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 JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-29-2024 to the Last Trade Date of 06-20-2024.]
Updated: Saturday, Apr-27-2024
3:45pm ET

Nasdaq 100 JUN 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)
04-29-202453 99.98 108.42 120.00 136.12 147.88 
04-30-202452 97.24 105.62 117.19 133.11 144.63 
05-01-202451 94.51 102.81 114.38 130.11 141.38 
05-02-202450 91.78 100.01 111.58 127.09 138.14 
05-03-202449 89.34 97.50 109.05 124.36 135.17 
05-06-202446 81.92 89.83 101.31 116.00 126.12 
05-07-202445 80.80 88.63 100.07 114.55 124.45 
05-08-202444 78.80 86.54 97.95 112.21 121.88 
05-09-202443 77.02 84.67 96.03 110.08 119.53 
05-10-202442 76.35 83.91 95.22 109.05 118.29 
05-13-202439 68.35 75.62 86.75 99.90 108.51 
05-14-202438 66.84 74.01 85.06 97.99 106.38 
05-15-202437 67.08 74.15 85.12 97.82 106.00 
05-16-202436 67.58 74.54 85.42 97.89 105.87 
05-17-202435 64.94 71.80 82.59 94.82 102.60 
05-20-202432 57.37 63.89 74.36 85.88 93.06 
05-21-202431 55.10 61.51 71.86 83.13 90.11 
05-22-202430 53.86 60.16 70.38 81.41 88.19 
05-23-202429 52.32 58.49 68.57 79.35 85.94 
05-24-202428 49.50 55.55 65.49 76.00 82.40 
05-28-202424 38.47 44.02 53.30 62.76 68.41 
05-29-202423 35.78 41.20 50.30 59.48 64.95 
05-30-202422 34.38 39.67 48.57 57.48 62.77 
05-31-202421 34.33 39.48 48.19 56.82 61.93 
06-03-202418 26.67 31.41 39.47 47.25 51.83 
06-04-202417 24.30 28.90 36.73 44.22 48.62 
06-05-202416 21.94 26.39 33.99 41.19 45.41 
06-06-202415 19.45 23.77 31.11 38.02 42.07 
06-07-202414 19.90 24.06 31.15 37.76 41.65 
06-10-202411 13.33 17.05 23.32 29.02 32.40 
06-11-202410 10.98 14.54 20.52 25.92 29.13 
06-12-20249 9.01 12.41 18.10 23.19 26.23 
06-13-20248 6.71 9.96 15.34 20.11 23.00 
06-14-20247 7.32 10.41 15.48 19.94 22.65 
06-17-20244 0.67 3.27 7.34 10.84 13.07 
06-18-20243 -1.49 0.94 4.66 7.83 9.90 
06-20-20241 -5.69 -3.64 -0.65 1.86 3.58 

 
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.