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IndexArb Values vs. Time
Nasdaq 100 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-30-2025 to the Last Trade Date of 03-20-2025.]
Updated: Thursday, Jan-30-2025
12:18am 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)
01-30-202550 58.33 82.08 113.99 143.31 165.14 
01-31-202549 58.65 81.80 113.06 141.74 162.98 
02-03-202546 53.61 75.01 104.37 131.13 150.65 
02-04-202545 51.90 72.74 101.47 127.60 146.56 
02-05-202544 50.39 70.66 98.76 124.28 142.68 
02-06-202543 48.66 68.37 95.85 120.75 138.61 
02-07-202542 48.06 67.22 94.08 118.36 135.69 
02-10-202539 45.63 63.19 88.19 110.66 126.44 
02-11-202538 43.83 60.87 85.26 107.14 122.42 
02-12-202537 42.25 58.77 82.55 103.84 118.63 
02-13-202536 40.43 56.44 79.61 100.32 114.61 
02-14-202535 41.41 56.91 79.48 99.60 113.42 
02-18-202531 34.24 47.79 67.97 85.81 97.80 
02-19-202530 32.55 45.63 65.21 82.49 94.04 
02-20-202529 34.23 46.84 65.83 82.56 93.67 
02-21-202528 34.91 47.05 65.42 81.58 92.26 
02-24-202525 28.05 38.83 55.38 69.85 79.28 
02-25-202524 25.76 36.11 52.06 65.97 75.00 
02-26-202523 23.49 33.41 48.76 62.13 70.77 
02-27-202522 21.24 30.74 45.50 58.33 66.58 
02-28-202521 22.31 31.40 45.57 57.86 65.74 
03-03-202518 16.92 24.81 37.24 47.96 54.76 
03-04-202517 14.77 22.27 34.12 44.33 50.78 
03-05-202516 12.78 19.90 31.19 40.89 47.00 
03-06-202515 11.92 18.67 29.39 38.58 44.36 
03-07-202514 13.30 19.69 29.85 38.54 44.00 
03-10-202511 8.30 13.63 22.12 29.35 33.89 
03-11-202510 6.28 11.27 19.22 25.97 30.21 
03-12-20259 4.67 9.33 16.74 23.01 26.97 
03-13-20258 2.69 7.03 13.89 19.70 23.37 
03-14-20257 3.90 7.92 14.25 19.60 22.99 
03-17-20254 -1.25 1.85 6.59 10.58 13.18 
03-18-20253 -3.12 -0.32 3.90 7.44 9.78 
03-19-20252 -4.97 -2.46 1.24 4.33 6.43 
03-20-20251 -6.78 -4.58 -1.40 1.26 3.09 

 
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