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IndexArb Values vs. Time
Nasdaq 100 SEP 2019 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-25-2019 to the Last Trade Date of 09-19-2019.]
Updated: Friday, Mar-22-2019
11:05pm ET

Nasdaq 100 SEP 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)
03-25-2019179 33.71 43.18 55.83 71.28 82.84 
03-26-2019178 33.31 42.73 55.31 70.67 82.17 
03-27-2019177 33.17 42.54 55.05 70.33 81.76 
03-28-2019176 33.32 42.63 55.07 70.27 81.64 
03-29-2019175 32.91 42.17 54.54 69.65 80.96 
04-01-2019172 31.68 40.79 52.95 67.80 78.92 
04-02-2019171 32.15 41.20 53.30 68.06 79.11 
04-03-2019170 31.74 40.74 52.76 67.45 78.43 
04-04-2019169 32.86 41.81 53.77 68.36 79.29 
04-05-2019168 32.46 41.35 53.23 67.75 78.61 
04-08-2019165 31.23 39.97 51.64 65.89 76.56 
04-09-2019164 30.93 39.61 51.22 65.39 75.99 
04-10-2019163 30.52 39.15 50.69 64.77 75.31 
04-11-2019162 30.11 38.69 50.15 64.15 74.63 
04-12-2019161 29.70 38.23 49.62 63.53 73.95 
04-15-2019158 28.47 36.84 48.02 61.68 71.90 
04-16-2019157 28.05 36.37 47.49 61.06 71.22 
04-17-2019156 27.64 35.91 46.96 60.44 70.54 
04-18-2019155 27.23 35.45 46.42 59.82 69.85 
04-22-2019151 25.59 33.59 44.28 57.34 67.12 
04-23-2019150 25.17 33.13 43.75 56.72 66.43 
04-24-2019149 24.76 32.66 43.22 56.10 65.75 
04-25-2019148 24.46 32.31 42.79 55.59 65.18 
04-26-2019147 24.20 31.99 42.41 55.12 64.64 
04-29-2019144 23.71 31.35 41.56 54.01 63.34 
04-30-2019143 23.30 30.89 41.02 53.39 62.66 
05-01-2019142 22.89 30.42 40.48 52.77 61.97 
05-02-2019141 22.72 30.20 40.20 52.40 61.53 
05-03-2019140 22.31 29.73 39.66 51.77 60.84 
05-06-2019137 22.41 29.68 39.39 51.25 60.12 
05-07-2019136 22.40 29.62 39.26 51.03 59.84 
05-08-2019135 21.99 29.15 38.72 50.40 59.15 
05-09-2019134 21.64 28.75 38.25 49.85 58.53 
05-10-2019133 24.75 31.81 41.24 52.75 61.36 
05-13-2019130 23.50 30.40 39.61 50.86 59.29 
05-14-2019129 23.34 30.19 39.33 50.50 58.86 
05-15-2019128 25.84 32.63 41.71 52.78 61.08 
05-16-2019127 26.97 33.71 42.71 53.70 61.93 
05-17-2019126 26.93 33.62 42.55 53.45 61.62 
05-20-2019123 25.67 32.20 40.92 51.57 59.54 
05-21-2019122 25.44 31.91 40.56 51.12 59.03 
05-22-2019121 25.21 31.63 40.21 50.68 58.53 
05-23-2019120 24.92 31.29 39.80 50.18 57.96 
05-24-2019119 24.53 30.85 39.29 49.59 57.30 
05-28-2019115 22.85 28.96 37.11 47.07 54.52 
05-29-2019114 22.43 28.48 36.57 46.44 53.83 
05-30-2019113 22.49 28.49 36.50 46.28 53.60 
05-31-2019112 22.18 28.13 36.07 45.76 53.02 
06-03-2019109 20.89 26.68 34.40 43.83 50.89 
06-04-2019108 21.38 27.11 34.76 44.10 51.10 
06-05-2019107 20.95 26.62 34.20 43.46 50.39 
06-06-2019106 21.87 27.49 35.00 44.17 51.03 
06-07-2019105 21.48 27.05 34.49 43.57 50.37 
06-10-2019102 20.28 25.69 32.91 41.73 48.33 
06-11-2019101 19.86 25.21 32.36 41.09 47.62 
06-12-2019100 19.43 24.72 31.80 40.45 46.91 
06-13-201999 19.35 24.60 31.60 40.16 46.56 
