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IndexArb Values vs. Time
Nasdaq 100 JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-16-2024 to the Last Trade Date of 06-20-2024.]
Updated: Wednesday, May-15-2024
9:45pm ET

Nasdaq 100 JUN 2024 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)
05-16-202436 74.19 83.03 94.88 106.38 114.96 
05-17-202435 71.84 80.41 92.05 103.30 111.59 
05-20-202432 64.44 72.23 83.23 93.71 101.15 
05-21-202431 62.19 69.73 80.51 90.74 97.90 
05-22-202430 60.53 67.81 78.34 88.30 95.17 
05-23-202429 57.89 64.92 75.20 84.88 91.49 
05-24-202428 54.92 61.69 71.73 81.13 87.47 
05-28-202424 43.24 49.06 58.10 66.41 71.76 
05-29-202423 40.60 46.19 54.97 63.01 68.14 
05-30-202422 39.02 44.39 52.91 60.69 65.59 
05-31-202421 38.13 43.28 51.55 59.06 63.75 
06-03-202418 29.79 34.34 41.83 48.55 52.63 
06-04-202417 27.32 31.68 38.91 45.37 49.26 
06-05-202416 24.68 28.85 35.82 42.02 45.73 
06-06-202415 22.64 26.63 33.34 39.28 42.81 
06-07-202414 22.86 26.68 33.12 38.80 42.17 
06-10-202411 16.22 19.55 25.19 30.11 33.00 
06-11-202410 13.64 16.81 22.18 26.84 29.60 
06-12-20249 11.42 14.44 19.55 23.96 26.57 
06-13-20248 8.87 11.76 16.59 20.75 23.23 
06-14-20247 9.23 11.97 16.54 20.45 22.80 
06-17-20244 1.78 4.15 7.89 11.06 13.07 
06-18-20243 -0.66 1.59 5.06 7.99 9.89 
06-20-20241 -5.43 -3.44 -0.52 1.92 3.59 

 
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