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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-08-2026 to the Last Trade Date of 06-17-2026.]
Updated: Friday, May-08-2026
12:15am 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)
05-08-202641 39.88 69.44 109.12 136.44 156.80 
05-11-202638 38.17 65.17 102.01 127.70 146.54 
05-12-202637 36.65 62.82 98.72 123.87 142.21 
05-13-202636 35.92 61.28 96.24 120.84 138.69 
05-14-202635 34.75 59.30 93.33 117.39 134.74 
05-15-202634 38.69 62.44 95.55 119.06 135.92 
05-18-202631 34.00 55.44 85.81 107.66 123.08 
05-19-202630 31.78 52.44 81.85 103.10 118.03 
05-20-202629 29.87 49.77 78.23 98.88 113.32 
05-21-202628 31.52 50.67 78.18 98.24 112.20 
05-22-202627 29.92 48.34 74.91 94.37 107.86 
05-26-202623 21.35 36.96 59.86 76.94 88.58 
05-27-202622 19.31 34.25 56.25 72.74 83.92 
05-28-202621 17.23 31.51 52.62 68.50 79.24 
05-29-202620 17.05 30.68 50.90 66.18 76.48 
06-01-202617 10.99 22.73 40.31 53.79 62.78 
06-02-202616 9.75 20.87 37.58 50.45 59.02 
06-03-202615 7.88 18.39 34.24 46.50 54.64 
06-04-202614 8.84 18.76 33.74 45.38 53.10 
06-05-202613 10.44 19.78 33.89 44.92 52.22 
06-08-202610 6.56 14.17 25.71 34.86 40.90 
06-09-20269 5.08 12.13 22.82 31.34 36.95 
06-10-20268 3.33 9.82 19.65 27.52 32.72 
06-11-20267 1.60 7.54 16.52 23.74 28.52 
06-12-20266 0.84 6.23 14.35 20.92 25.27 
06-15-20263 -0.99 2.77 8.31 12.86 15.94 
06-16-20262 -2.53 0.68 5.36 9.22 11.87 
06-17-20261 -3.58 -0.93 2.88 6.04 8.23 

 
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