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IndexArb Values vs. Time
Nasdaq 100 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-17-2025 to the Last Trade Date of 03-20-2025.]
Updated: Thursday, Jan-16-2025
11:16pm 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)
01-17-202563 127.60 138.32 152.68 173.73 189.46 
01-21-202559 116.63 126.85 140.92 160.58 174.88 
01-22-202558 113.91 124.00 137.97 157.30 171.25 
01-23-202557 111.19 121.14 135.02 154.01 167.62 
01-24-202556 108.47 118.29 132.08 150.72 164.00 
01-27-202553 100.35 109.74 123.22 140.86 153.15 
01-28-202552 97.65 106.90 120.27 137.58 149.55 
01-29-202551 94.96 104.06 117.32 134.29 145.95 
01-30-202550 92.27 101.23 114.36 131.01 142.36 
01-31-202549 91.55 100.35 113.36 129.68 140.73 
02-03-202546 83.52 91.87 104.48 119.83 129.99 
02-04-202545 80.86 89.05 101.52 116.55 126.42 
02-05-202544 78.40 86.43 98.76 113.47 123.06 
02-06-202543 75.74 83.62 95.80 110.19 119.50 
02-07-202542 74.22 81.94 93.97 108.05 117.08 
02-10-202539 69.14 76.39 87.94 101.08 109.32 
02-11-202538 66.50 73.59 84.97 97.80 105.78 
02-12-202537 64.08 71.01 82.23 94.74 102.48 
02-13-202536 61.44 68.21 79.25 91.46 98.95 
02-14-202535 61.60 68.22 79.08 90.99 98.23 
02-18-202531 51.37 57.35 67.46 78.17 84.49 
02-19-202530 48.48 54.29 64.18 74.56 80.66 
02-20-202529 49.00 54.64 64.31 74.37 80.24 
02-21-202528 49.00 54.48 63.93 73.66 79.32 
02-24-202525 40.21 45.22 53.97 62.78 67.82 
02-25-202524 37.30 42.16 50.68 59.19 64.03 
02-26-202523 34.43 39.13 47.43 55.63 60.28 
02-27-202522 31.59 36.14 44.20 52.11 56.58 
02-28-202521 32.07 36.47 44.30 51.91 56.20 
03-03-202518 26.25 30.23 37.34 44.10 47.89 
03-04-202517 23.56 27.41 34.28 40.76 44.39 
03-05-202516 21.05 24.76 31.40 37.60 41.08 
03-06-202515 18.42 22.00 28.39 34.33 37.66 
03-07-202514 19.30 22.75 28.90 34.56 37.75 
03-10-202511 12.84 15.93 21.35 26.23 29.01 
03-11-202510 10.36 13.34 18.50 23.13 25.79 
03-12-20259 8.30 11.17 16.09 20.46 23.00 
03-13-20258 5.88 8.63 13.31 17.43 19.86 
03-14-20257 6.66 9.30 13.73 17.60 19.92 
03-17-20254 0.27 2.61 6.29 9.44 11.44 
03-18-20253 -2.00 0.24 3.67 6.59 8.49 
03-19-20252 -4.24 -2.10 1.08 3.77 5.58 
03-20-20251 -6.42 -4.40 -1.47 0.99 2.68 

 
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