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IndexArb Values vs. Time
Nasdaq 100 MAR 2019 Futures Contract
[Index Arbitrage Program Trading Premium Values from 09-21-2018 to the Last Trade Date of 03-14-2019.]
Updated: Thursday, Sept-20-2018
8:45pm ET

Nasdaq 100 MAR 2019 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)
09-21-2018175 38.15 46.80 58.30 70.69 80.00 
09-24-2018172 36.83 45.33 56.64 68.81 77.96 
09-25-2018171 36.39 44.84 56.08 68.18 77.28 
09-26-2018170 35.95 44.35 55.52 67.55 76.60 
09-27-2018169 35.98 44.34 55.45 67.41 76.40 
09-28-2018168 35.54 43.85 54.89 66.78 75.72 
10-01-2018165 34.22 42.38 53.22 64.90 73.68 
10-02-2018164 34.54 42.64 53.42 65.03 73.75 
10-03-2018163 34.10 42.15 52.87 64.40 73.07 
10-04-2018162 35.00 43.01 53.66 65.12 73.74 
10-05-2018161 34.56 42.52 53.10 64.49 73.06 
10-08-2018158 33.24 41.05 51.43 62.61 71.02 
10-09-2018157 32.90 40.66 50.98 62.09 70.44 
10-10-2018156 32.46 40.17 50.42 61.46 69.76 
10-11-2018155 32.02 39.68 49.87 60.83 69.08 
10-12-2018154 31.58 39.19 49.31 60.20 68.40 
10-15-2018151 30.25 37.71 47.63 58.31 66.35 
10-16-2018150 29.80 37.22 47.07 57.68 65.66 
10-17-2018149 29.36 36.72 46.51 57.05 64.97 
10-18-2018148 28.91 36.22 45.95 56.41 64.28 
10-19-2018147 28.47 35.73 45.38 55.78 63.59 
10-22-2018144 27.13 34.24 43.70 53.87 61.53 
10-23-2018143 26.68 33.74 43.13 53.24 60.84 
10-24-2018142 26.23 33.25 42.57 52.61 60.15 
10-25-2018141 25.89 32.85 42.11 52.07 59.57 
10-26-2018140 25.44 32.35 41.54 51.44 58.88 
10-29-2018137 24.10 30.87 39.86 49.54 56.81 
10-30-2018136 24.31 31.02 39.95 49.56 56.78 
10-31-2018135 24.11 30.77 39.63 49.17 56.34 
11-01-2018134 23.66 30.27 39.07 48.53 55.65 
11-02-2018133 23.26 29.82 38.55 47.94 55.00 
11-05-2018130 21.92 28.33 36.86 46.04 52.94 
11-06-2018129 22.69 29.05 37.51 46.62 53.47 
11-07-2018128 22.24 28.55 36.95 45.98 52.78 
11-08-2018127 25.23 31.49 39.82 48.79 55.53 
11-09-2018126 24.87 31.08 39.34 48.24 54.93 
11-12-2018123 23.53 29.60 37.66 46.34 52.87 
11-13-2018122 23.09 29.10 37.10 45.71 52.18 
11-14-2018121 27.06 33.03 40.96 49.50 55.92 
11-15-2018120 27.21 33.13 40.99 49.46 55.82 
11-16-2018119 26.81 32.67 40.47 48.86 55.18 
11-19-2018116 25.51 31.22 38.82 47.00 53.15 
11-20-2018115 25.43 31.09 38.62 46.73 52.82 
11-21-2018114 25.42 31.03 38.49 46.53 52.56 
11-23-2018112 24.49 30.00 37.32 45.21 51.13 
11-26-2018109 23.10 28.45 35.57 43.24 49.00 
11-27-2018108 22.64 27.94 34.99 42.58 48.29 
11-28-2018107 22.27 27.51 34.50 42.02 47.67 
11-29-2018106 22.92 28.12 35.03 42.48 48.07 
11-30-2018105 22.46 27.60 34.45 41.82 47.36 
12-03-2018102 21.07 26.06 32.71 39.86 45.24 
12-04-2018101 20.61 25.55 32.13 39.21 44.53 
12-05-2018100 20.15 25.04 31.55 38.56 43.82 
12-06-201899 21.72 26.56 33.00 39.94 45.14 
12-07-201898 21.26 26.05 32.42 39.29 44.44 
