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IndexArb Values vs. Time
Nasdaq 100 DEC 2018 Futures Contract
[Index Arbitrage Program Trading Premium Values from 08-14-2018 to the Last Trade Date of 12-20-2018.]
Updated: Monday, Aug-13-2018
7:10pm ET

Nasdaq 100 DEC 2018 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)
08-14-2018129 14.22 22.02 32.56 51.94 66.29 
08-15-2018128 16.72 24.45 34.91 54.13 68.35 
08-16-2018127 17.76 25.44 35.80 54.87 68.97 
08-17-2018126 17.82 25.43 35.71 54.62 68.61 
08-20-2018123 16.80 24.22 34.25 52.69 66.33 
08-21-2018122 16.54 23.90 33.84 52.12 65.65 
08-22-2018121 16.69 23.98 33.84 51.97 65.38 
08-23-2018120 16.55 23.78 33.55 51.52 64.82 
08-24-2018119 16.18 23.35 33.04 50.85 64.04 
08-27-2018116 15.10 22.08 31.52 48.86 61.70 
08-28-2018115 14.74 21.66 31.01 48.20 60.92 
08-29-2018114 14.49 21.35 30.62 47.65 60.26 
08-30-2018113 14.47 21.26 30.45 47.33 59.82 
08-31-2018112 14.11 20.84 29.94 46.67 59.04 
09-04-2018108 13.48 19.96 28.72 44.83 56.74 
09-05-2018107 13.19 19.61 28.29 44.24 56.04 
09-06-2018106 14.03 20.39 28.98 44.78 56.46 
09-07-2018105 13.67 19.97 28.48 44.12 55.69 
09-10-2018102 12.61 18.71 26.97 42.15 53.38 
09-11-2018101 12.70 18.74 26.92 41.94 53.06 
09-12-2018100 12.34 18.33 26.42 41.29 52.29 
09-13-201899 12.89 18.82 26.82 41.54 52.43 
09-14-201898 13.16 19.02 26.95 41.51 52.29 
09-17-201895 12.10 17.78 25.45 39.55 49.99 
09-18-201894 11.91 17.52 25.11 39.06 49.38 
09-19-201893 11.55 17.11 24.61 38.41 48.62 
09-20-201892 11.20 16.69 24.11 37.76 47.85 
09-21-201891 10.85 16.28 23.62 37.11 47.09 
09-24-201888 9.80 15.04 22.13 35.17 44.81 
09-25-201887 9.45 14.63 21.64 34.52 44.05 
09-26-201886 9.10 14.22 21.14 33.87 43.29 
09-27-201885 9.23 14.29 21.13 33.71 43.01 
09-28-201884 8.88 13.88 20.63 33.06 42.25 
10-01-201881 7.83 12.65 19.16 31.13 39.98 
10-02-201880 8.24 12.99 19.42 31.24 39.98 
10-03-201879 7.89 12.59 18.93 30.60 39.22 
10-04-201878 8.89 13.52 19.79 31.30 39.82 
10-05-201877 8.54 13.11 19.29 30.66 39.06 
10-08-201874 7.51 11.89 17.83 28.74 36.80 
10-09-201873 7.26 11.59 17.44 28.20 36.15 
10-10-201872 6.91 11.18 16.95 27.56 35.40 
10-11-201871 6.57 10.78 16.46 26.92 34.65 
10-12-201870 6.23 10.37 15.98 26.28 33.90 
10-15-201867 5.19 9.16 14.52 24.37 31.66 
10-16-201866 4.85 8.75 14.03 23.74 30.91 
10-17-201865 4.51 8.35 13.55 23.10 30.16 
10-18-201864 4.17 7.95 13.06 22.47 29.42 
10-19-201863 3.82 7.54 12.58 21.83 28.67 
10-22-201860 2.80 6.34 11.13 19.93 26.44 
10-23-201859 2.46 5.94 10.65 19.30 25.70 
10-24-201858 2.12 5.54 10.16 18.67 24.96 
10-25-201857 1.88 5.24 9.78 18.14 24.31 
10-26-201856 1.54 4.84 9.30 17.51 23.57 
10-29-201853 0.52 3.64 7.86 15.62 21.35 
10-30-201852 0.74 3.80 7.94 15.55 21.17 
10-31-201851 0.65 3.65 7.70 15.17 20.68 
11-01-201850 0.31 3.25 7.23 14.54 19.94 
11-02-201849 0.01 2.89 6.79 13.95 19.25 
11-05-201846 -1.00 1.70 5.36 12.08 17.04 
11-06-201845 -0.12 2.52 6.09 12.66 17.52 
11-07-201844 -0.54 2.08 5.62 12.12 16.94 
11-08-201843 2.48 5.08 8.58 15.01 19.79 
11-09-201842 2.06 4.64 8.10 14.47 19.21 
11-12-201839 0.73 3.27 6.68 12.76 17.30 
11-13-201838 0.25 2.79 6.21 12.13 16.54 
11-14-201837 4.19 6.73 10.16 15.93 20.22 
11-15-201836 4.40 6.94 10.37 15.99 20.16 
11-16-201835 3.97 6.50 9.93 15.41 19.46 
11-19-201832 2.67 5.17 8.58 13.63 17.33 
11-20-201831 2.62 5.10 8.50 13.41 17.01 
11-21-201830 2.59 5.05 8.43 13.20 16.68 
11-23-201828 1.64 4.06 7.39 11.88 15.15 
11-26-201825 0.29 2.63 5.86 9.96 12.93 
11-27-201824 -0.15 2.16 5.36 9.33 12.20 
11-28-201823 -0.49 1.79 4.96 8.81 11.58 
11-29-201822 0.18 2.43 5.56 9.28 11.96 
11-30-201821 -0.23 1.98 5.07 8.68 11.27 
12-03-201818 -1.44 0.68 3.63 6.89 9.23 
12-04-201817 -1.83 0.25 3.16 6.31 8.57 
12-05-201816 -2.21 -0.17 2.69 5.74 7.92 
12-06-201815 -0.56 1.45 4.26 7.20 9.31 
12-07-201814 -0.93 1.04 3.80 6.64 8.67 
12-10-201811 -2.02 -0.16 2.45 5.00 6.82 
12-11-201810 -2.21 -0.39 2.16 4.62 6.38 
12-12-2018-2.55 -0.77 1.72 4.09 5.78 
12-13-2018-2.39 -0.64 1.79 4.08 5.71 
12-14-2018-1.35 0.36 2.74 4.93 6.50 
12-17-2018-2.33 -0.74 1.47 3.42 4.82 
12-18-2018-2.48 -0.94 1.22 3.09 4.43 
12-19-2018-2.78 -1.29 0.81 2.60 3.88 
12-20-2018-3.05 -1.63 0.40 2.12 3.31 

 

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