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IndexArb Values vs. Time
Nasdaq 100 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-21-2025 to the Last Trade Date of 06-19-2025.]
Updated: Friday, Apr-18-2025
3:15pm 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)
04-21-202560 30.43 65.17 111.80 140.17 161.30 
04-22-202559 29.27 63.40 109.42 137.54 158.40 
04-23-202558 28.11 61.64 107.03 134.90 155.49 
04-24-202557 26.95 59.88 104.65 132.26 152.57 
04-25-202556 26.16 58.49 102.62 129.97 150.00 
04-28-202553 22.92 53.46 95.66 122.16 141.35 
04-29-202552 21.78 51.72 93.26 119.48 138.38 
04-30-202551 22.31 51.67 92.54 118.46 137.08 
05-01-202550 21.17 49.93 90.14 115.76 134.08 
05-02-202549 20.81 48.98 88.52 113.83 131.86 
05-05-202546 17.40 43.81 81.30 105.64 122.79 
05-06-202545 16.26 42.10 78.89 102.89 119.75 
05-07-202544 15.13 40.38 76.47 100.14 116.69 
05-08-202543 14.00 38.67 74.06 97.37 113.63 
05-09-202542 14.05 38.15 72.83 95.79 111.75 
05-12-202539 12.73 35.11 67.64 89.50 104.54 
05-13-202538 11.60 33.40 65.21 86.69 101.42 
05-14-202537 11.80 33.04 64.12 85.22 99.63 
05-15-202536 14.43 35.10 65.45 86.15 100.25 
05-16-202535 16.46 36.57 66.18 86.49 100.27 
05-19-202532 13.36 31.79 59.18 78.25 91.08 
05-20-202531 12.56 30.44 57.08 75.72 88.23 
05-21-202530 11.42 28.75 54.64 72.85 85.03 
05-22-202529 10.83 27.61 52.73 70.50 82.36 
05-23-202528 10.69 26.91 51.27 68.58 80.12 
05-27-202524 5.32 19.38 40.65 56.09 66.30 
05-28-202523 4.00 17.52 38.02 52.98 62.84 
05-29-202522 2.76 15.75 35.47 49.94 59.47 
05-30-202521 3.21 15.66 34.60 48.57 57.76 
06-02-202518 -0.55 10.33 26.92 39.36 47.52 
06-03-202517 -1.10 9.25 25.06 36.99 44.80 
06-04-202516 -2.22 7.61 22.64 34.04 41.49 
06-05-202515 -2.06 7.25 21.49 32.36 39.47 
06-06-202514 0.55 9.36 22.82 33.14 39.89 
06-09-202511 -2.86 4.42 15.53 24.20 29.88 
06-10-202510 -2.34 4.44 14.77 22.88 28.19 
06-11-20259 -3.02 3.25 12.80 20.34 25.29 
06-12-20258 -4.10 1.67 10.45 17.41 22.00 
06-13-20257 -3.01 2.27 10.27 16.65 20.87 
06-16-20254 -4.26 -0.45 5.22 9.84 12.94 
06-17-20253 -5.26 -1.94 2.96 6.98 9.69 
06-18-20252 -6.24 -3.41 0.72 4.13 6.46 

 
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