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IndexArb Values vs. Time
Nasdaq 100 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-15-2025 to the Last Trade Date of 09-18-2025.]
Updated: Monday, July-14-2025
8:21pm 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)
07-15-202566 140.44 153.60 171.22 193.60 210.32 
07-16-202565 137.61 150.64 168.20 190.34 206.76 
07-17-202564 134.79 147.69 165.18 187.07 203.20 
07-18-202563 131.97 144.73 162.17 183.80 199.64 
07-21-202560 124.05 136.40 153.62 174.50 189.48 
07-22-202559 121.24 133.46 150.59 171.22 185.92 
07-23-202558 118.44 130.52 147.57 167.93 182.36 
07-24-202557 115.64 127.58 144.54 164.65 178.80 
07-25-202556 112.87 124.66 141.53 161.38 175.26 
07-28-202553 104.72 116.07 132.63 151.70 164.78 
07-29-202552 102.27 113.48 129.93 148.74 161.55 
07-30-202551 99.50 110.56 126.89 145.44 157.99 
07-31-202550 98.37 109.28 125.49 143.77 156.06 
08-01-202549 96.38 107.13 123.22 141.23 153.26 
08-04-202546 88.11 98.40 114.09 131.29 142.56 
08-05-202545 85.67 95.80 111.34 128.27 139.30 
08-06-202544 82.92 92.90 108.29 124.94 135.73 
08-07-202543 80.19 90.00 105.24 121.62 132.16 
08-08-202542 79.42 89.07 104.15 120.25 130.55 
08-11-202539 73.52 82.68 97.25 112.50 122.09 
08-12-202538 70.80 79.80 94.20 109.15 118.51 
08-13-202537 68.10 76.93 91.14 105.80 114.93 
08-14-202536 65.62 74.29 88.30 102.68 111.57 
08-15-202535 65.39 73.88 87.70 101.79 110.45 
08-18-202532 59.02 67.01 80.20 93.39 101.38 
08-19-202531 56.55 64.36 77.33 90.22 97.99 
08-20-202530 53.65 61.29 74.02 86.60 94.15 
08-21-202529 54.72 62.19 74.67 86.94 94.27 
08-22-202528 52.08 59.37 71.61 83.56 90.68 
08-25-202525 43.47 50.23 61.69 72.67 79.15 
08-26-202524 40.62 47.21 58.39 69.04 75.32 
08-27-202523 37.81 44.21 55.11 65.44 71.51 
08-28-202522 35.02 41.24 51.86 61.86 67.72 
08-29-202521 34.64 40.68 51.01 60.67 66.33 
09-02-202517 24.54 29.85 38.94 47.26 52.11 
09-03-202516 22.01 27.13 35.90 43.88 48.54 
09-04-202515 20.73 25.67 34.11 41.75 46.21 
09-05-202514 21.84 26.59 34.70 41.99 46.26 
09-08-202511 14.79 18.97 26.04 32.28 35.98 
09-09-202510 13.82 17.81 24.51 30.41 33.91 
09-10-20259 11.42 15.22 21.56 27.09 30.42 
09-11-20258 9.05 12.66 18.62 23.80 26.94 
09-12-20257 7.54 10.95 16.54 21.36 24.31 
09-15-20254 3.49 6.31 10.71 14.46 16.86 
09-16-20253 1.27 3.89 7.89 11.28 13.50 
09-17-20252 -0.47 1.94 5.53 8.56 10.59 
09-18-20251 -2.60 -0.42 2.76 5.41 7.24 

 
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