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IndexArb Values vs. Time
Nasdaq 100 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-02-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, May-01-2025
11:19pm ET

Nasdaq 100 JUN 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)
05-02-202549 47.93 67.45 93.70 123.45 145.57 
05-05-202546 41.75 60.60 86.25 114.68 135.59 
05-06-202545 40.02 58.64 84.06 112.06 132.56 
05-07-202544 37.99 56.38 81.57 109.11 129.22 
05-08-202543 35.97 54.12 79.07 106.16 125.86 
05-09-202542 35.16 53.06 77.76 104.40 123.69 
05-12-202539 31.83 48.95 72.85 98.09 116.17 
05-13-202538 29.88 46.73 70.34 95.10 112.77 
05-14-202537 28.57 45.14 68.46 92.74 110.00 
05-15-202536 30.40 46.69 69.69 93.49 110.35 
05-16-202535 32.80 48.81 71.49 94.80 111.25 
05-19-202532 27.14 42.25 63.90 85.71 100.93 
05-20-202531 25.62 40.42 61.70 83.00 97.81 
05-21-202530 23.57 38.05 58.96 79.74 94.15 
05-22-202529 22.39 36.56 57.07 77.34 91.34 
05-23-202528 20.68 34.52 54.62 74.36 87.95 
05-27-202524 13.13 25.60 43.95 61.52 73.46 
05-28-202523 11.29 23.41 41.28 58.28 69.81 
05-29-202522 9.56 21.30 38.69 55.12 66.23 
05-30-202521 10.17 21.54 38.42 54.28 64.98 
06-02-202518 5.04 15.25 30.53 44.63 54.06 
06-03-202517 4.05 13.87 28.58 42.08 51.09 
06-04-202516 2.52 11.93 26.07 38.96 47.54 
06-05-202515 2.28 11.28 24.82 37.09 45.25 
06-06-202514 3.86 12.44 25.37 37.02 44.76 
06-09-202511 0.68 7.95 18.95 28.69 35.14 
06-10-202510 -0.43 6.40 16.72 25.82 31.83 
06-11-20259 -1.40 4.97 14.60 23.03 28.62 
06-12-20258 -2.75 3.16 12.08 19.85 25.00 
06-13-20257 -0.58 4.86 13.06 20.16 24.87 
06-16-20254 -3.80 0.18 6.11 11.16 14.55 
06-17-20253 -4.97 -1.49 3.64 7.99 10.94 
06-18-20252 -6.10 -3.14 1.18 4.83 7.32 

 
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