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IndexArb Values vs. Time
Nasdaq 100 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-21-2025 to the Last Trade Date of 03-20-2025.]
Updated: Saturday, Jan-18-2025
1:30pm 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)
01-21-202559 128.26 134.90 143.79 168.80 187.46 
01-22-202558 125.00 131.74 140.82 165.36 183.58 
01-23-202557 121.76 128.59 137.84 161.93 179.70 
01-24-202556 118.55 125.45 134.87 158.50 175.83 
01-27-202553 109.01 116.10 125.93 148.20 164.27 
01-28-202552 105.86 113.00 122.94 144.78 160.43 
01-29-202551 102.74 109.91 119.96 141.35 156.59 
01-30-202550 99.63 106.82 116.97 137.92 152.77 
01-31-202549 98.50 105.71 115.94 136.45 150.90 
02-03-202546 89.34 96.54 106.95 126.18 139.47 
02-04-202545 86.32 93.51 103.96 122.76 135.68 
02-05-202544 83.52 90.68 101.16 119.54 132.09 
02-06-202543 80.53 87.66 98.16 116.12 128.31 
02-07-202542 78.70 85.79 96.29 113.84 125.67 
02-10-202539 72.74 79.67 90.14 106.46 117.26 
02-11-202538 69.83 76.69 87.13 103.04 113.50 
02-12-202537 67.15 73.95 84.34 99.85 109.99 
02-13-202536 64.26 70.98 81.32 96.43 106.24 
02-14-202535 64.19 70.82 81.11 95.82 105.31 
02-18-202531 53.10 59.36 69.31 82.46 90.74 
02-19-202530 50.00 56.14 65.95 78.69 86.66 
02-20-202529 50.32 56.34 66.01 78.33 86.00 
02-21-202528 50.13 56.03 65.55 77.47 84.84 
02-24-202525 40.85 46.36 55.39 66.11 72.65 
02-25-202524 37.80 43.18 52.03 62.37 68.65 
02-26-202523 34.79 40.04 48.70 58.66 64.68 
02-27-202522 31.83 36.94 45.41 54.99 60.76 
02-28-202521 32.19 37.17 45.44 54.65 60.18 
03-03-202518 24.85 29.41 37.05 45.17 50.00 
03-04-202517 22.09 26.50 33.93 41.69 46.30 
03-05-202516 19.52 23.79 30.98 38.39 42.79 
03-06-202515 18.08 22.21 29.17 36.23 40.42 
03-07-202514 18.91 22.90 29.61 36.33 40.32 
03-10-202511 12.38 15.94 21.89 27.60 31.02 
03-11-202510 9.89 13.31 19.00 24.38 27.61 
03-12-20259 7.83 11.11 16.53 21.58 24.64 
03-13-20258 5.42 8.56 13.69 18.43 21.31 
03-14-20257 6.22 9.21 14.06 18.48 21.20 
03-17-20254 -0.05 2.50 6.47 9.94 12.18 
03-18-20253 -2.26 0.15 3.81 6.97 9.05 
03-19-20252 -4.43 -2.17 1.17 4.03 5.96 
03-20-20251 -6.54 -4.45 -1.43 1.12 2.88 

 
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