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IndexArb Values vs. Time
Nasdaq 100 MAR 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-20-2026 to the Last Trade Date of 03-19-2026.]
Updated: Friday, Jan-16-2026
11:55pm ET

Nasdaq 100 MAR 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)
01-20-202659 109.37 123.64 142.75 166.64 184.48 
01-21-202658 106.64 120.76 139.79 163.37 180.88 
01-22-202657 103.91 117.88 136.82 160.10 177.28 
01-23-202656 101.19 115.01 133.85 156.83 173.67 
01-26-202653 93.62 106.97 125.49 147.53 163.40 
01-27-202652 90.93 104.10 122.51 144.23 159.78 
01-28-202651 88.75 101.76 120.05 141.45 156.68 
01-29-202650 86.44 99.28 117.44 138.52 153.43 
01-30-202649 86.28 98.95 116.97 137.73 152.33 
02-02-202646 78.29 90.43 108.00 127.78 141.44 
02-03-202645 75.63 87.59 105.00 124.45 137.81 
02-04-202644 72.99 84.76 102.00 121.12 134.18 
02-05-202643 70.35 81.93 99.00 117.79 130.54 
02-06-202642 67.71 79.11 96.00 114.45 126.90 
02-09-202639 62.48 73.30 89.61 107.03 118.60 
02-10-202638 61.10 71.73 87.82 104.91 116.18 
02-11-202637 58.74 69.16 85.04 101.78 112.76 
02-12-202636 56.14 66.36 82.03 98.41 109.11 
02-13-202635 56.57 66.59 82.03 98.07 108.48 
02-17-202631 46.27 55.47 69.92 84.53 93.82 
02-18-202630 43.63 52.60 66.78 81.00 90.01 
02-19-202629 44.44 53.20 67.09 80.93 89.66 
02-20-202628 43.21 51.75 65.34 78.79 87.25 
02-23-202625 34.92 42.80 55.46 67.76 75.40 
02-24-202624 32.12 39.77 52.12 64.02 71.40 
02-25-202623 29.36 36.79 48.81 60.32 67.44 
02-26-202622 26.88 34.08 45.77 56.89 63.75 
02-27-202621 27.18 34.16 45.51 56.24 62.84 
03-02-202618 19.92 26.22 36.52 46.07 51.91 
03-03-202617 18.21 24.28 34.21 43.37 48.96 
03-04-202616 15.85 21.69 31.25 40.01 45.36 
03-05-202615 15.10 20.71 29.90 38.26 43.37 
03-06-202614 16.16 21.54 30.35 38.31 43.18 
03-09-202611 9.57 14.25 21.87 28.63 32.79 
03-10-202610 8.45 12.90 20.10 26.47 30.40 
03-11-20269 6.65 10.87 17.66 23.62 27.32 
03-12-20268 4.45 8.43 14.80 20.36 23.83 
03-13-20267 5.72 9.46 15.40 20.56 23.80 
03-16-20264 0.73 3.75 8.37 12.32 14.89 
03-17-20263 -1.08 1.69 5.86 9.40 11.75 
03-18-20262 -2.48 0.04 3.75 6.88 9.01 
03-19-20261 -4.39 -2.14 1.11 3.83 5.71 

 
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