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IndexArb Values vs. Time
Nasdaq 100 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-07-2025 to the Last Trade Date of 09-18-2025.]
Updated: Friday, July-04-2025
1:10am 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)
07-07-202574 169.59 181.26 196.90 231.26 256.90 
07-08-202573 166.51 178.22 193.98 227.87 253.05 
07-09-202572 163.33 175.07 190.95 224.37 249.08 
07-10-202571 160.55 172.32 188.31 221.25 245.50 
07-11-202570 157.47 169.25 185.34 217.82 241.61 
07-14-202567 148.09 159.89 176.23 207.31 229.77 
07-15-202566 144.99 156.79 173.19 203.80 225.83 
07-16-202565 141.91 153.69 170.14 200.30 221.89 
07-17-202564 138.84 150.60 167.10 196.79 217.96 
07-18-202563 135.78 147.51 164.05 193.29 214.03 
07-21-202560 126.67 138.29 154.90 182.78 202.27 
07-22-202559 123.66 135.23 151.85 179.27 198.36 
07-23-202558 120.67 132.18 148.80 175.77 194.45 
07-24-202557 117.68 129.13 145.74 172.26 190.55 
07-25-202556 114.73 126.11 142.70 168.78 186.67 
07-28-202553 106.41 117.57 134.05 158.79 175.52 
07-29-202552 103.49 114.55 130.99 155.28 171.64 
07-30-202551 100.57 111.55 127.92 151.77 167.75 
07-31-202550 99.31 110.18 126.49 149.90 165.51 
08-01-202549 97.18 107.96 124.19 147.16 162.40 
08-04-202546 88.57 99.01 114.97 136.63 150.80 
08-05-202545 86.02 96.34 112.20 133.42 147.24 
08-06-202544 83.19 93.38 109.12 129.91 143.38 
08-07-202543 80.87 90.94 106.55 126.91 140.03 
08-08-202542 80.02 89.95 105.44 125.36 138.14 
08-11-202539 73.89 83.41 98.45 117.07 128.87 
08-12-202538 71.11 80.48 95.36 113.56 125.02 
08-13-202537 68.34 77.57 92.27 110.04 121.18 
08-14-202536 65.59 74.65 89.18 106.52 117.35 
08-15-202535 65.53 74.44 88.78 105.69 116.21 
08-18-202532 59.03 67.46 81.18 96.82 106.42 
08-19-202531 56.53 64.78 78.29 93.50 102.80 
08-20-202530 53.63 61.71 74.97 89.75 98.75 
08-21-202529 54.70 62.60 75.62 89.96 98.66 
08-22-202528 52.07 59.79 72.55 86.46 94.87 
08-25-202525 43.47 50.64 62.60 75.21 82.77 
08-26-202524 40.63 47.61 59.29 71.47 78.75 
08-27-202523 37.82 44.61 55.99 67.75 74.76 
08-28-202522 35.04 41.64 52.72 64.05 70.79 
08-29-202521 34.67 41.07 51.85 62.75 69.23 
09-02-202517 24.59 30.21 39.69 48.90 54.36 
09-03-202516 22.07 27.48 36.62 45.42 50.63 
09-04-202515 20.80 26.01 34.80 43.18 48.14 
09-05-202514 21.91 26.92 35.35 43.31 48.04 
09-08-202511 14.87 19.25 26.58 33.30 37.33 
09-09-202510 13.90 18.07 25.02 31.33 35.13 
09-10-20259 11.50 15.46 22.02 27.92 31.49 
09-11-20258 9.13 12.88 19.04 24.54 27.89 
09-12-20257 7.62 11.15 16.91 22.00 25.13 
09-15-20254 3.54 6.43 10.94 14.82 17.31 
09-16-20253 1.32 3.99 8.06 11.54 13.83 
09-17-20252 -0.43 2.01 5.65 8.73 10.80 
09-18-20251 -2.58 -0.38 2.81 5.50 7.34 

 
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