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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-04-2026 to the Last Trade Date of 06-17-2026.]
Updated: Saturday, May-02-2026
11:45pm 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)
05-04-202645 58.70 84.36 118.71 134.36 146.07 
05-05-202644 58.40 83.52 117.49 133.13 144.70 
05-06-202643 56.11 80.68 114.24 129.86 141.29 
05-07-202642 53.83 77.85 110.98 126.56 137.85 
05-08-202641 52.74 76.20 108.89 124.41 135.56 
05-11-202638 48.78 70.58 101.78 117.08 127.77 
05-12-202637 46.59 67.83 98.49 113.70 124.23 
05-13-202636 45.23 65.91 96.02 111.11 121.48 
05-14-202635 43.46 63.58 93.11 108.08 118.28 
05-15-202634 46.84 66.41 95.33 110.16 120.20 
05-18-202631 40.68 58.57 85.60 99.95 109.44 
05-19-202630 37.89 55.23 81.59 95.74 105.06 
05-20-202629 35.46 52.26 77.92 91.87 101.00 
05-21-202628 36.63 52.87 77.83 91.56 100.50 
05-22-202627 34.59 50.29 74.53 88.02 96.77 
05-26-202623 24.63 38.14 59.36 71.78 79.70 
05-27-202622 22.26 35.23 55.67 67.79 75.49 
05-28-202621 19.93 32.37 52.01 63.82 71.30 
05-29-202620 19.60 31.50 50.35 61.83 69.08 
06-01-202617 13.02 23.33 39.75 50.17 56.71 
06-02-202616 11.64 21.42 37.02 47.06 53.36 
06-03-202615 9.64 18.91 33.68 43.34 49.39 
06-04-202614 10.49 19.24 33.19 42.44 48.24 
06-05-202613 11.99 20.23 33.37 42.20 47.74 
06-08-202610 7.84 14.57 25.25 32.77 37.51 
06-09-20269 6.28 12.52 22.39 29.44 33.91 
06-10-20268 4.43 10.19 19.25 25.84 30.02 
06-11-20267 2.62 7.89 16.16 22.26 26.15 
06-12-20266 1.75 6.56 14.03 19.63 23.24 
06-15-20263 -0.43 3.00 8.13 12.19 14.89 
06-16-20262 -2.11 0.86 5.24 8.75 11.14 
06-17-20261 -3.32 -0.81 2.82 5.78 7.84 

 
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