12-10-201895 19.89 24.52 30.69 37.34 42.33 
12-11-201894 19.58 24.17 30.27 36.84 41.78 
12-12-201893 19.13 23.66 29.70 36.20 41.08 
12-13-201892 19.18 23.66 29.63 36.06 40.88 
12-14-201891 20.05 24.49 30.43 36.80 41.57 
12-17-201888 18.54 22.86 28.71 34.92 39.52 
12-18-201887 18.19 22.47 28.29 34.46 38.99 
12-19-201886 17.69 21.93 27.72 33.83 38.31 
12-20-201885 17.19 21.39 27.15 33.21 37.63 
12-21-201884 16.69 20.85 26.58 32.58 36.95 
12-24-201881 15.20 19.24 24.86 30.71 34.92 
12-26-201879 14.21 18.17 23.73 29.47 33.57 
12-27-201878 13.73 17.65 23.17 28.87 32.91 
12-28-201877 13.70 17.58 23.07 28.71 32.70 
12-31-201874 12.97 16.74 22.12 27.61 31.44 
01-02-201972 11.99 15.68 20.99 26.37 30.11 
01-03-201971 11.50 15.15 20.43 25.76 29.44 
01-04-201970 12.35 15.97 21.21 26.48 30.12 
01-07-201967 10.89 14.39 19.52 24.64 28.13 
01-08-201966 10.40 13.86 18.96 24.02 27.46 
01-09-201965 10.02 13.44 18.50 23.51 26.91 
01-10-201964 9.53 12.92 17.94 22.90 26.24 
01-11-201963 9.05 12.39 17.37 22.28 25.58 
01-14-201960 7.59 10.83 15.69 20.45 23.61 
01-15-201959 7.11 10.31 15.13 19.83 22.95 
01-16-201958 6.63 9.79 14.58 19.22 22.30 
01-17-201957 6.15 9.27 14.02 18.61 21.64 
01-18-201956 5.66 8.76 13.46 18.00 20.99 
01-22-201952 3.75 6.69 11.23 15.57 18.38 
01-23-201951 3.27 6.18 10.68 14.96 17.74 
01-24-201950 2.79 5.67 10.12 14.35 17.09 
01-25-201949 2.31 5.16 9.57 13.75 16.44 
01-28-201946 0.88 3.63 7.91 11.93 14.50 
01-29-201945 0.41 3.12 7.35 11.32 13.86 
01-30-201944 0.69 3.36 7.55 11.47 13.97 
01-31-201943 0.46 3.10 7.25 11.11 13.57 
02-01-201942 -0.02 2.59 6.69 10.51 12.93 
02-04-201939 -1.43 1.08 5.04 8.70 11.01 
02-05-201938 -1.82 0.65 4.57 8.18 10.45 
02-06-201937 -0.91 1.53 5.40 8.96 11.20 
02-07-201936 -0.71 1.70 5.53 9.03 11.23 
02-08-201935 1.97 4.35 8.13 11.58 13.75 
02-11-201932 0.56 2.85 6.49 9.78 11.85 
02-12-201931 0.10 2.35 5.94 9.18 11.22 
02-13-201930 0.60 2.83 6.37 9.56 11.56 
02-14-201929 0.52 2.71 6.20 9.33 11.30 
02-15-201928 0.17 2.34 5.77 8.85 10.78 
02-19-201924 -1.77 0.27 3.50 6.35 8.16 
02-20-201923 0.78 2.80 5.96 8.76 10.54 
02-21-201922 0.47 2.46 5.58 8.32 10.07 
02-22-201921 0.06 2.02 5.08 7.77 9.49 
02-25-201918 -1.40 0.48 3.38 5.90 7.54 
02-26-201917 -1.88 -0.03 2.82 5.30 6.91 
02-27-201916 -2.16 -0.34 2.45 4.88 6.46 
02-28-201915 0.45 2.25 4.99 7.36 8.92 
03-01-201914 -0.00 1.77 4.46 6.78 8.31 
03-04-201911 -1.33 0.36 2.89 5.06 6.51 
03-05-201910 -1.61 0.07 2.54 4.66 6.09 
03-06-2019-2.03 -0.38 2.04 4.11 5.51 
03-07-2019-2.14 -0.52 1.85 3.86 5.24 
03-08-2019-2.41 -0.82 1.50 3.47 4.82 
03-11-2019-3.60 -2.08 0.08 1.90 3.18 
03-12-2019-3.97 -2.48 -0.38 1.39 2.64 
03-13-2019-4.05 -2.60 -0.54 1.18 2.39 
03-14-2019-4.37 -2.99 -0.99 0.68 1.84 

 

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