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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-13-2026 to the Last Trade Date of 06-17-2026.]
Updated: Saturday, Apr-11-2026
6:20pm ET

Nasdaq 100 JUN 2026 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)
04-13-202666 130.36 143.07 160.07 181.94 198.29 
04-14-202665 127.51 140.13 157.10 178.77 194.87 
04-15-202664 124.66 137.18 154.14 175.60 191.45 
04-16-202663 121.82 134.24 151.17 172.43 188.03 
04-17-202662 118.99 131.31 148.21 169.26 184.60 
04-20-202659 110.54 122.54 139.31 159.72 174.32 
04-21-202658 107.74 119.62 136.35 156.54 170.89 
04-22-202657 104.95 116.72 133.38 153.35 167.45 
04-23-202656 102.16 113.81 130.42 150.16 164.02 
04-24-202655 99.38 110.92 127.46 146.97 160.58 
04-27-202652 91.97 103.14 119.44 138.25 151.14 
04-28-202651 89.59 100.63 116.85 135.42 148.06 
04-29-202650 86.85 97.77 113.88 132.21 144.62 
04-30-202649 85.85 96.63 112.65 130.73 142.90 
05-01-202648 83.99 94.64 110.55 128.38 140.31 
05-04-202645 75.88 86.11 101.66 118.73 129.95 
05-05-202644 73.19 83.28 98.70 115.50 126.50 
05-06-202643 70.81 80.75 96.04 112.58 123.34 
05-07-202642 68.13 77.93 93.08 109.35 119.88 
05-08-202641 67.58 77.23 92.23 108.23 118.53 
05-11-202638 62.41 71.60 86.12 101.29 110.91 
05-12-202637 60.34 69.38 83.72 98.61 108.00 
05-13-202636 58.52 67.41 81.57 96.17 105.34 
05-14-202635 56.30 65.03 79.00 93.31 102.26 
05-15-202634 57.28 65.84 79.62 93.64 102.36 
05-18-202631 49.52 57.58 70.74 83.87 91.93 
05-19-202630 46.95 54.84 67.78 80.61 88.45 
05-20-202629 44.47 52.20 64.88 77.39 85.01 
05-21-202628 45.38 52.93 65.36 77.55 84.94 
05-22-202627 44.08 51.45 63.63 75.48 82.66 
05-26-202623 32.82 39.48 50.56 61.08 67.41 
05-27-202622 30.11 36.58 47.37 57.56 63.67 
05-28-202621 27.43 33.71 44.21 54.06 59.96 
05-29-202620 26.74 32.84 43.03 52.54 58.23 
06-01-202617 19.06 24.59 33.84 42.31 47.38 
06-02-202616 17.31 22.64 31.56 39.68 44.55 
06-03-202615 15.00 20.14 28.73 36.50 41.16 
06-04-202614 14.91 19.86 28.10 35.52 39.98 
06-05-202613 15.99 20.75 28.64 35.71 39.96 
06-08-202610 9.58 13.74 20.55 26.54 30.20 
06-09-20269 7.69 11.64 18.07 23.71 27.17 
06-10-20268 6.72 10.46 16.52 21.79 25.05 
06-11-20267 4.58 8.13 13.79 18.70 21.77 
06-12-20266 3.42 6.76 12.03 16.57 19.44 
06-15-20263 0.43 3.12 7.18 10.61 12.89 
06-16-20262 -1.50 0.97 4.61 7.67 9.75 
06-17-20261 -2.93 -0.70 2.51 5.20 7.06 

 
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