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IndexArb Values vs. Time
Nasdaq 100 MAR 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-11-2023 to the Last Trade Date of 03-14-2024.]
Updated: Saturday, Dec-09-2023
2:30pm ET

Nasdaq 100 MAR 2024 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)
12-11-202395 159.62 183.77 216.34 248.77 272.82 
12-12-202394 158.19 182.02 214.29 246.36 270.05 
12-13-202393 156.07 179.59 211.56 243.28 266.60 
12-14-202392 157.34 180.54 212.22 243.57 266.54 
12-15-202391 155.22 178.12 209.49 240.49 263.11 
12-18-202388 148.87 170.85 201.33 231.25 252.83 
12-19-202387 149.54 171.21 201.39 230.96 252.19 
12-20-202386 147.43 168.79 198.67 227.89 248.78 
12-21-202385 145.31 166.38 195.95 224.82 245.37 
12-22-202384 143.20 163.96 193.23 221.75 241.97 
12-26-202380 134.73 154.31 182.37 209.48 228.39 
12-27-202379 132.98 152.26 180.02 206.78 225.37 
12-28-202378 130.86 149.85 177.31 203.72 222.00 
12-29-202377 128.91 147.60 174.75 200.83 218.78 
01-02-202473 121.97 139.52 165.45 190.15 206.87 
01-03-202472 121.88 139.14 164.76 189.12 205.54 
01-04-202471 120.94 137.93 163.24 187.26 203.38 
01-05-202470 118.83 135.53 160.53 184.21 200.04 
01-08-202467 112.47 128.34 152.41 175.08 190.04 
01-09-202466 110.67 126.27 150.03 172.37 187.03 
01-10-202465 108.55 123.88 147.33 169.33 183.71 
01-11-202464 106.42 121.49 144.63 166.29 180.39 
01-12-202463 104.32 119.11 141.94 163.28 177.10 
01-16-202459 95.83 109.57 131.14 151.16 163.90 
01-17-202458 93.70 107.18 128.45 148.13 160.61 
01-18-202457 91.58 104.80 125.75 145.11 157.32 
01-19-202456 89.45 102.42 123.05 142.08 154.04 
01-22-202453 83.07 95.28 114.97 133.03 144.22 
01-23-202452 80.94 92.90 112.28 130.01 140.96 
01-24-202451 78.81 90.52 109.59 127.00 137.70 
01-25-202450 76.68 88.15 106.90 123.99 134.45 
01-26-202449 74.55 85.78 104.21 120.98 131.19 
01-29-202446 68.15 78.66 96.14 111.96 121.47 
01-30-202445 67.52 77.79 94.96 110.46 119.74 
01-31-202444 65.79 75.83 92.68 107.86 116.92 
02-01-202443 63.94 73.75 90.28 105.15 113.98 
02-02-202442 62.06 71.64 87.85 102.41 111.01 
02-05-202439 55.64 64.55 79.80 93.42 101.38 
02-06-202438 54.17 62.85 77.78 91.10 98.84 
02-07-202437 54.40 62.86 77.48 90.48 98.01 
02-08-202436 54.24 62.49 76.78 89.48 96.81 
02-09-202435 52.35 60.39 74.36 86.74 93.87 
02-12-202432 45.91 53.32 66.32 77.80 84.33 
02-13-202431 43.76 50.96 63.65 74.82 81.15 
02-14-202430 46.62 53.61 65.96 76.81 82.96 
02-15-202429 44.98 51.76 63.78 74.31 80.27 
02-16-202428 42.61 49.20 60.88 71.10 76.87 
02-20-202424 33.62 39.42 49.77 58.76 63.80 
02-21-202423 31.33 36.95 46.96 55.65 60.52 
02-22-202422 31.26 36.69 46.37 54.76 59.46 
02-23-202421 29.66 34.90 44.26 52.34 56.87 
02-26-202418 22.97 27.68 36.05 43.25 47.29 
02-27-202417 20.77 25.30 33.35 40.26 44.15 
02-28-202416 18.90 23.26 30.98 37.60 41.33 
02-29-202415 21.88 26.07 33.47 39.80 43.38 
03-01-202414 19.79 23.81 30.88 36.92 40.36 
03-04-202411 13.41 16.95 23.06 28.25 31.25 
03-05-202410 11.45 14.83 20.62 25.53 28.40 
03-06-20249 9.37 12.60 18.07 22.70 25.43 
03-07-20248 8.86 11.93 17.08 21.44 24.03 
03-08-20247 6.81 9.73 14.57 18.64 21.11 
03-11-20244 0.91 3.39 7.28 10.54 12.62 
03-12-20243 -0.73 1.60 5.18 8.17 10.12 
03-13-20242 -2.70 -0.51 2.75 5.47 7.30 
03-14-20241 -2.56 -0.55 2.39 4.85 6.53 

 
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