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 SEP 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-26-2024 to the Last Trade Date of 09-19-2024.]
Updated: Thursday, July-25-2024
11:40pm ET

Nasdaq 100 SEP 2024 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)
07-26-202456 130.45 141.97 157.41 176.47 190.70 
07-29-202453 121.65 132.69 147.86 166.12 179.40 
07-30-202452 118.72 129.59 144.66 162.65 175.63 
07-31-202451 117.33 128.04 143.01 160.73 173.40 
08-01-202450 114.40 124.94 139.80 157.25 169.63 
08-02-202449 111.47 121.84 136.59 153.77 165.85 
08-05-202446 102.69 112.55 126.93 143.28 154.50 
08-06-202445 99.77 109.45 123.71 139.78 150.71 
08-07-202444 97.53 107.05 121.16 136.95 147.60 
08-08-202443 95.07 104.41 118.38 133.90 144.27 
08-09-202442 93.21 102.37 116.20 131.43 141.53 
08-12-202439 86.76 95.39 108.74 123.13 132.43 
08-13-202438 84.11 92.57 105.76 119.85 128.89 
08-14-202437 81.19 89.47 102.49 116.30 125.08 
08-15-202436 82.50 90.60 103.43 116.95 125.49 
08-16-202435 81.34 89.26 101.92 115.15 123.43 
08-19-202432 74.37 81.75 93.82 106.18 113.73 
08-20-202431 71.78 78.98 90.85 102.91 110.23 
08-21-202430 68.26 75.28 86.92 98.66 105.74 
08-22-202429 66.11 72.94 84.34 95.76 102.60 
08-23-202428 62.79 69.44 80.59 91.69 98.30 
08-26-202425 52.74 58.84 69.24 79.38 85.32 
08-27-202424 49.47 55.39 65.53 75.35 81.08 
08-28-202423 46.25 51.99 61.86 71.36 76.88 
08-29-202422 43.13 48.69 58.29 67.47 72.78 
08-30-202421 42.52 47.91 57.24 66.09 71.20 
09-03-202417 31.74 36.43 44.62 52.19 56.53 
09-04-202416 28.87 33.38 41.28 48.54 52.68 
09-05-202415 25.97 30.31 37.91 44.84 48.81 
09-06-202414 26.92 31.10 38.39 45.01 48.79 
09-09-202411 18.57 22.24 28.60 34.26 37.53 
09-10-202410 17.04 20.54 26.58 31.93 35.03 
09-11-20249 14.37 17.72 23.43 28.46 31.40 
09-12-20248 12.14 15.32 20.71 25.42 28.20 
09-13-20247 10.38 13.40 18.46 22.85 25.48 
09-16-20244 4.91 7.45 11.49 14.93 17.11 
09-17-20243 2.48 4.87 8.56 11.69 13.72 
09-18-20242 0.11 2.33 5.67 8.49 10.36 
09-19-20241 -2.21 -0.17 2.82 5.32 7.03 

 
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.