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IndexArb Values vs. Time
Nasdaq 100 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-16-2025 to the Last Trade Date of 09-18-2025.]
Updated: Sunday, June-15-2025
11:30am ET

Nasdaq 100 SEP 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)
06-16-202595 98.15 153.93 228.93 303.93 359.70 
06-17-202594 96.83 151.97 226.27 300.40 355.43 
06-18-202593 95.89 150.41 223.99 297.27 351.56 
06-20-202591 95.54 148.80 220.94 292.49 345.30 
06-23-202588 91.31 142.68 212.66 281.62 332.24 
06-24-202587 89.90 140.63 209.89 278.00 327.90 
06-25-202586 88.83 138.93 207.46 274.72 323.90 
06-26-202585 87.41 136.89 204.70 271.10 319.56 
06-27-202584 86.41 135.26 202.34 267.89 315.64 
06-30-202581 82.96 129.94 194.82 257.84 303.48 
07-01-202580 81.54 127.89 192.04 254.23 299.16 
07-02-202579 81.76 127.50 190.91 252.26 296.50 
07-03-202578 82.50 127.62 190.29 250.80 294.36 
07-07-202574 76.95 119.60 179.32 236.51 277.35 
07-08-202573 75.64 117.67 176.65 233.01 273.18 
07-09-202572 74.20 115.62 173.86 229.40 268.90 
07-10-202571 73.15 113.96 171.45 226.17 265.01 
07-11-202570 71.78 111.98 168.72 222.63 260.81 
07-14-202567 67.46 105.83 160.32 211.79 248.02 
07-15-202566 66.01 103.77 157.52 208.18 243.77 
07-16-202565 64.56 101.72 154.72 204.57 239.52 
07-17-202564 63.11 99.67 151.91 200.96 235.27 
07-18-202563 61.68 97.63 149.13 197.37 231.05 
07-21-202560 57.31 91.46 140.69 186.54 218.36 
07-22-202559 55.85 89.41 137.88 182.94 214.13 
07-23-202558 54.38 87.35 135.06 179.33 209.91 
07-24-202557 52.92 85.29 132.25 175.72 205.70 
07-25-202556 51.45 83.23 129.43 172.12 201.49 
07-28-202553 47.56 77.58 121.49 161.84 189.41 
07-29-202552 46.08 75.51 118.66 158.23 185.22 
07-30-202551 44.60 73.45 115.84 154.63 181.03 
07-31-202550 44.76 73.03 114.65 152.67 178.49 
08-01-202549 44.03 71.72 112.58 149.83 175.07 
08-04-202546 39.56 65.52 104.08 139.03 162.56 
08-05-202545 38.36 63.75 101.54 135.73 158.70 
08-06-202544 36.86 61.68 98.70 132.13 154.54 
08-07-202543 35.87 60.12 96.37 129.04 150.90 
08-08-202542 36.33 60.01 95.49 127.41 148.72 
08-11-202539 34.05 56.05 89.22 118.88 138.56 
08-12-202538 32.54 53.98 86.37 115.29 134.43 
08-13-202537 31.01 51.90 83.52 111.69 130.30 
08-14-202536 29.49 49.82 80.66 108.10 126.18 
08-15-202535 30.65 50.43 80.50 107.19 124.75 
08-18-202532 27.74 45.87 73.62 98.11 114.12 
08-19-202531 26.40 43.99 70.96 94.72 110.22 
08-20-202530 24.98 42.03 68.22 91.25 106.25 
08-21-202529 27.19 43.70 69.09 91.38 105.88 
08-22-202528 25.69 41.66 66.25 87.80 101.80 
08-25-202525 20.40 34.77 56.97 76.33 88.85 
08-26-202524 18.64 32.47 53.89 72.51 84.55 
08-27-202523 16.89 30.20 50.82 68.73 80.29 
08-28-202522 15.16 27.94 47.77 64.96 76.05 
08-29-202521 15.82 28.08 47.12 63.60 74.21 
09-02-202517 9.75 19.97 35.87 49.52 58.30 
09-03-202516 8.20 17.91 33.02 45.98 54.31 
09-04-202515 7.89 17.10 31.43 43.69 51.57 
09-05-202514 9.95 18.66 32.21 43.78 51.22 
09-08-202511 5.67 12.90 24.11 33.64 39.78 
09-09-202510 5.60 12.34 22.77 31.62 37.34 
09-10-20259 4.08 10.34 20.00 28.17 33.47 
09-11-20258 2.59 8.36 17.24 24.75 29.62 
09-12-20257 1.94 7.23 15.34 22.18 26.64 
09-15-20254 0.39 4.24 10.04 14.91 18.14 
09-16-20253 -1.02 2.36 7.39 11.60 14.44 
09-17-20252 -1.97 0.94 5.20 8.76 11.19 
09-18-20251 -3.31 -0.90 2.59 5.51 7.52 

 
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