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IndexArb Values vs. Time
Nasdaq 100 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 02-21-2025 to the Last Trade Date of 03-20-2025.]
Updated: Thursday, Feb-20-2025
11:47pm ET

Nasdaq 100 MAR 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)
02-21-202528 41.94 50.79 62.77 93.49 116.20 
02-24-202525 32.05 41.38 54.15 80.95 100.52 
02-25-202524 28.75 38.13 51.05 76.59 95.16 
02-26-202523 25.52 34.93 47.93 72.24 89.83 
02-27-202522 22.59 31.97 44.99 68.09 84.74 
02-28-202521 22.21 31.52 44.51 66.43 82.15 
03-03-202518 14.24 23.13 35.70 54.21 67.31 
03-04-202517 12.27 20.96 33.30 50.72 62.99 
03-05-202516 10.23 18.68 30.74 47.09 58.56 
03-06-202515 9.06 17.25 28.98 44.29 54.98 
03-07-202514 10.38 18.28 29.64 43.93 53.86 
03-10-202511 5.08 11.96 21.97 33.33 41.13 
03-11-202510 3.08 9.58 19.07 29.50 36.63 
03-12-20251.15 7.25 16.19 25.71 32.20 
03-13-2025-0.70 4.98 13.34 21.96 27.83 
03-14-20251.60 6.86 14.60 22.36 27.63 
03-17-2025-2.79 1.11 6.84 12.12 15.71 
03-18-2025-4.34 -0.92 4.09 8.59 11.66 
03-19-2025-5.83 -2.90 1.37 5.10 7.67 
03-20-2025-7.26 -4.83 -1.33 1.66 3.73 

 

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