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IndexArb Values vs. Time
Nasdaq 100 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-20-2025 to the Last Trade Date of 09-18-2025.]
Updated: Thursday, June-19-2025
4:43am ET

Nasdaq 100 SEP 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)
06-20-202591 200.40 211.06 225.36 266.06 296.45 
06-23-202588 190.78 201.74 216.58 255.73 284.64 
06-24-202587 187.61 198.65 213.66 252.30 280.72 
06-25-202586 184.79 195.91 211.08 249.21 277.15 
06-26-202585 181.65 192.84 208.15 245.78 273.25 
06-27-202584 178.94 190.19 205.65 242.77 269.77 
06-30-202581 170.47 181.86 197.69 233.32 258.95 
07-01-202580 167.41 178.83 194.78 229.91 255.09 
07-02-202579 166.01 177.47 193.51 228.15 252.88 
07-03-202578 165.15 176.62 192.76 226.91 251.20 
07-07-202574 153.34 164.84 181.27 213.51 236.07 
07-08-202573 150.50 161.99 178.48 210.24 232.39 
07-09-202572 147.55 159.04 175.57 206.86 228.59 
07-10-202571 145.01 156.47 173.04 203.86 225.19 
07-11-202570 142.16 153.60 170.20 200.55 221.47 
07-14-202567 133.49 144.83 161.48 190.45 210.17 
07-15-202566 130.62 141.92 158.58 187.08 206.42 
07-16-202565 127.77 139.02 155.67 183.72 202.67 
07-17-202564 124.93 136.13 152.77 180.37 198.94 
07-18-202563 122.13 133.27 149.89 177.04 195.23 
07-21-202560 113.73 124.66 141.19 166.99 184.08 
07-22-202559 110.95 121.81 138.29 163.65 180.37 
07-23-202558 108.18 118.97 135.39 160.31 176.68 
07-24-202557 105.43 116.13 132.49 156.98 172.99 
07-25-202556 102.69 113.30 129.60 153.65 169.31 
07-28-202553 95.07 105.39 121.45 144.20 158.83 
07-29-202552 92.37 102.60 118.55 140.88 155.18 
07-30-202551 89.69 99.80 115.66 137.56 151.53 
07-31-202550 88.65 98.66 114.41 135.88 149.53 
08-01-202549 86.75 96.65 112.29 133.34 146.66 
08-04-202546 78.83 88.36 103.62 123.42 135.79 
08-05-202545 76.51 85.92 101.04 120.42 132.48 
08-06-202544 73.89 83.18 98.15 117.12 128.88 
08-07-202543 71.81 80.96 95.78 114.34 125.80 
08-08-202542 71.18 80.20 94.86 113.00 124.17 
08-11-202539 65.73 74.33 88.48 105.40 115.70 
08-12-202538 63.17 71.63 85.60 102.12 112.13 
08-13-202537 60.63 68.94 82.72 98.84 108.57 
08-14-202536 58.09 66.26 79.84 95.56 105.01 
08-15-202535 58.26 66.28 79.66 94.98 104.16 
08-18-202532 52.43 59.98 72.72 86.86 95.24 
08-19-202531 50.14 57.54 70.05 83.80 91.92 
08-20-202530 47.78 55.02 67.31 80.66 88.53 
08-21-202529 49.16 56.23 68.27 81.22 88.84 
08-22-202528 46.82 53.73 65.51 78.07 85.43 
08-25-202525 39.06 45.47 56.47 67.85 74.48 
08-26-202524 36.49 42.73 53.46 64.44 70.84 
08-27-202523 33.93 40.01 50.46 61.06 67.22 
08-28-202522 31.40 37.31 47.47 57.69 63.62 
08-29-202521 31.27 37.00 46.88 56.72 62.42 
09-02-202517 22.10 27.14 35.81 44.14 48.97 
09-03-202516 19.78 24.64 33.00 40.96 45.59 
09-04-202515 18.71 23.40 31.44 39.03 43.45 
09-05-202514 20.02 24.53 32.25 39.47 43.68 
09-08-202511 13.51 17.48 24.21 30.34 33.96 
09-09-202510 12.70 16.50 22.88 28.65 32.09 
09-10-20259 10.45 14.07 20.12 25.53 28.77 
09-11-20258 8.23 11.67 17.36 22.42 25.48 
09-12-20257 6.85 10.12 15.46 20.16 23.04 
09-15-20254 3.16 5.89 10.13 13.79 16.14 
09-16-20253 1.04 3.59 7.47 10.77 12.95 
09-17-20252 -0.60 1.75 5.26 8.22 10.22 
09-18-20251 -2.65 -0.50 2.62 5.24 7.05 

 
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