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IndexArb Values vs. Time
Nasdaq 100 DEC 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 09-27-2024 to the Last Trade Date of 12-19-2024.]
Updated: Friday, Sept-27-2024
12:50am ET

Nasdaq 100 DEC 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)
09-27-202484 191.40 204.97 223.10 240.38 253.30 
09-30-202481 183.84 196.84 214.68 231.59 243.91 
10-01-202480 181.05 193.86 211.60 228.38 240.50 
10-02-202479 181.97 194.59 212.23 228.88 240.80 
10-03-202478 179.18 191.61 209.14 225.66 237.39 
10-04-202477 176.38 188.63 206.05 222.45 233.98 
10-07-202474 168.15 179.86 196.94 212.94 223.90 
10-08-202473 165.46 176.99 193.95 209.81 220.59 
10-09-202472 162.66 174.01 190.86 206.58 217.17 
10-10-202471 160.24 171.41 188.14 203.73 214.13 
10-11-202470 157.51 168.50 185.11 200.56 210.78 
10-14-202467 149.11 159.58 175.81 190.83 200.52 
10-15-202466 146.31 156.61 172.70 187.58 197.10 
10-16-202465 143.51 153.63 169.60 184.33 193.67 
10-17-202464 140.71 150.66 166.50 181.08 190.25 
10-18-202463 137.92 147.71 163.41 177.84 186.84 
10-21-202460 129.52 138.80 154.08 168.06 176.56 
10-22-202459 126.71 135.84 150.97 164.79 173.13 
10-23-202458 123.91 132.87 147.85 161.52 169.70 
10-24-202457 121.10 129.90 144.74 158.25 166.27 
10-25-202456 118.59 127.23 141.92 155.27 163.13 
10-28-202453 110.17 118.34 132.56 145.43 152.82 
10-29-202452 107.37 115.38 129.44 142.15 149.39 
10-30-202451 104.56 112.42 126.32 138.86 145.95 
10-31-202450 103.37 111.08 124.82 137.19 144.13 
11-01-202449 101.23 108.79 122.36 134.57 141.36 
11-04-202446 93.02 100.13 113.20 124.88 131.25 
11-05-202445 90.21 97.18 110.07 121.58 127.80 
11-06-202444 87.40 94.22 106.94 118.28 124.36 
11-07-202443 84.59 91.27 103.81 114.97 120.92 
11-08-202442 82.42 88.96 101.31 112.30 118.11 
11-11-202439 74.26 80.38 92.18 102.62 108.04 
11-12-202438 73.40 79.39 91.00 101.25 106.54 
11-13-202437 71.26 77.11 88.53 98.60 103.76 
11-14-202436 68.65 74.37 85.60 95.48 100.52 
11-15-202435 71.18 76.77 87.80 97.49 102.41 
11-18-202432 62.74 67.95 78.37 87.49 92.04 
11-19-202431 59.93 65.01 75.22 84.15 88.59 
11-20-202430 57.11 62.07 72.08 80.81 85.13 
11-21-202429 57.60 62.43 72.21 80.72 84.93 
11-22-202428 54.94 59.64 69.19 77.48 81.58 
11-25-202425 45.55 49.90 58.73 66.38 70.14 
11-26-202424 42.44 46.67 55.27 62.70 66.36 
11-27-202423 40.73 44.85 53.21 60.42 63.97 
11-29-202421 35.61 39.50 47.38 54.16 57.51 
12-02-202418 28.11 31.68 38.83 44.96 48.01 
12-03-202417 25.38 28.84 35.75 41.66 44.62 
12-04-202416 23.25 26.61 33.27 38.96 41.83 
12-05-202415 20.41 23.68 30.09 35.56 38.34 
12-06-202414 21.30 24.47 30.64 35.89 38.58 
12-09-202411 13.07 15.95 21.38 25.97 28.41 
12-10-202410 11.56 14.35 19.52 23.90 26.26 
12-11-20249 9.30 12.00 16.92 21.08 23.36 
12-12-20248 6.75 9.36 14.03 17.97 20.17 
12-13-20247 4.98 7.51 11.93 15.65 17.77 
12-16-20244 1.91 4.18 7.84 10.91 12.81 
12-17-20243 -0.55 1.63 5.03 7.88 9.71 
12-18-20242 -2.99 -0.90 2.25 4.89 6.64 
12-19-20241 -5.37 -3.39 -0.49 1.92 3.58 

 
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