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IndexArb Values vs. Time
Nasdaq 100 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-20-2024 to the Last Trade Date of 03-20-2025.]
Updated: Thursday, Dec-19-2024
10:35pm ET

Nasdaq 100 MAR 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)
12-20-202491 250.69 259.62 271.59 315.12 347.60 
12-23-202488 242.09 251.55 264.37 306.36 337.32 
12-24-202487 238.07 247.68 260.77 302.24 332.71 
12-26-202485 230.08 239.99 253.58 294.02 323.51 
12-27-202484 226.12 236.16 249.98 289.92 318.93 
12-30-202481 214.54 224.92 239.39 277.81 305.39 
12-31-202480 211.49 221.97 236.64 274.56 301.67 
01-02-202578 203.80 214.46 229.48 266.40 292.59 
01-03-202577 202.64 213.37 228.57 264.99 290.71 
01-06-202574 191.72 202.63 218.27 253.21 277.58 
01-07-202573 187.98 198.94 214.71 249.15 273.09 
01-08-202572 185.84 196.84 212.73 246.68 270.18 
01-09-202571 182.53 193.56 209.56 243.02 266.09 
01-10-202570 178.92 189.98 206.08 239.05 261.69 
01-13-202567 168.00 179.09 195.44 226.96 248.33 
01-14-202566 164.42 175.51 191.93 222.96 243.91 
01-15-202565 160.84 171.91 188.39 218.95 239.49 
01-16-202564 157.27 168.33 184.86 214.93 235.07 
01-17-202563 153.72 164.76 181.33 210.93 230.65 
01-21-202559 139.71 150.61 167.23 194.94 213.09 
01-22-202558 136.25 147.10 163.72 190.95 208.72 
01-23-202557 132.81 143.60 160.21 186.97 204.35 
01-24-202556 129.38 140.11 156.70 182.99 200.00 
01-27-202553 119.21 129.72 146.18 171.08 186.98 
01-28-202552 115.85 126.28 142.69 167.12 182.66 
01-29-202551 112.51 122.85 139.19 163.17 178.35 
01-30-202550 109.18 119.43 135.70 159.22 174.04 
01-31-202549 107.51 117.66 133.85 156.91 171.38 
02-03-202546 97.99 107.83 123.72 145.42 158.86 
02-04-202545 94.74 104.47 120.25 141.49 154.59 
02-05-202544 91.72 101.33 116.98 137.77 150.54 
02-06-202543 88.50 97.99 113.51 133.85 146.29 
02-07-202542 85.97 95.34 110.72 130.61 142.72 
02-10-202539 79.33 88.30 103.21 121.77 132.93 
02-11-202538 76.65 85.48 100.22 118.33 129.18 
02-12-202537 73.75 82.43 96.99 114.67 125.21 
02-13-202536 70.63 79.17 93.54 110.77 121.01 
02-14-202535 70.34 78.72 92.90 109.70 119.63 
02-18-202531 58.36 66.12 79.44 94.49 103.26 
02-19-202530 54.91 62.50 75.55 90.13 98.62 
02-20-202529 54.89 62.31 75.09 89.21 97.40 
02-21-202528 54.38 61.62 74.13 87.79 95.70 
02-24-202525 44.17 50.88 62.52 74.83 81.92 
02-25-202524 40.84 47.37 58.71 70.57 77.40 
02-26-202523 37.56 43.91 54.94 66.37 72.94 
02-27-202522 34.33 40.50 51.22 62.21 68.53 
02-28-202521 34.45 40.44 50.85 61.40 67.47 
03-03-202518 27.69 33.12 42.56 51.84 57.18 
03-04-202517 24.73 29.98 39.08 47.93 53.04 
03-05-202516 21.97 27.03 35.79 44.23 49.11 
03-06-202515 19.12 23.99 32.40 40.43 45.08 
03-07-202514 19.79 24.47 32.54 40.16 44.59 
03-10-202511 12.85 16.97 23.96 30.38 34.16 
03-11-202510 10.26 14.18 20.80 26.83 30.40 
03-12-20259 8.11 11.84 18.09 23.72 27.09 
03-13-20258 5.61 9.16 15.03 20.27 23.44 
03-14-20257 6.34 9.69 15.18 20.04 23.01 
03-17-20254 -0.07 2.70 7.02 10.75 13.14 
03-18-20253 -2.30 0.27 4.20 7.56 9.76 
03-19-20252 -4.48 -2.11 1.42 4.41 6.42 
03-20-20251 -6.58 -4.43 -1.31 1.31 3.11 

 
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