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IndexArb Values vs. Time
Nasdaq 100 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-08-2026 to the Last Trade Date of 06-17-2026.]
Updated: Tuesday, Apr-07-2026
10:26pm 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)
04-08-202671 99.68 128.24 166.50 200.24 225.41 
04-09-202670 97.91 126.12 164.09 197.53 222.38 
04-10-202669 95.77 123.64 161.29 194.43 218.96 
04-13-202666 89.17 116.00 152.70 184.92 208.48 
04-14-202665 86.98 113.46 149.83 181.74 204.97 
04-15-202664 84.80 110.93 146.97 178.56 201.47 
04-16-202663 82.63 108.41 144.11 175.37 197.96 
04-17-202662 80.46 105.90 141.24 172.18 194.44 
04-20-202659 74.00 98.38 132.66 162.59 183.87 
04-21-202658 71.86 95.89 129.80 159.38 180.34 
04-22-202657 69.73 93.40 126.94 156.17 176.81 
04-23-202656 67.61 90.92 124.08 152.96 173.27 
04-24-202655 65.86 88.82 121.59 150.11 170.09 
04-27-202652 60.42 82.31 113.89 141.31 160.32 
04-28-202651 58.33 79.86 111.04 138.08 156.76 
04-29-202650 56.25 77.41 108.18 134.85 153.19 
04-30-202649 55.90 76.71 107.05 133.34 151.36 
05-01-202648 54.69 75.14 105.06 130.95 148.65 
05-04-202645 48.52 67.88 96.49 121.20 137.91 
05-05-202644 46.48 65.47 93.64 117.94 134.32 
05-06-202643 44.75 63.37 91.09 114.98 131.03 
05-07-202642 42.72 60.98 88.24 111.72 127.44 
05-08-202641 42.81 60.70 87.50 110.56 125.95 
05-11-202638 39.56 56.34 81.71 103.49 117.90 
05-12-202637 38.13 54.54 79.42 100.77 114.84 
05-13-202636 36.95 52.99 77.38 98.29 112.03 
05-14-202635 35.37 51.03 74.92 95.39 108.80 
05-15-202634 36.97 52.26 75.65 95.67 108.75 
05-18-202631 31.10 45.26 67.11 85.76 97.85 
05-19-202630 29.16 42.94 64.26 82.45 94.20 
05-20-202629 27.38 40.78 61.56 79.27 90.69 
05-21-202628 28.97 41.99 62.22 79.45 90.54 
05-22-202627 28.35 40.99 60.67 77.41 88.17 
05-26-202623 19.76 30.87 48.27 63.03 72.46 
05-27-202622 17.69 28.42 45.23 59.49 68.58 
05-28-202621 15.65 26.00 42.22 55.97 64.73 
05-29-202620 15.60 25.56 41.19 54.42 62.85 
06-01-202617 9.78 18.58 32.40 44.07 51.50 
06-02-202616 8.64 17.04 30.25 41.39 48.48 
06-03-202615 6.93 14.94 27.53 38.15 44.90 
06-04-202614 7.44 15.06 27.03 37.11 43.53 
06-05-202613 9.11 16.33 27.67 37.22 43.30 
06-08-202610 4.41 10.45 19.88 27.79 32.87 
06-09-20269 3.07 8.72 17.49 24.86 29.60 
06-10-20268 2.65 7.90 16.02 22.84 27.24 
06-11-20267 1.06 5.91 13.38 19.64 23.70 
06-12-20266 0.43 4.88 11.69 17.39 21.11 
06-15-20263 -1.01 2.23 7.03 11.04 13.74 
06-16-20262 -2.43 0.39 4.51 7.96 10.31 
06-17-20261 -3.37 -0.98 2.46 5.33 7.33 

 
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