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IndexArb Values vs. Time
Nasdaq 100 MAR 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-29-2025 to the Last Trade Date of 03-19-2026.]
Updated: Saturday, Dec-27-2025
11:45pm ET

Nasdaq 100 MAR 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)
12-29-202581 199.08 200.85 203.21 226.85 244.53 
12-30-202580 195.54 197.51 200.17 223.57 240.96 
12-31-202579 192.98 195.16 198.10 221.25 238.36 
01-02-202677 188.72 191.27 194.77 217.44 233.97 
01-05-202674 178.31 181.38 185.66 207.60 223.30 
01-06-202673 174.87 178.09 182.62 204.32 219.74 
01-07-202672 171.45 174.82 179.58 201.04 216.19 
01-08-202671 168.04 171.55 176.55 197.75 212.65 
01-09-202670 165.18 168.83 174.05 195.02 209.64 
01-12-202667 155.07 159.09 164.95 185.18 199.02 
01-13-202666 151.73 155.85 161.92 181.90 195.48 
01-14-202665 150.03 154.26 160.52 180.24 193.58 
01-15-202664 146.71 151.04 157.48 176.96 190.05 
01-16-202663 143.41 147.83 154.45 173.68 186.52 
01-20-202659 130.33 135.06 142.33 160.56 172.43 
01-21-202658 127.10 131.89 139.30 157.28 168.91 
01-22-202657 123.87 128.73 136.28 154.00 165.39 
01-23-202656 120.66 125.57 133.25 150.72 161.88 
01-26-202653 111.11 116.14 124.17 140.88 151.36 
01-27-202652 107.95 113.02 121.14 137.60 147.85 
01-28-202651 104.80 109.90 118.12 134.32 144.35 
01-29-202650 101.67 106.79 115.09 131.04 140.85 
01-30-202649 98.89 104.02 112.41 128.10 137.70 
02-02-202646 91.34 96.50 105.08 119.99 128.96 
02-03-202645 88.27 93.43 102.05 116.71 125.47 
02-04-202644 85.21 90.36 99.03 113.43 121.98 
02-05-202643 82.16 87.30 96.01 110.15 118.50 
02-06-202642 79.90 85.03 93.77 107.64 115.80 
02-09-202639 74.01 79.08 87.86 100.94 108.51 
02-10-202638 72.25 77.30 86.07 98.89 106.27 
02-11-202637 69.51 74.52 83.28 95.84 103.03 
02-12-202636 66.55 71.52 80.27 92.56 99.56 
02-13-202635 66.61 71.55 80.27 92.30 99.12 
02-17-202631 54.91 59.67 68.21 79.17 85.27 
02-18-202630 51.85 56.55 65.01 75.69 81.62 
02-19-202629 52.42 57.06 65.44 75.83 81.58 
02-20-202628 50.94 55.51 63.80 73.91 79.49 
02-23-202625 41.91 46.29 54.25 63.52 68.60 
02-24-202624 38.86 43.17 51.01 59.99 64.91 
02-25-202623 35.85 40.08 47.80 56.49 61.26 
02-26-202622 33.12 37.27 44.85 53.27 57.87 
02-27-202621 33.16 37.23 44.67 52.80 57.26 
03-02-202618 25.12 28.95 35.92 43.21 47.21 
03-03-202617 23.14 26.89 33.68 40.69 44.55 
03-04-202616 20.52 24.18 30.79 37.52 41.24 
03-05-202615 19.50 23.07 29.49 35.94 39.52 
03-06-202614 20.28 23.76 29.99 36.17 39.61 
03-09-202611 12.86 16.05 21.66 27.00 30.04 
03-10-202610 11.45 14.55 19.94 25.00 27.91 
03-11-20269 9.37 12.37 17.53 22.32 25.10 
03-12-20268 6.88 9.78 14.71 19.22 21.88 
03-13-20267 7.84 10.65 15.33 19.56 22.10 
03-16-20264 1.95 4.44 8.36 11.77 13.94 
03-17-20263 -0.16 2.22 5.86 9.00 11.05 
03-18-20262 -1.88 0.39 3.75 6.62 8.55 
03-19-20261 -4.10 -1.97 1.11 3.71 5.51 

 
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