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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-13-2026 to the Last Trade Date of 06-17-2026.]
Updated: Friday, Mar-13-2026
12:20am 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)
03-13-202697 112.44 144.61 198.11 259.44 296.30 
03-16-202694 108.86 140.07 191.98 251.48 287.24 
03-17-202693 107.68 138.57 189.96 248.87 284.27 
03-18-202692 106.30 136.88 187.75 246.05 281.10 
03-19-202691 104.92 135.18 185.52 243.23 277.91 
03-20-202690 104.02 133.96 183.79 240.90 275.21 
03-23-202687 101.31 130.30 178.56 233.86 267.09 
03-24-202686 99.89 128.57 176.30 231.00 263.87 
03-25-202685 99.03 127.39 174.59 228.70 261.20 
03-26-202684 97.61 125.65 172.32 225.82 257.96 
03-27-202683 96.61 124.32 170.48 223.37 255.14 
03-30-202680 92.28 119.04 163.61 214.68 245.35 
03-31-202679 92.38 118.82 162.85 213.32 243.63 
04-01-202678 92.54 118.66 162.16 212.03 241.96 
04-02-202677 93.31 119.11 162.08 211.33 240.90 
04-06-202673 87.72 112.23 153.07 199.88 227.97 
04-07-202672 86.23 110.42 150.72 196.92 224.64 
04-08-202671 84.73 108.59 148.36 193.94 221.30 
04-09-202670 83.68 107.22 146.45 191.42 218.40 
04-10-202669 82.24 105.45 144.15 188.50 215.11 
04-13-202666 77.68 99.92 137.00 179.50 204.99 
04-14-202665 76.14 98.06 134.60 176.48 201.60 
04-15-202664 74.61 96.20 132.20 173.46 198.21 
04-16-202663 73.06 94.33 129.79 170.43 194.80 
04-17-202662 71.52 92.45 127.37 167.39 191.39 
04-20-202659 66.84 86.80 120.08 158.23 181.11 
04-21-202658 65.27 84.90 117.64 155.17 177.66 
04-22-202657 63.69 82.99 115.19 152.09 174.21 
04-23-202656 62.11 81.08 112.73 149.01 170.75 
04-24-202655 60.89 79.54 110.64 146.29 167.65 
04-27-202652 56.98 74.63 104.09 137.85 158.08 
04-28-202651 55.37 72.69 101.60 134.73 154.58 
04-29-202650 53.75 70.74 99.10 131.60 151.08 
04-30-202649 53.86 70.52 98.33 130.20 149.30 
05-01-202648 53.10 69.43 96.68 127.92 146.64 
05-04-202645 48.18 63.52 89.11 118.45 136.02 
05-05-202644 45.90 61.18 86.58 115.69 133.20 
05-06-202643 43.91 59.13 84.34 113.23 130.68 
05-07-202642 41.61 56.78 81.79 110.46 127.84 
05-08-202641 41.42 56.53 81.35 109.79 127.11 
05-11-202638 37.25 52.19 76.41 104.17 121.30 
05-12-202637 35.48 50.37 74.39 101.93 118.99 
05-13-202636 33.96 48.79 72.61 99.92 116.92 
05-14-202635 32.01 46.78 70.41 97.49 114.42 
05-15-202634 33.25 47.96 71.39 98.24 115.11 
05-18-202631 26.18 40.72 63.55 89.70 106.37 
05-19-202630 23.52 37.99 60.59 86.49 103.08 
05-20-202629 21.38 35.79 58.17 83.81 100.33 
05-21-202628 22.59 36.94 59.09 84.47 100.92 
05-22-202627 21.58 35.86 57.79 82.92 99.29 
05-26-202623 11.23 25.26 46.31 70.43 86.50 
05-27-202622 8.68 22.64 43.47 67.35 83.35 
05-28-202621 6.15 20.04 40.66 64.28 80.21 
05-29-202620 5.58 19.41 39.81 63.19 79.04 
06-01-202617 -1.90 11.73 31.49 54.14 69.76 
06-02-202616 -3.63 9.93 29.48 51.89 67.43 
06-03-202615 -5.94 7.55 26.89 49.06 64.52 
06-04-202614 -6.04 7.38 26.51 48.45 63.82 
06-05-202613 -5.00 8.34 27.27 48.96 64.26 
06-08-202610 -11.69 1.41 19.73 40.72 55.74 
06-09-20269 -13.72 -0.70 17.41 38.17 53.08 
06-10-20268 -14.83 -1.92 15.99 36.52 51.32 
06-11-20267 -17.13 -4.32 13.39 33.68 48.36 
06-12-20266 -15.90 -4.34 11.73 29.21 41.78 
06-15-20263 -10.15 -3.01 7.10 16.63 23.38 
06-16-20262 -8.71 -3.23 4.57 11.62 16.57 
06-17-20261 -6.57 -2.85 2.50 7.14 10.36 

 
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