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IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 02-21-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, Feb-20-2025
11:47pm ET

S&P 500 JUN 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)
02-21-2025119 42.77 51.47 63.22 76.78 86.81 
02-24-2025116 41.35 49.84 61.29 74.51 84.29 
02-25-2025115 40.95 49.37 60.72 73.83 83.53 
02-26-2025114 40.59 48.93 60.19 73.18 82.80 
02-27-2025113 40.13 48.40 59.57 72.45 81.99 
02-28-2025112 40.40 48.60 59.66 72.43 81.89 
03-03-2025109 39.52 47.51 58.29 70.72 79.94 
03-04-2025108 39.17 47.09 57.77 70.10 79.23 
03-05-2025107 38.80 46.64 57.23 69.44 78.49 
03-06-2025106 38.43 46.20 56.69 68.79 77.76 
03-07-2025105 38.76 46.47 56.86 68.85 77.73 
03-10-2025102 38.18 45.67 55.77 67.42 76.07 
03-11-2025101 37.73 45.15 55.15 66.69 75.25 
03-12-2025100 37.29 44.64 54.54 65.97 74.45 
03-13-202599 37.14 44.42 54.23 65.55 73.94 
03-14-202598 37.73 44.94 54.65 65.86 74.17 
03-17-202595 36.86 43.85 53.27 64.14 72.20 
03-18-202594 36.40 43.32 52.65 63.40 71.39 
03-19-202593 35.90 42.75 51.97 62.62 70.52 
03-20-202592 35.40 42.18 51.31 61.84 69.66 
03-21-202591 35.43 42.13 51.17 61.58 69.32 
03-24-202588 34.15 40.64 49.38 59.46 66.95 
03-25-202587 33.82 40.24 48.88 58.85 66.25 
03-26-202586 33.28 39.62 48.17 58.02 65.34 
03-27-202585 32.79 39.06 47.51 57.25 64.49 
03-28-202584 32.49 38.70 47.04 56.67 63.83 
03-31-202581 31.39 37.37 45.43 54.72 61.63 
04-01-202580 31.04 36.96 44.91 54.09 60.91 
04-02-202579 30.66 36.50 44.36 53.42 60.16 
04-03-202578 30.30 36.07 43.83 52.78 59.44 
04-04-202577 30.43 36.12 43.79 52.63 59.20 
04-07-202574 28.84 34.32 41.69 50.18 56.51 
04-08-202573 28.37 33.78 41.05 49.43 55.67 
04-09-202572 27.88 33.21 40.39 48.66 54.81 
04-10-202571 28.01 33.27 40.35 48.51 54.58 
04-11-202570 27.50 32.69 39.66 47.71 53.70 
04-14-202567 25.97 30.94 37.62 45.33 51.06 
04-15-202566 25.91 30.81 37.39 44.98 50.64 
04-16-202565 25.40 30.23 36.71 44.19 49.76 
04-17-202564 24.94 29.69 36.08 43.44 48.92 
04-21-202560 22.79 27.25 33.24 40.15 45.30 
04-22-202559 22.24 26.62 32.51 39.31 44.37 
04-23-202558 21.75 26.06 31.85 38.53 43.51 
04-24-202557 21.18 25.42 31.11 37.68 42.57 
04-25-202556 21.06 25.23 30.82 37.27 42.08 
04-28-202553 19.29 23.24 28.53 34.65 39.20 
04-29-202552 18.70 22.57 27.77 33.77 38.24 
04-30-202551 18.45 22.26 27.35 33.24 37.62 
05-01-202550 18.02 21.75 26.75 32.51 36.82 
05-02-202549 17.70 21.36 26.26 31.91 36.13 
05-05-202546 16.31 19.75 24.35 29.66 33.62 
05-06-202545 15.75 19.11 23.61 28.81 32.69 
05-07-202544 15.08 18.44 22.95 28.14 32.02 
05-08-202543 14.35 17.71 22.22 27.41 31.29 
05-09-202542 14.41 17.76 22.27 27.46 31.34 
05-12-202539 12.56 15.91 20.42 25.61 29.49 
05-13-202538 12.34 15.69 20.20 25.39 29.27 
05-14-202537 11.78 15.14 19.64 24.84 28.71 
05-15-202536 12.15 15.51 20.01 25.21 29.08 
05-16-202535 12.24 15.59 20.09 25.29 29.16 
05-19-202532 10.62 13.98 18.48 23.68 27.54 
05-20-202531 9.93 13.28 17.78 22.98 26.85 
05-21-202530 9.35 12.70 17.20 22.40 26.27 
05-22-202529 8.58 11.93 16.44 21.63 25.50 
05-23-202528 8.09 11.44 15.95 21.14 25.01 
05-27-202524 5.98 8.94 12.93 17.43 20.77 
05-28-202523 5.37 8.23 12.09 16.41 19.63 
05-29-202522 4.77 7.53 11.26 15.41 18.50 
05-30-202521 4.74 7.41 11.00 14.98 17.95 
06-02-202518 3.66 6.02 9.21 12.69 15.28 
06-03-202517 3.22 5.49 8.53 11.85 14.31 
06-04-202516 2.72 4.88 7.79 10.94 13.28 
06-05-202515 2.51 4.57 7.34 10.32 12.53 
06-06-202514 2.88 4.83 7.46 10.28 12.37 
06-09-202511 1.32 2.96 5.17 7.50 9.23 
06-10-202510 1.31 2.84 4.91 7.08 8.69 
06-11-20259 0.85 2.28 4.20 6.21 7.70 
06-12-20258 0.32 1.64 3.42 5.27 6.64 
06-13-20257 0.33 1.54 3.18 4.87 6.12 
06-16-20254 0.39 1.27 2.46 3.68 4.58 
06-17-20253 -0.06 0.71 1.76 2.82 3.60 
06-18-20252 -0.52 0.14 1.04 1.94 2.61 

 
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