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IndexArb Values vs. Time
Nasdaq 100 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-01-2025 to the Last Trade Date of 09-18-2025.]
Updated: Tuesday, July-01-2025
12:20am ET

Nasdaq 100 SEP 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)
07-01-202580 177.75 193.48 214.52 238.48 256.40 
07-02-202579 176.53 192.10 213.06 236.83 254.48 
07-03-202578 175.83 191.24 212.12 235.68 253.08 
07-07-202574 164.56 179.33 199.85 222.60 238.97 
07-08-202573 161.82 176.43 196.86 219.40 235.52 
07-09-202572 158.97 173.42 193.75 216.07 231.95 
07-10-202571 156.51 170.80 191.02 213.14 228.76 
07-11-202570 153.74 167.87 187.98 209.88 225.26 
07-14-202567 145.24 158.87 178.64 199.88 214.54 
07-15-202566 142.41 155.88 175.52 196.55 210.96 
07-16-202565 139.59 152.89 172.41 193.21 207.38 
07-17-202564 136.77 149.90 169.29 189.87 203.80 
07-18-202563 133.98 146.94 166.20 186.55 200.24 
07-21-202560 125.55 138.00 156.85 176.50 189.50 
07-22-202559 122.75 135.03 153.73 173.15 185.92 
07-23-202558 119.95 132.06 150.61 169.80 182.33 
07-24-202557 117.15 129.10 147.49 166.44 178.75 
07-25-202556 114.36 126.14 144.37 163.08 175.16 
07-28-202553 106.54 117.80 135.54 153.52 164.93 
07-29-202552 103.76 114.85 132.42 150.15 161.34 
07-30-202551 100.99 111.91 129.30 146.78 157.75 
07-31-202550 99.86 110.60 127.81 145.05 155.80 
08-01-202549 97.86 108.43 125.46 142.44 152.98 
08-04-202546 89.58 99.63 116.08 132.29 142.19 
08-05-202545 87.14 97.01 113.26 129.21 138.90 
08-06-202544 84.39 94.09 110.13 125.82 135.30 
08-07-202543 82.16 91.68 107.52 122.95 132.22 
08-08-202542 81.38 90.73 106.36 121.52 130.58 
08-11-202539 75.45 84.27 99.24 113.59 122.05 
08-12-202538 72.72 81.37 96.11 110.19 118.44 
08-13-202537 70.00 78.47 92.98 106.78 114.84 
08-14-202536 67.28 75.58 89.85 103.37 111.24 
08-15-202535 67.26 75.38 89.41 102.65 110.32 
08-18-202532 60.83 68.43 81.71 94.11 101.19 
08-19-202531 58.34 65.75 78.78 90.89 97.79 
08-20-202530 55.41 62.65 75.39 87.20 93.91 
08-21-202529 56.45 63.51 75.97 87.48 94.00 
08-22-202528 53.79 60.67 72.84 84.04 90.37 
08-25-202525 45.07 51.42 62.72 73.00 78.77 
08-26-202524 42.19 48.36 59.36 69.33 74.92 
08-27-202523 39.33 45.33 56.02 65.68 71.09 
08-28-202522 36.50 42.32 52.71 62.05 67.29 
08-29-202521 36.08 41.72 51.80 60.83 65.89 
09-02-202517 25.77 30.72 39.52 47.30 51.67 
09-03-202516 23.19 27.96 36.43 43.89 48.10 
09-04-202515 21.86 26.46 34.60 41.74 45.78 
09-05-202514 22.91 27.33 35.14 41.96 45.84 
09-08-202511 15.66 19.57 26.35 32.22 35.60 
09-09-202510 14.62 18.36 24.79 30.34 33.56 
09-10-20259 12.15 15.72 21.80 27.02 30.09 
09-11-20258 9.71 13.10 18.83 23.73 26.64 
09-12-20257 8.12 11.35 16.71 21.29 24.04 
09-15-20254 3.82 6.54 10.80 14.41 16.70 
09-16-20253 1.52 4.06 7.96 11.23 13.37 
09-17-20252 -0.30 2.06 5.57 8.53 10.50 
09-18-20251 -2.52 -0.36 2.78 5.40 7.20 

 
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