Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
IndexArb Values vs. Time
Nasdaq 100 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-25-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, Apr-24-2025
9:55pm 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)
04-25-202556 70.98 88.80 112.72 138.80 158.24 
04-28-202553 64.46 81.74 105.27 130.52 149.06 
04-29-202552 62.23 79.32 102.72 127.68 145.92 
04-30-202551 61.69 78.60 101.84 126.50 144.45 
05-01-202550 59.48 76.19 99.27 123.64 141.28 
05-02-202549 58.06 74.57 97.49 121.55 138.89 
05-05-202546 51.52 67.41 89.77 112.89 129.32 
05-06-202545 49.36 65.04 87.20 109.98 126.11 
05-07-202544 47.20 62.67 84.62 107.07 122.89 
05-08-202543 45.06 60.30 82.03 104.15 119.66 
05-09-202542 44.12 59.13 80.64 102.41 117.61 
05-12-202539 39.85 54.17 74.93 95.64 109.92 
05-13-202538 37.76 51.83 72.34 92.68 106.64 
05-14-202537 37.01 50.85 71.07 91.05 104.70 
05-15-202536 38.70 52.28 72.23 91.82 105.16 
05-16-202535 39.80 53.13 72.79 92.00 105.03 
05-19-202532 33.99 46.54 65.26 83.29 95.37 
05-20-202531 32.31 44.59 62.98 80.60 92.37 
05-21-202530 30.30 42.31 60.35 77.57 89.02 
05-22-202529 28.75 40.48 58.17 74.96 86.10 
05-23-202528 27.65 39.11 56.43 72.79 83.61 
05-27-202524 18.73 29.03 44.76 59.35 68.90 
05-28-202523 16.57 26.57 41.88 56.01 65.24 
05-29-202522 14.52 24.22 39.09 52.75 61.66 
05-30-202521 14.17 23.56 37.99 51.18 59.77 
06-02-202518 8.18 16.62 29.65 41.40 49.01 
06-03-202517 6.93 15.05 27.59 38.85 46.13 
06-04-202516 5.13 12.92 24.97 35.73 42.69 
06-05-202515 4.64 12.09 23.63 33.89 40.52 
06-06-202514 6.63 13.74 24.76 34.52 40.82 
06-09-202511 1.48 7.56 16.95 25.16 30.47 
06-10-202510 1.47 7.20 16.03 23.71 28.69 
06-11-20259 0.28 5.64 13.91 21.06 25.70 
06-12-20258 -1.27 3.73 11.40 18.02 22.33 
06-13-20257 -0.63 4.00 11.08 17.16 21.14 
06-16-20254 -3.09 0.41 5.65 10.09 13.06 
06-17-20253 -4.44 -1.33 3.28 7.16 9.78 
06-18-20252 -5.74 -3.04 0.92 4.25 6.53 

 
No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2024 Ergo Inc. All Rights Reserved Worldwide.