06-14-201998 20.94 26.13 33.07 41.53 47.87 
06-17-201995 19.65 24.68 31.40 39.61 45.75 
06-18-201994 19.22 24.20 30.85 38.97 45.04 
06-19-201993 18.80 23.72 30.30 38.33 44.34 
06-20-201992 18.37 23.24 29.74 37.69 43.63 
06-21-201991 17.94 22.76 29.19 37.05 42.92 
06-24-201988 16.54 21.23 27.53 35.15 40.81 
06-25-201987 16.05 20.70 26.98 34.52 40.11 
06-26-201986 15.57 20.18 26.42 33.89 39.41 
06-27-201985 15.64 20.22 26.43 33.82 39.26 
06-28-201984 15.16 19.70 25.88 33.19 38.56 
07-01-201981 13.72 18.14 24.22 31.31 36.47 
07-02-201980 14.11 18.49 24.54 31.56 36.64 
07-03-201979 15.07 19.42 25.43 32.37 37.39 
07-05-201977 14.12 18.38 24.32 31.12 36.00 
07-08-201974 12.69 16.84 22.67 29.25 33.92 
07-09-201973 12.33 16.43 22.23 28.73 33.34 
07-10-201972 11.85 15.92 21.68 28.11 32.65 
07-11-201971 11.48 15.50 21.22 27.58 32.06 
07-12-201970 11.00 14.99 20.67 26.96 31.37 
07-15-201967 9.59 13.46 19.02 25.09 29.31 
07-16-201966 9.12 12.95 18.47 24.47 28.63 
07-17-201965 8.65 12.44 17.92 23.85 27.94 
07-18-201964 8.18 11.93 17.37 23.22 27.26 
07-19-201963 7.71 11.42 16.82 22.60 26.58 
07-22-201960 6.30 9.89 15.17 20.74 24.54 
07-23-201959 5.84 9.39 14.62 20.12 23.86 
07-24-201958 5.37 8.88 14.07 19.50 23.18 
07-25-201957 5.02 8.49 13.63 18.99 22.61 
07-26-201956 4.55 7.98 13.08 18.37 21.94 
07-29-201953 3.16 6.47 11.43 16.52 19.91 
07-30-201952 3.37 6.65 11.56 16.57 19.92 
07-31-201951 3.19 6.42 11.29 16.23 19.52 
08-01-201950 2.72 5.92 10.74 15.62 18.85 
08-02-201949 2.29 5.44 10.22 15.03 18.21 
08-05-201946 0.90 3.94 8.57 13.17 16.20 
08-06-201945 1.92 4.92 9.50 14.03 17.00 
08-07-201944 1.91 4.87 9.40 13.87 16.79 
08-08-201943 1.71 4.63 9.11 13.51 16.38 
08-09-201942 4.66 7.55 11.98 16.31 19.13 
08-12-201939 3.29 6.06 10.33 14.46 17.14 
08-13-201938 2.83 5.56 9.78 13.85 16.48 
08-14-201937 6.25 8.94 13.11 17.11 19.69 
08-15-201936 6.34 9.00 13.12 17.05 19.58 
08-16-201935 6.30 8.92 12.99 16.85 19.34 
08-19-201932 4.93 7.44 11.34 15.01 17.37 
08-20-201931 4.56 7.03 10.88 14.48 16.79 
08-21-201930 4.53 6.96 10.75 14.29 16.56 
08-22-201929 4.14 6.54 10.28 13.74 15.97 
08-23-201928 3.71 6.08 9.75 13.16 15.34 
08-26-201925 2.35 4.60 8.11 11.31 13.38 
08-27-201924 1.88 4.10 7.55 10.69 12.71 
08-28-201923 1.42 3.60 6.99 10.07 12.05 
08-29-201922 1.48 3.63 6.96 9.97 11.92 
08-30-201921 1.15 3.26 6.53 9.48 11.38 
09-03-201917 0.06 2.04 5.07 7.77 9.52 
09-04-201916 -0.31 1.64 4.62 7.24 8.96 
09-05-201915 0.59 2.51 5.42 7.98 9.67 
09-06-201914 0.14 2.02 4.88 7.38 9.03 
09-09-201911 -1.20 0.58 3.25 5.57 7.12 
09-10-201910 -1.47 0.28 2.89 5.14 6.65 
09-11-2019-1.92 -0.19 2.35 4.54 6.02 
09-12-2019-2.01 -0.32 2.16 4.29 5.74 
09-13-2019-1.59 0.07 2.49 4.56 5.98 
09-16-2019-2.89 -1.33 0.90 2.79 4.11 
09-17-2019-2.31 -0.79 1.38 3.21 4.49 
09-18-2019-2.53 -1.06 1.05 2.81 4.05 
09-19-2019-2.92 -1.51 0.52 2.22 3.40 

 

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