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IndexArb Values vs. Time
Nasdaq 100 JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-14-2024 to the Last Trade Date of 06-20-2024.]
Updated: Tuesday, May-14-2024
12:15am ET

Nasdaq 100 JUN 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)
05-14-202438 80.79 84.90 90.40 99.92 107.03 
05-15-202437 80.65 84.77 90.36 99.77 106.70 
05-16-202436 81.06 85.18 90.86 100.16 106.90 
05-17-202435 78.25 82.36 88.12 97.31 103.87 
05-20-202432 69.54 73.62 79.58 88.40 94.44 
05-21-202431 66.87 70.93 76.95 85.65 91.51 
05-22-202430 64.86 68.90 74.96 83.52 89.22 
05-23-202429 61.88 65.89 71.99 80.40 85.94 
05-24-202428 58.57 62.55 68.68 76.95 82.32 
05-28-202424 45.68 49.51 55.67 63.29 68.04 
05-29-202423 42.76 46.55 52.69 60.14 64.74 
05-30-202422 40.92 44.66 50.77 58.05 62.50 
05-31-202421 39.79 43.47 49.55 56.65 60.95 
06-03-202418 30.80 34.31 40.22 46.74 50.61 
06-04-202417 28.15 31.59 37.42 43.74 47.48 
06-05-202416 25.34 28.71 34.45 40.56 44.17 
06-06-202415 23.14 26.45 32.08 37.98 41.45 
06-07-202414 23.22 26.45 31.98 37.66 41.00 
06-10-202411 16.24 19.24 24.36 29.37 32.31 
06-11-202410 13.57 16.49 21.44 26.22 29.03 
06-12-20249 11.29 14.12 18.90 23.44 26.13 
06-13-20248 8.69 11.44 16.03 20.32 22.89 
06-14-20247 9.02 11.67 16.06 20.11 22.55 
06-17-20244 1.57 3.92 7.64 10.92 13.00 
06-18-20243 -0.84 1.41 4.88 7.89 9.85 
06-20-20241 -5.49 -3.50 -0.58 1.89 3.57 

 
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