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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-24-2026 to the Last Trade Date of 06-17-2026.]
Updated: Friday, Apr-24-2026
12:27am 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)
04-24-202655 98.90 115.97 138.86 172.97 198.39 
04-27-202652 91.03 107.50 129.88 161.86 185.39 
04-28-202651 88.70 104.95 127.15 158.43 181.34 
04-29-202650 86.01 102.05 124.05 154.63 176.93 
04-30-202649 83.34 99.15 120.94 150.83 172.53 
05-01-202648 81.55 97.13 118.70 147.91 169.02 
05-04-202645 73.64 88.50 109.36 136.55 155.92 
05-05-202644 72.75 87.36 107.97 134.49 153.30 
05-06-202643 70.45 84.81 105.15 131.01 149.27 
05-07-202642 67.87 81.96 102.03 127.24 144.94 
05-08-202641 66.45 80.28 100.07 124.63 141.79 
05-11-202638 61.53 74.55 93.44 116.09 131.68 
05-12-202637 59.56 72.29 90.87 112.88 127.96 
05-13-202636 57.83 70.28 88.54 109.93 124.51 
05-14-202635 55.70 67.86 85.79 106.57 120.65 
05-15-202634 57.69 69.57 87.16 107.32 120.92 
05-18-202631 50.19 61.18 77.73 96.08 108.27 
05-19-202630 47.71 58.40 74.59 92.34 104.07 
05-20-202629 45.28 55.66 71.44 88.57 99.84 
05-21-202628 46.22 56.29 71.66 88.17 98.99 
05-22-202627 44.96 54.71 69.67 85.58 95.95 
05-26-202623 33.85 42.36 55.64 69.20 77.89 
05-27-202622 31.16 39.37 52.21 65.20 73.50 
05-28-202621 28.51 36.41 48.82 61.25 69.17 
05-29-202620 27.83 35.43 47.40 59.28 66.82 
06-01-202617 20.16 26.86 37.51 47.79 54.25 
06-02-202616 18.40 24.80 35.01 44.76 50.88 
06-03-202615 16.08 22.19 31.95 41.19 46.97 
06-04-202614 15.96 21.78 31.09 39.83 45.29 
06-05-202613 17.01 22.54 31.39 39.63 44.78 
06-08-202610 10.47 15.16 22.64 29.43 33.67 
06-09-20268.51 12.92 19.95 26.27 30.23 
06-10-20267.47 11.61 18.18 24.03 27.72 
06-11-20265.26 9.14 15.24 20.63 24.05 
06-12-20264.02 7.62 13.27 18.21 21.37 
06-15-20260.71 3.54 7.78 11.41 13.83 
06-16-2026-1.34 1.23 5.01 8.21 10.39 
06-17-2026-2.90 -0.60 2.71 5.49 7.42 

 

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