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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-10-2026 to the Last Trade Date of 06-17-2026.]
Updated: Friday, Apr-10-2026
12:32am ET

Nasdaq 100 JUN 2026 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)
04-10-202669 134.90 147.65 164.70 186.65 203.06 
04-13-202666 126.50 138.96 155.96 177.32 192.99 
04-14-202665 123.71 136.08 153.04 174.21 189.64 
04-15-202664 120.93 133.19 150.13 171.09 186.28 
04-16-202663 118.16 130.32 147.21 167.97 182.92 
04-17-202662 115.39 127.45 144.30 164.85 179.56 
04-20-202659 107.14 118.87 135.56 155.48 169.47 
04-21-202658 104.40 116.02 132.65 152.35 166.11 
04-22-202657 101.67 113.17 129.74 149.22 162.74 
04-23-202656 98.95 110.33 126.83 146.09 159.37 
04-24-202655 96.61 107.87 124.29 143.32 156.37 
04-27-202652 89.39 100.28 116.44 134.78 147.14 
04-28-202651 86.71 97.48 113.53 131.63 143.76 
04-29-202650 84.03 94.67 110.63 128.48 140.39 
04-30-202649 83.10 93.60 109.45 127.07 138.74 
05-01-202648 81.30 91.67 107.41 124.78 136.23 
05-04-202645 73.37 83.34 98.69 115.31 126.09 
05-05-202644 70.75 80.57 95.79 112.15 122.71 
05-06-202643 68.43 78.11 93.19 109.29 119.63 
05-07-202642 65.82 75.35 90.28 106.12 116.24 
05-08-202641 65.33 74.72 89.49 105.07 114.97 
05-11-202638 60.34 69.28 83.56 98.33 107.57 
05-12-202637 58.33 67.12 81.22 95.71 104.74 
05-13-202636 56.58 65.22 79.13 93.34 102.16 
05-14-202635 54.42 62.90 76.62 90.55 99.16 
05-15-202634 55.46 63.78 77.31 90.95 99.34 
05-18-202631 47.87 55.71 68.61 81.39 89.15 
05-19-202630 45.36 53.03 65.72 78.20 85.75 
05-20-202629 43.02 50.53 62.97 75.14 82.48 
05-21-202628 44.06 51.39 63.59 75.44 82.57 
05-22-202627 42.88 50.05 61.98 73.52 80.45 
05-26-202623 32.07 38.54 49.40 59.65 65.76 
05-27-202622 29.45 35.74 46.31 56.24 62.15 
05-28-202621 26.86 32.97 43.26 52.86 58.56 
05-29-202620 26.26 32.19 42.18 51.45 56.96 
06-01-202617 18.80 24.18 33.24 41.51 46.43 
06-02-202616 17.10 22.30 31.04 38.98 43.69 
06-03-202615 14.85 19.86 28.28 35.87 40.40 
06-04-202614 14.81 19.64 27.72 34.98 39.31 
06-05-202613 15.94 20.58 28.32 35.23 39.37 
06-08-202610 9.63 13.69 20.38 26.25 29.82 
06-09-20269 7.76 11.62 17.95 23.47 26.85 
06-10-20268 6.80 10.47 16.43 21.60 24.79 
06-11-20267 4.68 8.15 13.73 18.55 21.55 
06-12-20266 3.52 6.80 11.99 16.46 19.27 
06-15-20263 0.51 3.17 7.18 10.58 12.83 
06-16-20262 -1.44 1.01 4.62 7.65 9.71 
06-17-20261 -2.89 -0.68 2.52 5.19 7.04 

 
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