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IndexArb Values vs. Time
Nasdaq 100 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-22-2025 to the Last Trade Date of 03-20-2025.]
Updated: Tuesday, Jan-21-2025
10:50pm ET

Nasdaq 100 MAR 2025 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)
01-22-202558 108.57 123.87 144.36 166.94 183.79 
01-23-202557 106.05 121.06 141.30 163.48 179.93 
01-24-202556 103.53 118.25 138.24 160.03 176.07 
01-27-202553 95.96 109.83 129.05 149.66 164.53 
01-28-202552 93.44 107.03 125.99 146.21 160.70 
01-29-202551 90.92 104.22 122.92 142.76 156.87 
01-30-202550 88.39 101.42 119.86 139.30 153.05 
01-31-202549 87.83 100.58 118.75 137.81 151.19 
02-03-202546 80.26 92.18 109.53 127.45 139.77 
02-04-202545 77.74 89.38 106.46 124.00 135.97 
02-05-202544 75.42 86.79 103.59 120.76 132.39 
02-06-202543 72.89 84.00 100.51 117.31 128.60 
02-07-202542 71.51 82.34 98.58 115.00 125.97 
02-10-202539 66.80 76.84 92.21 107.53 117.54 
02-11-202538 64.27 74.05 89.13 104.09 113.79 
02-12-202537 61.97 71.49 86.28 100.87 110.26 
02-13-202536 59.43 68.70 83.19 97.42 106.52 
02-14-202535 59.70 68.71 82.91 96.78 105.58 
02-18-202531 49.85 57.86 70.85 83.29 90.97 
02-19-202530 47.00 54.76 67.41 79.48 86.88 
02-20-202529 47.56 55.07 67.39 79.07 86.20 
02-21-202528 47.60 54.87 66.85 78.16 85.02 
02-24-202525 38.93 45.48 56.46 66.68 72.78 
02-25-202524 36.07 42.39 53.03 62.89 68.75 
02-26-202523 33.24 39.33 49.63 59.14 64.76 
02-27-202522 30.44 36.31 46.28 55.43 60.82 
02-28-202521 30.96 36.61 46.24 55.05 60.22 
03-03-202518 24.02 29.05 37.68 45.46 49.99 
03-04-202517 21.38 26.20 34.50 41.94 46.27 
03-05-202516 18.91 23.54 31.50 38.61 42.74 
03-06-202515 17.58 22.01 29.64 36.42 40.36 
03-07-202514 18.50 22.74 30.03 36.49 40.25 
03-10-202511 12.19 15.89 22.18 27.69 30.92 
03-11-202510 9.76 13.28 19.25 24.44 27.50 
03-12-20259 7.76 11.11 16.74 21.62 24.53 
03-13-20258 5.39 8.57 13.88 18.45 21.20 
03-14-20257 6.22 9.24 14.22 18.49 21.08 
03-17-20254 0.00 2.55 6.55 9.93 12.09 
03-18-20253 -2.21 0.19 3.86 6.95 8.98 
03-19-20252 -4.38 -2.13 1.20 4.01 5.90 
03-20-20251 -6.50 -4.42 -1.41 1.11 2.85 

 
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