Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
IndexArb Values vs. Time
Nasdaq 100 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-20-2024 to the Last Trade Date of 03-20-2025.]
Updated: Thursday, Dec-19-2024
10:35pm 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)
12-20-202491 250.69 259.62 271.59 315.12 347.60 
12-23-202488 242.09 251.55 264.37 306.36 337.32 
12-24-202487 238.07 247.68 260.77 302.24 332.71 
12-26-202485 230.08 239.99 253.58 294.02 323.51 
12-27-202484 226.12 236.16 249.98 289.92 318.93 
12-30-202481 214.54 224.92 239.39 277.81 305.39 
12-31-202480 211.49 221.97 236.64 274.56 301.67 
01-02-202578 203.80 214.46 229.48 266.40 292.59 
01-03-202577 202.64 213.37 228.57 264.99 290.71 
01-06-202574 191.72 202.63 218.27 253.21 277.58 
01-07-202573 187.98 198.94 214.71 249.15 273.09 
01-08-202572 185.84 196.84 212.73 246.68 270.18 
01-09-202571 182.53 193.56 209.56 243.02 266.09 
01-10-202570 178.92 189.98 206.08 239.05 261.69 
01-13-202567 168.00 179.09 195.44 226.96 248.33 
01-14-202566 164.42 175.51 191.93 222.96 243.91 
01-15-202565 160.84 171.91 188.39 218.95 239.49 
01-16-202564 157.27 168.33 184.86 214.93 235.07 
01-17-202563 153.72 164.76 181.33 210.93 230.65 
01-21-202559 139.71 150.61 167.23 194.94 213.09 
01-22-202558 136.25 147.10 163.72 190.95 208.72 
01-23-202557 132.81 143.60 160.21 186.97 204.35 
01-24-202556 129.38 140.11 156.70 182.99 200.00 
01-27-202553 119.21 129.72 146.18 171.08 186.98 
01-28-202552 115.85 126.28 142.69 167.12 182.66 
01-29-202551 112.51 122.85 139.19 163.17 178.35 
01-30-202550 109.18 119.43 135.70 159.22 174.04 
01-31-202549 107.51 117.66 133.85 156.91 171.38 
02-03-202546 97.99 107.83 123.72 145.42 158.86 
02-04-202545 94.74 104.47 120.25 141.49 154.59 
02-05-202544 91.72 101.33 116.98 137.77 150.54 
02-06-202543 88.50 97.99 113.51 133.85 146.29 
02-07-202542 85.97 95.34 110.72 130.61 142.72 
02-10-202539 79.33 88.30 103.21 121.77 132.93 
02-11-202538 76.65 85.48 100.22 118.33 129.18 
02-12-202537 73.75 82.43 96.99 114.67 125.21 
02-13-202536 70.63 79.17 93.54 110.77 121.01 
02-14-202535 70.34 78.72 92.90 109.70 119.63 
02-18-202531 58.36 66.12 79.44 94.49 103.26 
02-19-202530 54.91 62.50 75.55 90.13 98.62 
02-20-202529 54.89 62.31 75.09 89.21 97.40 
02-21-202528 54.38 61.62 74.13 87.79 95.70 
02-24-202525 44.17 50.88 62.52 74.83 81.92 
02-25-202524 40.84 47.37 58.71 70.57 77.40 
02-26-202523 37.56 43.91 54.94 66.37 72.94 
02-27-202522 34.33 40.50 51.22 62.21 68.53 
02-28-202521 34.45 40.44 50.85 61.40 67.47 
03-03-202518 27.69 33.12 42.56 51.84 57.18 
03-04-202517 24.73 29.98 39.08 47.93 53.04 
03-05-202516 21.97 27.03 35.79 44.23 49.11 
03-06-202515 19.12 23.99 32.40 40.43 45.08 
03-07-202514 19.79 24.47 32.54 40.16 44.59 
03-10-202511 12.85 16.97 23.96 30.38 34.16 
03-11-202510 10.26 14.18 20.80 26.83 30.40 
03-12-20258.11 11.84 18.09 23.72 27.09 
03-13-20255.61 9.16 15.03 20.27 23.44 
03-14-20256.34 9.69 15.18 20.04 23.01 
03-17-2025-0.07 2.70 7.02 10.75 13.14 
03-18-2025-2.30 0.27 4.20 7.56 9.76 
03-19-2025-4.48 -2.11 1.42 4.41 6.42 
03-20-2025-6.58 -4.43 -1.31 1.31 3.11 

 

No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2024 Ergo Inc. All Rights Reserved Worldwide.