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IndexArb Values vs. Time
Nasdaq 100 JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-13-2024 to the Last Trade Date of 06-20-2024.]
Updated: Saturday, May-11-2024
2:50pm 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)
05-13-202439 71.58 78.28 87.27 100.78 110.86 
05-14-202438 70.00 76.61 85.56 98.75 108.48 
05-15-202437 70.20 76.71 85.61 98.47 107.87 
05-16-202436 70.94 77.35 86.20 98.73 107.80 
05-17-202435 68.47 74.77 83.56 95.77 104.52 
05-20-202432 60.79 66.74 75.31 86.57 94.38 
05-21-202431 58.48 64.31 72.79 83.73 91.25 
05-22-202430 56.99 62.68 71.06 81.68 88.90 
05-23-202429 54.52 60.08 68.34 78.64 85.57 
05-24-202428 51.71 57.14 65.28 75.26 81.91 
05-28-202424 40.69 45.56 53.16 61.89 67.49 
05-29-202423 38.20 42.93 50.39 58.81 64.16 
05-30-202422 36.78 41.37 48.67 56.79 61.91 
05-31-202421 36.04 40.49 47.63 55.46 60.34 
06-03-202418 28.15 32.18 38.80 45.75 49.98 
06-04-202417 25.82 29.72 36.16 42.82 46.85 
06-05-202416 23.32 27.08 33.33 39.70 43.54 
06-06-202415 21.41 25.04 31.10 37.19 40.84 
06-07-202414 21.76 25.26 31.12 36.93 40.40 
06-10-202411 15.48 18.58 23.82 28.81 31.78 
06-11-202410 12.99 15.98 21.00 25.72 28.53 
06-12-20249 10.88 13.74 18.54 23.00 25.66 
06-13-20248 8.42 11.17 15.74 19.94 22.46 
06-14-20247 8.87 11.50 15.84 19.78 22.16 
06-17-20244 1.64 3.94 7.57 10.74 12.75 
06-18-20243 -0.75 1.45 4.84 7.76 9.65 
06-20-20241 -5.43 -3.46 -0.59 1.84 3.50 

 
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