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IndexArb Values vs. Time S&P 500 DEC 2024 Futures Contract [Index Arbitrage Program Trading Premium Values from 12-05-2024 to the Last Trade Date of 12-19-2024.] Updated: Wednesday, Dec-04-2024 9:30pm ET

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) 12-05-2024 15  6.93  9.00  11.80  13.94  15.54  12-06-2024 14  6.52  8.48  11.11  13.17  14.70  12-09-2024 11  4.32  5.93  8.10  9.88  11.20  12-10-2024 10  3.50  5.00  7.01  8.69  9.94  12-11-2024 9  2.70  4.09  5.95  7.53  8.71  12-12-2024 8  1.88  3.16  4.87  6.35  7.45  12-13-2024 7  1.84  3.01  4.58  5.95  6.97  12-16-2024 4  0.65  1.50  2.64  3.70  4.48  12-17-2024 3  0.06  0.80  1.80  2.75  3.44  12-18-2024 2  -0.50  0.14  1.00  1.83  2.45  12-19-2024 1  -1.07  -0.54  0.19  0.91  1.42

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