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IndexArb Values vs. Time
Nasdaq 100 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-09-2026 to the Last Trade Date of 09-17-2026.]
Updated: Monday, June-08-2026
9:50pm ET

Nasdaq 100 SEP 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)
06-09-2026101 204.56 229.88 268.87 296.27 314.07 
06-10-2026100 202.06 227.13 265.73 292.85 310.47 
06-11-202699 199.56 224.38 262.59 289.44 306.88 
06-12-202698 208.07 233.10 270.98 297.60 315.19 
06-15-202695 232.55 258.15 295.04 320.97 338.96 
06-16-202694 239.27 265.04 301.60 327.29 345.40 
06-17-202693 246.21 272.14 308.36 333.82 352.04 
06-18-202692 252.50 278.58 314.46 339.68 358.01 
06-22-202688 276.99 303.55 338.08 362.34 381.01 
06-23-202687 282.20 308.86 343.05 367.07 385.80 
06-24-202686 287.41 314.16 348.00 371.77 390.57 
06-25-202685 292.20 319.02 352.51 376.05 394.90 
06-26-202684 297.19 324.09 357.23 380.52 399.42 
06-29-202681 309.64 336.66 368.75 391.30 410.30 
06-30-202680 314.34 341.40 373.13 395.43 414.44 
07-01-202679 319.46 346.53 377.91 399.96 418.98 
07-02-202678 322.76 349.84 380.86 402.66 421.68 
07-06-202674 336.29 363.28 392.87 413.65 432.63 
07-07-202673 338.53 365.49 394.70 415.24 434.18 
07-08-202672 340.70 367.60 396.45 416.73 435.63 
07-09-202671 342.98 369.81 398.30 418.32 437.17 
07-10-202670 344.66 371.42 399.54 419.31 438.11 
07-13-202667 348.27 374.75 401.77 420.75 439.36 
07-14-202666 349.06 375.43 402.07 420.79 439.32 
07-15-202665 349.64 375.89 402.16 420.61 439.06 
07-16-202664 350.01 376.13 402.02 420.22 438.57 
07-17-202663 350.20 376.18 401.70 419.63 437.88 
07-20-202660 349.47 374.97 399.36 416.49 434.41 
07-21-202659 348.82 374.14 398.14 415.01 432.81 
07-22-202658 347.96 373.10 396.72 413.32 430.98 
07-23-202657 346.90 371.84 395.08 411.41 428.93 
07-24-202656 345.63 370.37 393.22 409.28 426.67 
07-27-202653 340.99 365.05 386.75 402.00 418.91 
07-28-202652 339.23 363.05 384.36 399.34 416.08 
07-29-202651 336.95 360.53 381.45 396.15 412.71 
07-30-202650 334.47 357.79 378.32 392.74 409.13 
07-31-202649 334.38 357.42 377.56 391.71 407.91 
08-03-202646 325.14 347.33 366.29 379.61 395.21 
08-04-202645 321.96 343.85 362.41 375.46 390.84 
08-05-202644 317.22 339.20 358.03 371.26 386.70 
08-06-202643 312.83 334.90 354.00 367.42 382.93 
08-07-202642 307.65 329.81 349.20 362.82 378.40 
08-10-202639 294.15 316.62 336.93 351.20 366.99 
08-11-202638 288.09 310.66 331.30 345.81 361.68 
08-12-202637 281.81 304.49 325.48 340.22 356.17 
08-13-202636 275.31 298.11 319.44 334.44 350.46 
08-14-202635 271.04 293.96 315.66 330.91 347.02 
08-17-202632 251.96 275.26 298.12 314.18 330.55 
08-18-202631 244.38 267.81 291.07 307.42 323.89 
08-19-202630 236.58 260.14 283.82 300.47 317.03 
08-20-202629 222.81 246.68 271.30 288.61 305.38 
08-21-202628 206.56 230.73 256.27 274.22 291.21 
08-24-202625 155.38 180.39 208.54 228.33 245.90 
08-25-202624 139.35 164.62 193.59 213.95 231.71 
08-26-202623 123.82 149.35 179.11 200.03 217.97 
08-27-202622 108.82 134.58 165.12 186.57 204.68 
08-28-202621 94.33 120.33 151.60 173.58 191.85 
08-31-202618 56.65 83.27 116.63 140.07 158.78 
09-01-202617 44.91 71.72 105.71 129.60 148.44 
09-02-202616 33.18 60.17 94.78 119.10 138.07 
09-03-202615 23.15 50.30 85.50 110.24 129.31 
09-04-202614 19.15 46.45 82.21 107.34 126.52 
09-08-202610 -18.01 9.69 47.44 73.96 93.43 
09-09-20269 -24.90 2.85 41.03 67.85 87.36 
09-10-20268 -24.76 -0.20 33.93 58.34 75.90 
09-11-20267 -23.25 -1.81 28.26 50.16 65.77 
09-14-20264 -18.32 -5.72 12.29 26.15 35.85 
09-15-20263 -13.91 -4.08 10.02 21.08 28.80 
09-16-20262 -10.94 -3.79 6.49 14.72 20.44 
09-17-20261 -8.13 -3.59 2.99 8.35 12.06 

 
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