 115.95 
05-14-202635 41.31 54.67 74.84 97.49 112.49 
05-15-202634 42.61 55.72 75.57 97.64 112.22 
05-18-202631 35.86 48.19 67.03 87.37 100.69 
05-19-202630 33.64 45.70 64.18 83.95 96.86 
05-20-202629 31.61 43.40 61.50 80.68 93.18 
05-21-202628 32.96 44.47 62.18 80.77 92.86 
05-22-202627 32.10 43.33 60.64 78.64 90.32 
05-26-202623 22.63 32.69 48.29 63.95 74.03 
05-27-202622 20.37 30.11 45.27 60.33 70.03 
05-28-202621 18.14 27.58 42.27 56.75 66.05 
05-29-202620 17.90 27.02 41.24 55.14 64.06 
06-01-202617 11.56 19.72 32.47 44.61 52.39 
06-02-202616 10.26 18.08 30.32 41.88 49.28 
06-03-202615 8.40 15.89 27.61 38.59 45.61 
06-04-202614 8.76 15.92 27.10 37.50 44.15 
06-05-202613 10.29 17.11 27.75 37.56 43.85 
06-08-202610 5.22 10.99 19.96 28.03 33.21 
06-09-20269 3.77 9.18 17.57 25.06 29.89 
06-10-20268 3.24 8.29 16.09 23.00 27.47 
06-11-20267 1.55 6.24 13.44 19.77 23.89 
06-12-20266 0.83 5.15 11.75 17.50 21.26 
06-15-20263 -0.84 2.34 7.06 11.09 13.80 
06-16-20262 -2.33 0.46 4.54 7.99 10.34 
06-17-20261 -3.32 -0.94 2.48 5.35 7.34 

 
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