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IndexArb Values vs. Time Nasdaq 100 MAR 2024 Futures Contract [Index Arbitrage Program Trading Premium Values from 03-08-2024 to the Last Trade Date of 03-14-2024.] Updated: Thursday, Mar-07-2024 10:20pm ET

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) 03-08-2024 7  0.52  8.18  18.68  30.79  39.60  03-11-2024 4  -3.07  1.91  8.83  15.68  20.60  03-12-2024 3  -3.76  0.36  6.13  11.58  15.48  03-13-2024 2  -4.79  -1.47  3.19  7.41  10.41  03-14-2024 1  -3.46  -0.92  2.70  5.85  8.05

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