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IndexArb Values vs. Time
Nasdaq 100 DEC 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 10-13-2025 to the Last Trade Date of 12-18-2025.]
Updated: Friday, Oct-10-2025
11:33pm ET

Nasdaq 100 DEC 2025 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)
10-13-202567 146.21 158.74 175.51 198.74 216.10 
10-14-202566 143.24 155.71 172.50 195.53 212.63 
10-15-202565 140.28 152.67 169.49 192.32 209.16 
10-16-202564 137.32 149.64 166.47 189.10 205.68 
10-17-202563 134.36 146.61 163.44 185.87 202.20 
10-20-202560 125.52 137.53 154.36 176.15 191.71 
10-21-202559 122.58 134.51 151.32 172.89 188.21 
10-22-202558 119.65 131.49 148.28 169.63 184.69 
10-23-202557 116.72 128.47 145.24 166.37 181.18 
10-24-202556 113.82 125.48 142.21 163.11 177.67 
10-27-202553 105.08 116.44 133.04 153.25 167.07 
10-28-202552 102.73 113.99 130.54 150.50 164.07 
10-29-202551 99.84 110.98 127.47 147.19 160.52 
10-30-202550 96.95 107.98 124.40 143.88 156.96 
10-31-202549 96.53 107.45 123.80 143.02 155.87 
11-03-202546 88.21 98.77 114.86 133.31 145.43 
11-04-202545 85.35 95.79 111.77 129.96 141.84 
11-05-202544 82.49 92.80 108.68 126.60 138.24 
11-06-202543 79.64 89.82 105.59 123.24 134.64 
11-07-202542 77.31 87.36 103.00 120.38 131.54 
11-10-202539 71.60 81.24 96.48 113.01 123.46 
11-11-202538 68.78 78.28 93.36 109.60 119.82 
11-12-202537 66.73 76.08 91.01 106.95 116.94 
11-13-202536 64.31 73.50 88.27 103.92 113.67 
11-14-202535 64.53 73.57 88.16 103.51 113.03 
11-17-202532 58.36 66.93 80.95 95.38 104.21 
11-18-202531 55.79 64.20 78.02 92.13 100.73 
11-19-202530 52.57 60.82 74.41 88.20 96.57 
11-20-202529 54.12 62.21 75.56 89.02 97.15 
11-21-202528 51.31 59.22 72.34 85.45 93.36 
11-24-202525 42.13 49.52 61.86 73.93 81.17 
11-25-202524 39.25 46.46 58.53 70.25 77.26 
11-26-202523 37.92 44.94 56.72 68.09 74.87 
11-28-202521 32.47 39.12 50.30 60.95 67.28 
12-01-202518 24.86 30.93 41.15 50.69 56.35 
12-02-202517 22.15 28.01 37.90 47.06 52.50 
12-03-202516 19.55 25.22 34.75 43.53 48.75 
12-04-202515 18.22 23.68 32.86 41.26 46.25 
12-05-202514 19.79 25.04 33.86 41.87 46.65 
12-08-202511 12.65 17.26 24.93 31.77 35.88 
12-09-202510 11.66 16.06 23.33 29.77 33.66 
12-10-20259 9.70 13.87 20.74 26.78 30.45 
12-11-20258 7.68 11.63 18.07 23.71 27.16 
12-12-20257 6.27 9.99 16.01 21.24 24.48 
12-15-20254 1.53 4.55 9.24 13.24 15.82 
12-16-20253 -0.64 2.14 6.37 9.95 12.31 
12-17-20252 -2.76 -0.23 3.52 6.69 8.82 
12-18-20251 -4.82 -2.57 0.71 3.45 5.34 

 
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