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IndexArb Values vs. Time
Nasdaq 100 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-28-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, Mar-27-2025
10:55pm ET

Nasdaq 100 JUN 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)
03-28-202584 157.00 171.25 190.31 213.25 230.40 
03-31-202581 150.29 164.15 183.03 205.39 221.81 
04-01-202580 147.72 161.45 180.26 202.42 218.61 
04-02-202579 146.88 160.48 179.21 201.18 217.13 
04-03-202578 146.54 160.02 178.68 200.44 216.15 
04-04-202577 143.99 157.33 175.91 197.48 212.96 
04-07-202574 136.35 149.28 167.62 188.58 203.36 
04-08-202573 133.81 146.61 164.86 185.61 200.16 
04-09-202572 131.27 143.94 162.09 182.64 196.97 
04-10-202571 129.14 141.66 159.72 180.06 194.16 
04-11-202570 126.80 139.19 157.15 177.28 191.16 
04-14-202567 119.25 131.22 148.87 168.36 181.58 
04-15-202566 116.74 128.57 146.11 165.39 178.39 
04-16-202565 114.24 125.93 143.35 162.41 175.19 
04-17-202564 111.74 123.28 140.60 159.44 172.00 
04-21-202560 101.78 112.75 129.57 147.53 159.25 
04-22-202559 99.30 110.13 126.82 144.55 156.06 
04-23-202558 96.83 107.51 124.06 141.57 152.87 
04-24-202557 94.36 104.90 121.31 138.59 149.68 
04-25-202556 92.25 102.64 118.91 135.96 146.85 
04-28-202553 85.09 95.04 110.86 127.22 137.50 
04-29-202552 82.64 92.44 108.11 124.23 134.32 
04-30-202551 80.20 89.85 105.36 121.25 131.14 
05-01-202550 77.76 87.26 102.61 118.26 127.96 
05-02-202549 76.10 85.45 100.64 116.05 125.55 
05-05-202546 70.50 79.40 94.07 108.76 117.69 
05-06-202545 68.08 76.83 91.32 105.78 114.51 
05-07-202544 65.66 74.27 88.57 102.78 111.33 
05-08-202543 63.26 71.71 85.83 99.79 108.15 
05-09-202542 62.04 70.34 84.27 97.99 106.16 
05-12-202539 56.91 64.76 78.10 91.07 98.70 
05-13-202538 54.53 62.22 75.36 88.08 95.52 
05-14-202537 53.48 61.02 73.95 86.42 93.69 
05-15-202536 54.84 62.23 74.95 87.16 94.26 
05-16-202535 55.62 62.86 75.37 87.32 94.24 
05-19-202532 48.83 55.61 67.45 78.64 85.03 
05-20-202531 46.81 53.43 65.05 75.97 82.20 
05-21-202530 44.15 50.62 61.99 72.64 78.69 
05-22-202529 42.37 48.68 59.80 70.17 76.06 
05-23-202528 41.02 47.18 58.05 68.15 73.86 
05-27-202524 30.96 36.50 46.33 55.31 60.38 
05-28-202523 28.47 33.86 43.43 52.13 57.03 
05-29-202522 26.08 31.32 40.61 49.04 53.78 
05-30-202521 25.37 30.46 39.48 47.62 52.21 
06-02-202518 18.21 22.84 31.03 38.33 42.46 
06-03-202517 16.54 21.02 28.92 35.94 39.91 
06-04-202516 14.31 18.63 26.24 32.98 36.81 
06-05-202515 13.36 17.53 24.85 31.31 34.99 
06-06-202514 14.87 18.89 25.92 32.09 35.62 
06-09-202511 8.22 11.79 17.92 23.25 26.35 
06-10-202510 7.68 11.10 16.93 21.97 24.93 
06-11-20259 5.94 9.22 14.73 19.49 22.31 
06-12-20258 3.82 6.95 12.16 16.62 19.31 
06-13-20257 3.88 6.86 11.75 15.93 18.48 
06-16-20254 -0.41 2.12 6.05 9.38 11.52 
06-17-20253 -2.40 -0.03 3.59 6.63 8.63 
06-18-20252 -4.36 -2.14 1.14 3.90 5.76 

 
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