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IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-28-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, Mar-27-2025
10:55pm 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)
03-28-202584 39.87 43.16 47.55 52.16 55.61 
03-31-202581 38.27 41.46 45.72 50.18 53.51 
04-01-202580 37.74 40.89 45.11 49.52 52.82 
04-02-202579 37.18 40.31 44.48 48.84 52.11 
04-03-202578 36.72 39.81 43.94 48.25 51.48 
04-04-202577 36.72 39.78 43.86 48.13 51.32 
04-07-202574 34.65 37.60 41.56 45.67 48.76 
04-08-202573 33.95 36.87 40.78 44.85 47.89 
04-09-202572 33.30 36.19 40.06 44.08 47.09 
04-10-202571 33.49 36.34 40.16 44.14 47.11 
04-11-202570 32.91 35.74 39.51 43.44 46.38 
04-14-202567 30.85 33.58 37.22 41.00 43.83 
04-15-202566 30.71 33.40 36.99 40.72 43.52 
04-16-202565 30.06 32.71 36.27 39.95 42.70 
04-17-202564 29.40 32.02 35.53 39.17 41.89 
04-21-202560 26.66 29.15 32.47 35.92 38.49 
04-22-202559 26.07 28.53 31.81 35.20 37.74 
04-23-202558 25.47 27.89 31.13 34.48 36.98 
04-24-202557 24.75 27.14 30.34 33.64 36.10 
04-25-202556 24.41 26.76 29.91 33.16 35.59 
04-28-202553 22.27 24.52 27.54 30.64 32.97 
04-29-202552 21.56 23.78 26.75 29.81 32.09 
04-30-202551 21.20 23.39 26.31 29.32 31.58 
05-01-202550 20.65 22.80 25.68 28.65 30.86 
05-02-202549 20.22 22.34 25.18 28.09 30.27 
05-05-202546 18.48 20.50 23.21 25.98 28.05 
05-06-202545 17.81 19.80 22.46 25.18 27.21 
05-07-202544 17.21 19.17 21.78 24.45 26.45 
05-08-202543 16.55 18.47 21.04 23.67 25.63 
05-09-202542 16.67 18.56 21.08 23.66 25.59 
05-12-202539 15.04 16.82 19.21 21.64 23.47 
05-13-202538 14.89 16.64 18.97 21.36 23.15 
05-14-202537 14.47 16.19 18.48 20.83 22.58 
05-15-202536 14.92 16.60 18.85 21.14 22.86 
05-16-202535 15.11 16.75 18.96 21.20 22.88 
05-19-202532 13.74 15.29 17.35 19.46 21.03 
05-20-202531 13.13 14.64 16.67 18.72 20.26 
05-21-202530 12.52 14.00 15.97 17.98 19.48 
05-22-202529 11.80 13.25 15.18 17.14 18.61 
05-23-202528 11.30 12.71 14.59 16.51 17.94 
05-27-202524 8.78 10.05 11.75 13.48 14.77 
05-28-202523 8.07 9.31 10.96 12.64 13.89 
05-29-202522 7.37 8.57 10.18 11.81 13.03 
05-30-202521 7.24 8.41 9.97 11.56 12.74 
06-02-202518 5.71 6.78 8.20 9.65 10.73 
06-03-202517 5.17 6.20 7.58 8.98 10.02 
06-04-202516 4.55 5.55 6.89 8.24 9.25 
06-05-202515 4.33 5.30 6.59 7.89 8.86 
06-06-202514 4.59 5.52 6.77 8.02 8.96 
06-09-202511 2.69 3.52 4.63 5.74 6.57 
06-10-202510 2.56 3.35 4.41 5.48 6.27 
06-11-20259 2.03 2.79 3.81 4.83 5.59 
06-12-20258 1.38 2.10 3.07 4.05 4.77 
06-13-20257 1.27 1.96 2.88 3.81 4.50 
06-16-20254 0.89 1.47 2.25 3.04 3.63 
06-17-20253 0.33 0.88 1.62 2.36 2.91 
06-18-20252 -0.25 0.26 0.95 1.64 2.15 

 
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