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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-06-2026 to the Last Trade Date of 06-17-2026.]
Updated: Thursday, Mar-05-2026
10:59pm 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)
03-06-2026104 91.75 143.96 215.24 290.52 345.66 
03-09-2026101 88.83 139.53 208.76 281.87 335.42 
03-10-2026100 88.25 138.46 207.00 279.39 332.42 
03-11-202699 88.20 137.91 205.77 277.44 329.93 
03-12-202698 87.02 136.23 203.41 274.36 326.33 
03-13-202697 88.72 137.43 203.93 274.15 325.60 
03-16-202694 85.90 133.11 197.56 265.63 315.49 
03-17-202693 84.90 131.61 195.38 262.72 312.05 
03-18-202692 84.04 130.26 193.34 259.96 308.77 
03-19-202691 82.84 128.55 190.95 256.85 305.13 
03-20-202690 83.61 128.83 190.55 255.73 303.48 
03-23-202687 79.96 123.68 183.34 246.36 292.53 
03-24-202686 78.73 121.95 180.93 243.23 288.87 
03-25-202685 77.72 120.43 178.73 240.31 285.42 
03-26-202684 76.48 118.70 176.32 237.17 281.75 
03-27-202683 75.67 117.38 174.32 234.45 278.50 
03-30-202680 71.93 112.14 167.03 224.99 267.46 
03-31-202679 72.22 111.93 166.14 223.38 265.32 
04-01-202678 72.58 111.80 165.31 221.83 263.24 
04-02-202677 73.55 112.26 165.09 220.89 261.77 
04-06-202673 68.78 105.49 155.58 208.49 247.26 
04-07-202672 67.49 103.70 153.12 205.30 243.54 
04-08-202671 66.21 101.91 150.64 202.10 239.81 
04-09-202670 65.36 100.57 148.61 199.35 236.53 
04-10-202669 64.14 98.84 146.20 196.21 232.87 
04-13-202666 60.22 93.42 138.73 186.57 221.64 
04-14-202665 58.91 91.61 136.23 183.35 217.88 
04-15-202664 57.59 89.79 133.72 180.12 214.13 
04-16-202663 56.27 87.96 131.22 176.89 210.37 
04-17-202662 54.94 86.14 128.70 173.66 206.60 
04-20-202659 50.94 80.63 121.14 163.92 195.28 
04-21-202658 49.60 78.79 118.61 160.67 191.50 
04-22-202657 48.25 76.94 116.08 157.41 187.71 
04-23-202656 46.90 75.08 113.54 154.15 183.92 
04-24-202655 45.91 73.60 111.37 151.26 180.49 
04-27-202652 42.70 68.88 104.59 142.31 169.95 
04-28-202651 41.33 67.01 102.03 139.03 166.14 
04-29-202650 39.96 65.13 99.47 135.74 162.32 
04-30-202649 40.31 64.98 98.63 134.18 160.23 
05-01-202648 39.78 63.95 96.92 131.74 157.27 
05-04-202645 35.61 58.27 89.18 121.83 145.76 
05-05-202644 33.05 55.70 86.59 119.22 143.14 
05-06-202643 30.80 53.44 84.30 116.90 140.81 
05-07-202642 28.24 50.86 81.71 114.28 138.17 
05-08-202641 27.78 50.40 81.22 113.77 137.65 
05-11-202638 22.83 45.41 76.16 108.63 132.47 
05-12-202637 20.81 43.38 74.10 106.55 130.38 
05-13-202636 19.04 41.59 72.29 104.71 128.52 
05-14-202635 16.84 39.37 70.05 102.45 126.25 
05-15-202634 16.01 38.53 69.19 101.56 125.34 
05-18-202631 10.03 32.50 63.08 95.38 119.11 
05-19-202630 7.21 29.67 60.23 92.50 116.21 
05-20-202629 4.93 27.36 57.89 90.14 113.83 
05-21-202628 5.98 28.39 58.90 91.12 114.79 
05-22-202627 4.80 27.20 57.68 89.87 113.52 
05-26-202623 -6.22 16.09 46.47 78.55 102.11 
05-27-202622 -8.95 13.33 43.69 75.74 99.28 
05-28-202621 -11.67 10.59 40.92 72.95 96.46 
05-29-202620 -12.42 9.81 40.11 72.11 95.59 
06-01-202617 -20.47 1.66 31.89 63.82 87.19 
06-02-202616 -22.40 -0.30 29.90 61.80 85.13 
06-03-202615 -24.90 -2.85 27.33 59.20 82.49 
06-04-202614 -25.20 -3.20 26.96 58.80 82.04 
06-05-202613 -21.67 -0.89 27.72 57.36 78.90 
06-08-202610 -20.35 -3.42 20.16 43.29 59.89 
06-09-20269 -19.53 -3.96 17.82 38.81 53.82 
06-10-20268 -17.72 -3.54 16.37 35.24 48.68 
06-11-20267 -17.01 -4.25 13.74 30.50 42.39 
06-12-20266 -15.26 -3.95 12.05 26.71 37.07 
06-15-20263 -9.14 -2.38 7.28 15.72 21.62 
06-16-20262 -7.90 -2.72 4.70 11.08 15.53 
06-17-20261 -6.11 -2.56 2.56 6.90 9.90 

 
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