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IndexArb Values vs. Time
Nasdaq 100 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-10-2025 to the Last Trade Date of 06-19-2025.]
Updated: Saturday, Mar-08-2025
8:30pm 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)
03-10-2025102 9.61 85.99 199.38 283.06 339.43 
03-11-2025101 9.12 84.74 197.02 279.88 335.69 
03-12-2025100 8.75 83.62 194.78 276.82 332.07 
03-13-202599 10.56 84.81 195.07 276.44 331.24 
03-14-202598 14.97 88.60 197.95 278.66 333.00 
03-17-202595 17.47 89.22 195.83 274.51 327.47 
03-18-202594 18.18 89.30 194.99 272.99 325.48 
03-19-202593 18.87 89.35 194.11 271.43 323.44 
03-20-202592 19.52 89.37 193.20 269.83 321.37 
03-21-202591 24.17 93.37 196.26 272.20 323.27 
03-24-202588 25.87 93.13 193.19 267.03 316.67 
03-25-202587 26.38 92.99 192.09 265.22 314.38 
03-26-202586 26.86 92.81 190.95 263.38 312.06 
03-27-202585 27.31 92.60 189.78 261.50 309.69 
03-28-202584 28.14 92.78 188.98 259.99 307.69 
03-31-202581 30.06 92.69 185.97 254.81 301.03 
04-01-202580 30.53 92.49 184.78 252.89 298.62 
04-02-202579 32.49 93.78 185.08 252.46 297.69 
04-03-202578 34.92 95.54 185.84 252.48 297.22 
04-04-202577 35.14 95.07 184.37 250.28 294.51 
04-07-202574 35.61 93.48 179.76 243.43 286.15 
04-08-202573 35.70 92.89 178.15 241.07 283.27 
04-09-202572 35.77 92.26 176.50 238.67 280.36 
04-10-202571 36.20 91.99 175.20 236.62 277.79 
04-11-202570 36.39 91.49 173.67 234.32 274.98 
04-14-202567 36.25 89.23 168.29 226.64 265.75 
04-15-202566 36.14 88.41 166.43 224.01 262.58 
04-16-202565 36.00 87.56 164.53 221.33 259.38 
04-17-202564 35.84 86.68 162.59 218.61 256.14 
04-21-202560 34.90 82.86 154.50 207.38 242.77 
04-22-202559 34.59 81.82 152.39 204.46 239.32 
04-23-202558 34.25 80.75 150.23 201.51 235.83 
04-24-202557 33.88 79.65 148.04 198.52 232.30 
04-25-202556 33.81 78.84 146.14 195.82 229.05 
04-28-202553 32.64 75.44 139.46 186.70 218.29 
04-29-202552 32.12 74.18 137.09 183.51 214.56 
04-30-202551 31.58 72.89 134.68 180.29 210.78 
05-01-202550 31.00 71.56 132.24 177.03 206.96 
05-02-202549 31.16 70.97 130.53 174.49 203.87 
05-05-202546 30.82 68.35 124.54 166.00 193.70 
05-06-202545 30.10 66.87 121.92 162.54 189.68 
05-07-202544 27.69 64.40 119.26 159.75 186.84 
05-08-202543 25.25 61.90 116.57 156.92 183.97 
05-09-202542 23.94 60.53 115.02 155.22 182.23 
05-12-202539 18.36 54.76 108.66 148.43 175.30 
05-13-202538 15.76 52.09 105.79 145.42 172.23 
05-14-202537 14.44 50.70 104.20 143.68 170.44 
05-15-202536 15.45 51.64 104.94 144.26 170.98 
05-16-202535 15.85 51.98 105.06 144.24 170.90 
05-19-202532 7.88 43.78 96.23 134.94 161.44 
05-20-202531 5.38 41.22 93.45 132.00 158.45 
05-21-202530 0.93 36.66 88.56 126.86 153.23 
05-22-202529 -3.12 32.50 84.08 122.14 148.43 
05-23-202528 -5.65 29.87 81.12 118.95 145.16 
05-27-202524 -21.98 13.11 63.13 100.05 125.94 
05-28-202523 -25.90 9.08 58.81 95.51 121.32 
05-29-202522 -29.68 5.19 54.63 91.12 116.86 
05-30-202521 -31.75 3.01 52.17 88.44 114.10 
06-02-202518 -41.23 -6.82 41.52 77.19 102.58 
06-03-202517 -44.02 -9.74 38.33 73.81 99.11 
06-04-202516 -47.31 -13.16 34.66 69.95 95.15 
06-05-202515 -49.64 -15.62 31.94 67.04 92.15 
06-06-202514 -49.13 -15.26 32.05 66.97 91.97 
06-09-202511 -58.18 -24.83 21.78 56.17 80.79 
06-10-202510 -50.55 -21.13 20.11 50.87 72.81 
06-11-20259 -44.62 -18.88 17.33 44.62 64.02 
06-12-20258 -39.56 -17.25 14.23 38.21 55.20 
06-13-20257 -32.75 -13.66 13.38 34.21 48.91 
06-16-20254 -19.31 -8.64 6.64 18.80 27.29 
06-17-20253 -16.09 -7.87 3.95 13.46 20.08 
06-18-20252 -13.15 -7.22 1.34 8.31 13.14 

 
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