Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
IndexArb Values vs. Time
S&P 500 DEC 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 10-14-2024 to the Last Trade Date of 12-19-2024.]
Updated: Saturday, Oct-12-2024
5:30pm ET

S&P 500 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)
10-14-202467 39.91 42.53 46.03 47.98 49.44 
10-15-202466 39.61 42.19 45.64 47.58 49.03 
10-16-202465 38.88 41.43 44.82 46.75 48.19 
10-17-202464 38.14 40.65 44.00 45.91 47.34 
10-18-202463 37.67 40.14 43.45 45.34 46.76 
10-21-202460 35.47 37.83 40.99 42.84 44.22 
10-22-202459 34.69 37.01 40.12 41.96 43.33 
10-23-202458 33.97 36.26 39.32 41.14 42.50 
10-24-202457 33.16 35.42 38.43 40.23 41.58 
10-25-202456 32.40 34.62 37.58 39.37 40.71 
10-28-202453 30.03 32.14 34.97 36.71 38.01 
10-29-202452 29.21 31.29 34.07 35.79 37.08 
10-30-202451 28.41 30.46 33.19 34.89 36.17 
10-31-202450 28.04 30.05 32.74 34.42 35.69 
11-01-202449 27.72 29.70 32.33 34.00 35.26 
11-04-202446 25.40 27.27 29.77 31.39 32.61 
11-05-202445 24.64 26.48 28.93 30.54 31.73 
11-06-202444 23.88 25.68 28.08 29.67 30.86 
11-07-202443 23.11 24.88 27.24 28.81 29.98 
11-08-202442 23.01 24.75 27.06 28.61 29.77 
11-11-202439 20.59 22.22 24.40 25.90 27.02 
11-12-202438 20.24 21.84 23.97 25.45 26.55 
11-13-202437 20.01 21.57 23.66 25.12 26.21 
11-14-202436 19.34 20.87 22.92 24.36 25.43 
11-15-202435 19.74 21.24 23.24 24.66 25.72 
11-18-202432 17.88 19.29 21.16 22.52 23.53 
11-19-202431 17.06 18.43 20.26 21.59 22.60 
11-20-202430 16.34 17.68 19.46 20.78 21.77 
11-21-202429 16.19 17.50 19.24 20.53 21.51 
11-22-202428 15.46 16.73 18.43 19.70 20.66 
11-25-202425 12.65 13.82 15.39 16.61 17.52 
11-26-202424 12.16 13.31 14.84 16.03 16.92 
11-27-202423 11.29 12.40 13.89 15.06 15.93 
11-29-202421 9.80 10.85 12.26 13.38 14.23 
12-02-202418 8.34 9.30 10.58 11.64 12.43 
12-03-202417 7.49 8.42 9.66 10.70 11.47 
12-04-202416 6.74 7.64 8.84 9.85 10.61 
12-05-202415 6.20 7.07 8.23 9.22 9.96 
12-06-202414 6.57 7.41 8.53 9.49 10.21 
12-09-202411 4.15 4.90 5.91 6.80 7.47 
12-10-202410 3.69 4.41 5.38 6.25 6.89 
12-11-20249 3.04 3.73 4.66 5.50 6.13 
12-12-20248 2.34 3.01 3.90 4.71 5.32 
12-13-20247 2.27 2.90 3.76 4.55 5.14 
12-16-20244 1.03 1.59 2.33 3.04 3.57 
12-17-20243 0.36 0.88 1.59 2.27 2.78 
12-18-20242 -0.25 0.25 0.92 1.57 2.06 
12-19-20241 -0.96 -0.50 0.14 0.77 1.22 

 
No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2024 Ergo Inc. All Rights Reserved Worldwide.