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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-19-2026 to the Last Trade Date of 06-17-2026.]
Updated: Wednesday, Mar-18-2026
10:33pm 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)
03-19-202691 178.72 197.15 221.75 235.15 245.18 
03-20-202690 176.39 194.62 219.22 232.66 242.62 
03-23-202687 169.48 187.11 211.63 225.19 234.93 
03-24-202686 166.70 184.12 208.61 222.20 231.87 
03-25-202685 164.48 181.71 206.15 219.77 229.37 
03-26-202684 161.71 178.74 203.13 216.78 226.30 
03-27-202683 159.38 176.21 200.55 214.21 223.66 
03-30-202680 151.16 167.40 191.52 205.22 214.45 
03-31-202679 149.98 166.03 190.06 203.77 212.92 
04-01-202678 148.89 164.74 188.68 202.39 211.47 
04-02-202677 148.41 164.06 187.91 201.62 210.62 
04-06-202673 137.99 152.87 176.26 189.93 198.62 
04-07-202672 135.32 150.01 173.27 186.92 195.54 
04-08-202671 132.66 147.15 170.28 183.91 192.45 
04-09-202670 130.46 144.76 167.75 181.35 189.81 
04-10-202669 127.88 141.99 164.83 178.40 186.79 
04-13-202666 119.99 133.53 155.90 169.36 177.51 
04-14-202665 117.38 130.73 152.93 166.34 174.41 
04-15-202664 114.77 127.93 149.96 163.32 171.31 
04-16-202663 112.17 125.15 146.99 160.30 168.21 
04-17-202662 109.58 122.37 144.02 157.28 165.10 
04-20-202659 101.84 114.07 135.14 148.20 155.78 
04-21-202658 99.28 111.32 132.18 145.18 152.67 
04-22-202657 96.72 108.58 129.23 142.15 149.56 
04-23-202656 94.17 105.84 126.28 139.12 146.45 
04-24-202655 91.99 103.48 123.70 136.46 143.70 
04-27-202652 85.28 96.21 115.74 128.23 135.22 
04-28-202651 82.76 93.51 112.80 125.19 132.10 
04-29-202650 80.25 90.82 109.86 122.15 128.97 
04-30-202649 79.47 89.86 108.66 120.84 127.58 
05-01-202648 77.83 88.04 106.59 118.66 125.31 
05-04-202645 70.37 80.04 97.80 109.53 115.91 
05-05-202644 67.89 77.38 94.88 106.48 112.77 
05-06-202643 65.73 75.04 92.26 103.74 109.94 
05-07-202642 63.26 72.39 89.34 100.68 106.80 
05-08-202641 62.92 71.87 88.54 99.75 105.77 
05-11-202638 58.35 66.77 82.57 93.35 99.10 
05-12-202637 56.47 64.72 80.23 90.86 96.51 
05-13-202636 54.85 62.92 78.13 88.61 94.17 
05-14-202635 52.81 60.71 75.62 85.94 91.40 
05-15-202634 53.97 61.69 76.30 86.46 91.83 
05-18-202631 46.74 53.94 67.61 77.26 82.34 
05-19-202630 44.03 51.05 64.39 73.86 78.84 
05-20-202629 41.86 48.71 61.72 70.99 75.87 
05-21-202628 43.05 49.73 62.40 71.48 76.26 
05-22-202627 42.03 48.54 60.87 69.74 74.43 
05-26-202623 31.74 37.57 48.52 56.57 60.86 
05-27-202622 29.23 34.89 45.50 53.33 57.51 
05-28-202621 26.75 32.24 42.50 50.11 54.19 
05-29-202620 26.24 31.56 41.47 48.87 52.84 
06-01-202617 19.01 23.83 32.69 39.40 43.05 
06-02-202616 17.38 22.04 30.53 37.01 40.56 
06-03-202615 15.18 19.67 27.82 34.06 37.50 
06-04-202614 15.19 19.51 27.30 33.30 36.63 
06-05-202613 16.35 20.51 27.94 33.70 36.92 
06-08-202610 10.09 13.76 20.12 25.12 28.01 
06-09-20269 8.21 11.72 17.72 22.47 25.24 
06-10-20268 7.24 10.59 16.23 20.72 23.38 
06-11-20267 5.10 8.28 13.56 17.80 20.34 
06-12-20266 3.91 6.93 11.86 15.82 18.25 
06-15-20263 0.74 3.27 7.12 10.28 12.35 
06-16-20262 -1.28 1.08 4.58 7.46 9.40 
06-17-20261 -2.81 -0.64 2.50 5.10 6.89 

 
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