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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-09-2026 to the Last Trade Date of 06-17-2026.]
Updated: Thursday, Apr-09-2026
12:31am 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)
04-09-202670 122.78 145.43 175.77 205.43 227.58 
04-10-202669 120.36 142.72 172.81 202.15 223.96 
04-13-202666 112.91 134.38 163.71 192.09 212.88 
04-14-202665 110.44 131.62 160.67 188.74 209.19 
04-15-202664 107.97 128.85 157.64 185.38 205.49 
04-16-202663 105.51 126.09 154.61 182.02 201.80 
04-17-202662 103.05 123.34 151.58 178.66 198.11 
04-20-202659 95.70 115.10 142.49 168.56 187.02 
04-21-202658 93.26 112.36 139.46 165.20 183.33 
04-22-202657 90.82 109.62 136.43 161.83 179.63 
04-23-202656 88.39 106.90 133.41 158.45 175.94 
04-24-202655 86.34 104.54 130.75 155.45 172.61 
04-27-202652 79.96 97.28 122.55 146.20 162.41 
04-28-202651 77.55 94.57 119.52 142.82 158.71 
04-29-202650 75.15 91.87 116.50 139.44 155.01 
04-30-202649 74.48 90.90 115.20 137.79 153.05 
05-01-202648 72.95 89.07 113.04 135.26 150.21 
05-04-202645 65.79 81.03 103.97 125.10 139.13 
05-05-202644 63.42 78.36 100.95 121.71 135.43 
05-06-202643 61.35 75.99 98.23 118.62 132.03 
05-07-202642 58.99 73.33 95.21 115.22 128.34 
05-08-202641 58.74 72.78 94.31 113.94 126.75 
05-11-202638 54.45 67.61 88.02 106.51 118.43 
05-12-202637 52.67 65.53 85.56 103.67 115.29 
05-13-202636 51.15 63.71 83.36 101.08 112.40 
05-14-202635 49.20 61.47 80.73 98.06 109.10 
05-15-202634 50.46 62.43 81.30 98.23 108.98 
05-18-202631 43.50 54.59 72.25 88.00 97.88 
05-19-202630 41.20 51.98 69.24 84.59 94.18 
05-20-202629 38.96 49.45 66.26 81.19 90.50 
05-21-202628 40.10 50.28 66.66 81.17 90.19 
05-22-202627 39.03 48.92 64.85 78.93 87.67 
05-26-202623 28.66 37.37 51.50 63.87 71.50 
05-27-202622 26.16 34.57 48.24 60.19 67.54 
05-28-202621 23.70 31.82 45.02 56.54 63.62 
05-29-202620 23.22 31.05 43.79 54.87 61.68 
06-01-202617 16.15 23.10 34.42 44.21 50.21 
06-02-202616 14.59 21.25 32.09 41.44 47.18 
06-03-202615 12.48 18.84 29.21 38.12 43.60 
06-04-202614 12.58 18.66 28.54 37.02 42.23 
06-05-202613 13.85 19.64 29.03 37.07 42.03 
06-08-202610 7.99 12.91 20.81 27.54 31.73 
06-09-20269 6.27 10.90 18.30 24.59 28.53 
06-10-20268 5.47 9.81 16.71 22.56 26.24 
06-11-20267 3.51 7.56 13.96 19.36 22.79 
06-12-20266 2.51 6.28 12.16 17.13 20.31 
06-15-20263 -0.00 2.89 7.23 10.87 13.30 
06-16-20262 -1.78 0.82 4.64 7.84 10.02 
06-17-20261 -3.05 -0.77 2.52 5.28 7.18 

 
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