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IndexArb Values vs. Time
Nasdaq 100 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-03-2025 to the Last Trade Date of 06-19-2025.]
Updated: Wednesday, Apr-02-2025
9:53pm ET

Nasdaq 100 JUN 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)
04-03-202578 130.11 147.62 171.08 200.62 222.67 
04-04-202577 127.81 145.19 168.57 197.81 219.54 
04-07-202574 120.60 137.55 160.67 189.02 209.82 
04-08-202573 118.21 135.02 158.03 186.09 206.58 
04-09-202572 115.83 132.49 155.40 183.16 203.34 
04-10-202571 113.84 130.35 153.16 180.61 200.49 
04-11-202570 111.54 127.90 150.59 177.75 197.32 
04-14-202567 104.46 120.35 142.69 168.92 187.59 
04-15-202566 102.11 117.84 140.05 165.98 184.34 
04-16-202565 99.76 115.34 137.41 163.03 181.10 
04-17-202564 97.43 112.84 134.78 160.08 177.85 
04-21-202560 88.14 102.88 124.23 148.27 164.87 
04-22-202559 85.83 100.40 121.59 145.31 161.62 
04-23-202558 83.53 97.93 118.95 142.35 158.37 
04-24-202557 81.24 95.46 116.31 139.39 155.13 
04-25-202556 79.30 93.34 114.02 136.78 152.23 
04-28-202553 72.68 86.18 106.31 128.09 142.69 
04-29-202552 70.42 83.73 103.67 125.12 139.44 
04-30-202551 68.16 81.29 101.03 122.14 136.19 
05-01-202550 65.91 78.85 98.39 119.17 132.94 
05-02-202549 64.44 77.19 96.52 116.97 130.47 
05-05-202546 59.41 71.59 90.27 109.70 122.38 
05-06-202545 57.19 69.18 87.62 106.72 119.13 
05-07-202544 54.98 66.76 84.98 103.74 115.87 
05-08-202543 52.77 64.36 82.33 100.75 112.62 
05-09-202542 51.75 63.14 80.88 98.95 110.55 
05-12-202539 47.24 58.03 75.01 92.03 102.85 
05-13-202538 45.07 55.65 72.36 89.03 99.59 
05-14-202537 44.23 54.60 71.05 87.37 97.67 
05-15-202536 45.81 55.97 72.14 88.11 98.15 
05-16-202535 46.80 56.76 72.65 88.26 98.04 
05-19-202532 40.67 49.99 65.02 79.55 88.57 
05-20-202531 38.87 47.98 62.70 76.88 85.65 
05-21-202530 36.74 45.64 60.05 73.86 82.38 
05-22-202529 35.21 43.88 57.98 71.42 79.69 
05-23-202528 34.12 42.58 56.35 69.41 77.43 
05-27-202524 25.06 32.63 45.05 56.60 63.64 
05-28-202523 22.83 30.18 42.24 53.41 60.21 
05-29-202522 20.69 27.81 39.52 50.31 56.87 
05-30-202521 20.23 27.13 38.48 48.88 55.20 
06-02-202518 13.83 20.04 30.27 39.52 45.13 
06-03-202517 12.40 18.38 28.23 37.10 42.48 
06-04-202516 10.42 16.17 25.63 34.11 39.26 
06-05-202515 9.72 15.23 24.31 32.39 37.31 
06-06-202514 11.47 16.76 25.44 33.13 37.82 
06-09-202511 5.57 10.15 17.61 24.13 28.14 
06-10-202510 5.28 9.62 16.66 22.79 26.57 
06-11-20259 3.79 7.89 14.51 20.25 23.81 
06-12-20258 1.91 5.78 11.97 17.32 20.65 
06-13-20257 2.22 5.84 11.60 16.55 19.67 
06-16-20254 -1.34 1.56 5.99 9.76 12.21 
06-17-20253 -3.09 -0.44 3.55 6.91 9.14 
06-18-20252 -4.80 -2.41 1.12 4.08 6.09 

 
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