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IndexArb Values vs. Time
Nasdaq 100 DEC 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 10-21-2024 to the Last Trade Date of 12-19-2024.]
Updated: Saturday, Oct-19-2024
8:40pm ET

Nasdaq 100 DEC 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)
10-21-202460 141.50 149.81 160.92 178.23 191.16 
10-22-202459 138.37 146.64 157.81 174.95 187.65 
10-23-202458 135.25 143.48 154.69 171.67 184.13 
10-24-202457 132.13 140.31 151.58 168.39 180.61 
10-25-202456 129.30 137.44 148.74 165.39 177.38 
10-28-202453 119.94 127.94 139.34 155.46 166.77 
10-29-202452 117.02 124.96 136.38 152.33 163.41 
10-30-202451 113.91 121.79 133.23 149.00 159.86 
10-31-202450 112.41 120.24 131.69 147.27 157.92 
11-01-202449 109.98 117.74 129.20 144.60 155.03 
11-04-202446 100.68 108.24 119.69 134.52 144.31 
11-05-202445 97.59 105.08 116.51 131.14 140.72 
11-06-202444 94.50 101.91 113.32 127.75 137.13 
11-07-202443 91.87 99.21 110.59 124.82 133.99 
11-08-202442 89.43 96.68 108.04 122.06 131.03 
11-11-202439 80.47 87.47 98.69 112.08 120.45 
11-12-202438 79.35 86.27 97.42 110.60 118.77 
11-13-202437 76.49 83.31 94.41 107.36 115.33 
11-14-202436 73.64 80.37 91.39 104.12 111.90 
11-15-202435 75.92 82.55 93.49 106.00 113.58 
11-18-202432 66.77 73.10 83.76 95.57 102.58 
11-19-202431 63.73 69.96 80.50 92.07 98.90 
11-20-202430 60.04 66.15 76.57 87.88 94.53 
11-21-202429 60.14 66.15 76.43 87.48 93.94 
11-22-202428 57.10 63.00 73.14 83.92 90.20 
11-25-202425 46.74 52.29 61.93 71.90 77.64 
11-26-202424 43.34 48.78 58.24 67.93 73.49 
11-27-202423 41.36 46.67 55.95 65.36 70.74 
11-29-202421 35.77 40.83 49.70 58.54 63.57 
12-02-202418 26.47 31.14 39.35 47.30 51.82 
12-03-202417 23.59 28.13 36.10 43.74 48.09 
12-04-202416 21.34 25.74 33.46 40.80 44.98 
12-05-202415 19.64 23.90 31.36 38.40 42.41 
12-06-202414 20.44 24.56 31.76 38.49 42.34 
12-09-202411 12.08 15.76 22.11 27.90 31.25 
12-10-202410 10.56 14.09 20.14 25.61 28.81 
12-11-20249 8.31 11.69 17.44 22.59 25.62 
12-12-20248 5.80 9.03 14.46 19.28 22.15 
12-13-20247 4.09 7.16 12.27 16.77 19.48 
12-16-20244 1.31 3.90 7.99 11.50 13.73 
12-17-20243 -1.03 1.40 5.13 8.31 10.38 
12-18-20242 -3.30 -1.06 2.31 5.16 7.06 
12-19-20241 -5.51 -3.46 -0.47 2.04 3.77 

 
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