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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-06-2026 to the Last Trade Date of 06-17-2026.]
Updated: Saturday, Apr-04-2026
2:05am 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)
04-06-202673 112.89 136.19 167.49 217.19 254.20 
04-07-202672 110.22 133.43 164.68 213.71 250.12 
04-08-202671 107.56 130.67 161.88 210.24 246.05 
04-09-202670 105.38 128.38 159.52 207.21 242.43 
04-10-202669 102.83 125.71 156.79 203.81 238.43 
04-13-202666 95.08 117.57 148.38 193.39 226.26 
04-14-202665 92.53 114.88 145.58 189.92 222.21 
04-15-202664 90.00 112.20 142.78 186.45 218.17 
04-16-202663 87.49 109.53 139.98 182.99 214.13 
04-17-202662 84.99 106.87 137.18 179.52 210.10 
04-20-202659 77.60 98.95 128.78 169.13 198.03 
04-21-202658 75.17 96.33 125.98 165.67 194.01 
04-22-202657 72.75 93.73 123.18 162.22 190.00 
04-23-202656 70.36 91.13 120.39 158.76 186.00 
04-24-202655 68.35 88.91 117.96 155.67 182.37 
04-27-202652 62.18 82.09 110.45 146.19 171.27 
04-28-202651 59.86 79.54 107.66 142.74 167.29 
04-29-202650 57.56 77.00 104.87 139.29 163.31 
04-30-202649 57.00 76.21 103.80 137.57 161.07 
05-01-202648 55.60 74.56 101.87 134.98 157.96 
05-04-202645 48.88 67.07 93.50 124.65 146.09 
05-05-202644 46.68 64.60 90.71 121.21 142.14 
05-06-202643 44.79 62.44 88.22 118.07 138.49 
05-07-202642 42.61 59.98 85.43 114.63 134.55 
05-08-202641 42.56 59.65 84.76 113.30 132.72 
05-11-202638 38.94 55.15 79.17 105.76 123.71 
05-12-202637 37.40 53.31 76.95 102.89 120.35 
05-13-202636 36.13 51.73 74.97 100.26 117.25 
05-14-202635 34.45 49.74 72.58 97.22 113.73 
05-15-202634 35.97 50.95 73.37 97.37 113.40 
05-18-202631 29.89 43.89 65.02 87.08 101.71 
05-19-202630 27.89 41.56 62.24 83.66 97.82 
05-20-202629 26.12 39.46 59.66 80.42 94.12 
05-21-202628 27.73 40.72 60.44 80.54 93.78 
05-22-202627 27.13 39.77 59.00 78.45 91.23 
05-26-202623 18.62 29.84 47.02 63.86 74.86 
05-27-202622 16.58 27.44 44.08 60.27 70.83 
05-28-202621 14.58 25.06 41.16 56.71 66.83 
05-29-202620 14.56 24.67 40.22 55.12 64.81 
06-01-202617 8.85 17.83 31.67 44.64 53.05 
06-02-202616 7.74 16.33 29.59 41.92 49.92 
06-03-202615 6.08 14.28 26.95 38.64 46.22 
06-04-202614 6.63 14.44 26.50 37.56 44.72 
06-05-202613 8.35 15.77 27.21 37.63 44.39 
06-08-202610 3.80 10.02 19.58 28.11 33.65 
06-09-20269 2.52 8.32 17.24 25.14 30.28 
06-10-20268 2.15 7.55 15.82 23.08 27.83 
06-11-20267 0.62 5.60 13.21 19.85 24.20 
06-12-20266 0.05 4.62 11.56 17.57 21.54 
06-15-20263 -1.20 2.10 6.98 11.13 13.94 
06-16-20262 -2.56 0.30 4.48 8.01 10.43 
06-17-20261 -3.43 -1.02 2.45 5.36 7.38 

 
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