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IndexArb Values vs. Time
S&P 500 DEC 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 09-02-2025 to the Last Trade Date of 12-18-2025.]
Updated: Saturday, Aug-30-2025
3:50pm ET

S&P 500 DEC 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)
09-02-2025108 42.75 48.71 56.91 66.60 73.63 
09-03-2025107 42.29 48.19 56.32 65.92 72.88 
09-04-2025106 42.29 48.13 56.18 65.69 72.59 
09-05-2025105 42.81 48.61 56.59 66.03 72.87 
09-08-2025102 42.01 47.67 55.46 64.65 71.34 
09-09-2025101 41.81 47.43 55.15 64.27 70.90 
09-10-2025100 41.60 47.17 54.82 63.86 70.44 
09-11-202599 41.26 46.78 54.37 63.33 69.85 
09-12-202598 41.14 46.62 54.14 63.02 69.49 
09-15-202595 41.51 46.85 54.17 62.81 69.11 
09-16-202594 41.33 46.62 53.86 62.42 68.67 
09-17-202593 40.95 46.20 53.38 61.85 68.04 
09-18-202592 40.59 45.79 52.90 61.29 67.43 
09-19-202591 40.19 45.34 52.38 60.69 66.77 
09-22-202588 39.25 44.25 51.09 59.16 65.07 
09-23-202587 38.82 43.77 50.54 58.53 64.38 
09-24-202586 38.39 43.30 49.99 57.90 63.69 
09-25-202585 38.28 43.14 49.76 57.58 63.32 
09-26-202584 38.00 42.81 49.36 57.10 62.78 
09-29-202581 36.56 41.22 47.56 55.05 60.55 
09-30-202580 36.70 41.31 47.58 54.98 60.43 
10-01-202579 36.56 41.12 47.33 54.65 60.03 
10-02-202578 36.08 40.59 46.72 53.96 59.28 
10-03-202577 36.04 40.50 46.56 53.71 58.98 
10-06-202574 35.02 39.33 45.17 52.07 57.15 
10-07-202573 34.52 38.77 44.54 51.35 56.38 
10-08-202572 33.98 38.19 43.89 50.61 55.57 
10-09-202571 33.65 37.81 43.43 50.07 54.97 
10-10-202570 33.97 38.07 43.62 50.18 55.02 
10-13-202567 32.32 36.27 41.60 47.89 52.55 
10-14-202566 31.76 35.65 40.91 47.12 51.71 
10-15-202565 31.72 35.56 40.74 46.86 51.40 
10-16-202564 31.27 35.06 40.17 46.20 50.67 
10-17-202563 30.91 34.65 39.68 45.63 50.03 
10-20-202560 29.25 32.82 37.63 43.32 47.53 
10-21-202559 28.66 32.17 36.91 42.50 46.66 
10-22-202558 28.27 31.73 36.39 41.90 45.98 
10-23-202557 27.66 31.07 35.66 41.07 45.10 
10-24-202556 27.35 30.71 35.22 40.54 44.50 
10-27-202553 25.66 28.85 33.13 38.19 41.95 
10-28-202552 25.03 28.16 32.37 37.34 41.03 
10-29-202551 24.41 27.49 31.62 36.50 40.13 
10-30-202550 23.77 26.80 30.85 35.64 39.20 
10-31-202549 23.73 26.70 30.68 35.37 38.88 
11-03-202546 22.14 24.94 28.68 33.11 36.41 
11-04-202545 21.52 24.26 27.93 32.26 35.49 
11-05-202544 20.75 23.49 27.16 31.49 34.73 
11-06-202543 19.97 22.71 26.38 30.71 33.95 
11-07-202542 19.98 22.72 26.39 30.72 33.95 
11-10-202539 18.26 21.00 24.67 29.00 32.23 
11-11-202538 17.45 20.18 23.85 28.18 31.42 
11-12-202537 16.87 19.60 23.27 27.60 30.84 
11-13-202536 16.73 19.46 23.13 27.46 30.70 
11-14-202535 16.98 19.72 23.38 27.72 30.95 
11-17-202532 15.02 17.76 21.43 25.76 28.99 
11-18-202531 14.53 17.27 20.94 25.27 28.50 
11-19-202530 13.88 16.61 20.28 24.61 27.84 
11-20-202529 13.77 16.50 20.17 24.50 27.73 
11-21-202528 12.88 15.61 19.28 23.61 26.83 
11-24-202525 9.71 12.44 16.11 20.44 23.67 
11-25-202524 9.14 11.87 15.54 19.87 23.09 
11-26-202523 8.16 10.89 14.56 18.89 22.11 
11-28-202521 6.46 9.19 12.86 17.19 20.41 
12-01-202518 4.54 7.26 10.93 15.26 18.47 
12-02-202517 3.59 6.30 9.97 14.30 17.51 
12-03-202516 3.00 5.60 9.10 13.20 16.23 
12-04-202515 2.78 5.25 8.59 12.45 15.31 
12-05-202514 3.27 5.62 8.79 12.42 15.10 
12-08-202511 1.77 3.74 6.39 9.34 11.52 
12-09-202510 1.57 3.40 5.88 8.60 10.62 
12-10-20259 1.21 2.91 5.21 7.71 9.56 
12-11-20258 0.68 2.24 4.36 6.64 8.33 
12-12-20257 0.49 1.92 3.86 5.92 7.45 
12-15-20254 0.06 1.08 2.45 3.88 4.93 
12-16-20253 -0.31 0.56 1.75 2.96 3.86 
12-17-20252 -0.75 -0.03 0.96 1.97 2.71 
12-18-20251 -1.01 -0.43 0.36 1.17 1.75 

 
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