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IndexArb Values vs. Time
Nasdaq 100 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-03-2025 to the Last Trade Date of 09-18-2025.]
Updated: Wednesday, July-02-2025
9:18pm 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)
07-03-202578 178.23 190.84 207.69 229.34 245.52 
07-07-202574 166.82 179.00 195.73 216.65 231.87 
07-08-202573 164.05 176.12 192.82 213.55 228.53 
07-09-202572 161.17 173.12 189.78 210.33 225.07 
07-10-202571 158.68 170.52 187.13 207.49 221.99 
07-11-202570 155.87 167.59 184.16 204.33 218.59 
07-14-202567 147.27 158.64 175.05 194.62 208.20 
07-15-202566 144.40 155.66 172.00 191.38 204.73 
07-16-202565 141.55 152.68 168.96 188.14 201.26 
07-17-202564 138.69 149.71 165.92 184.89 197.79 
07-18-202563 135.84 146.74 162.87 181.64 194.32 
07-21-202560 127.31 137.83 153.73 171.88 183.89 
07-22-202559 124.48 134.87 150.68 168.62 180.41 
07-23-202558 121.65 131.91 147.63 165.36 176.94 
07-24-202557 118.82 128.96 144.58 162.09 173.46 
07-25-202556 116.02 126.03 141.55 158.84 169.99 
07-28-202553 108.10 117.72 132.91 149.55 160.07 
07-29-202552 105.29 114.77 129.86 146.27 156.59 
07-30-202551 102.48 111.83 126.80 142.99 153.10 
07-31-202550 101.32 110.54 125.38 141.34 151.25 
08-01-202549 99.29 108.37 123.08 138.81 148.52 
08-04-202546 90.92 99.59 113.89 128.93 138.04 
08-05-202545 88.44 96.97 111.13 125.93 134.85 
08-06-202544 85.66 94.06 108.07 122.63 131.35 
08-07-202543 83.40 91.66 105.51 119.83 128.37 
08-08-202542 82.59 90.71 104.41 118.49 126.83 
08-11-202539 76.56 84.26 97.46 110.81 118.59 
08-12-202538 73.81 81.36 94.39 107.48 115.08 
08-13-202537 71.06 78.47 91.31 104.16 111.57 
08-14-202536 68.31 75.58 88.24 100.83 108.06 
08-15-202535 68.25 75.38 87.85 100.19 107.24 
08-18-202532 61.74 68.43 80.31 91.88 98.40 
08-19-202531 59.21 65.76 77.44 88.74 95.09 
08-20-202530 56.30 62.70 74.15 85.18 91.35 
08-21-202529 57.35 63.61 74.83 85.58 91.58 
08-22-202528 54.69 60.80 71.78 82.26 88.09 
08-25-202525 45.98 51.65 61.91 71.54 76.87 
08-26-202524 43.09 48.62 58.63 67.98 73.14 
08-27-202523 40.23 45.61 55.36 64.43 69.43 
08-28-202522 37.39 42.62 52.12 60.90 65.74 
08-29-202521 36.95 42.04 51.27 59.77 64.45 
09-02-202517 26.58 31.08 39.22 46.56 50.62 
09-03-202516 23.97 28.33 36.18 43.23 47.14 
09-04-202515 22.61 26.82 34.38 41.15 44.91 
09-05-202514 23.63 27.69 34.96 41.43 45.05 
09-08-202511 16.28 19.91 26.28 31.86 35.04 
09-09-202510 15.20 18.68 24.74 30.03 33.06 
09-10-20259 12.69 16.02 21.77 26.76 29.65 
09-11-20258 10.20 13.39 18.81 23.51 26.26 
09-12-20257 8.56 11.61 16.71 21.11 23.73 
09-15-20254 4.11 6.71 10.83 14.32 16.53 
09-16-20253 1.74 4.20 7.98 11.17 13.24 
09-17-20252 -0.14 2.16 5.59 8.48 10.42 
09-18-20251 -2.43 -0.30 2.79 5.37 7.15 

 
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