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IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-17-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, Jan-16-2025
11:16pm 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)
01-17-2025154 80.79 85.69 92.31 97.27 100.93 
01-21-2025150 78.16 82.94 89.40 94.24 97.82 
01-22-2025149 77.54 82.29 88.71 93.51 97.08 
01-23-2025148 76.91 81.64 88.01 92.79 96.33 
01-24-2025147 76.77 81.46 87.79 92.54 96.06 
01-27-2025144 74.65 79.26 85.47 90.12 93.56 
01-28-2025143 73.93 78.50 84.67 89.29 92.71 
01-29-2025142 73.24 77.78 83.91 88.49 91.90 
01-30-2025141 72.67 77.19 83.27 87.83 91.21 
01-31-2025140 72.41 76.89 82.94 87.46 90.82 
02-03-2025137 70.42 74.81 80.73 85.16 88.45 
02-04-2025136 69.81 74.18 80.05 84.45 87.72 
02-05-2025135 69.16 73.49 79.32 83.69 86.93 
02-06-2025134 68.44 72.74 78.53 82.87 86.09 
02-07-2025133 68.16 72.43 78.18 82.48 85.68 
02-10-2025130 67.27 71.44 77.07 81.28 84.41 
02-11-2025129 66.56 70.70 76.28 80.47 83.57 
02-12-2025128 66.06 70.17 75.71 79.86 82.94 
02-13-2025127 65.39 69.47 74.97 79.09 82.15 
02-14-2025126 66.12 70.17 75.63 79.71 82.75 
02-18-2025122 63.96 67.89 73.18 77.14 80.09 
02-19-2025121 63.39 67.29 72.54 76.47 79.39 
02-20-2025120 63.47 67.34 72.54 76.44 79.34 
02-21-2025119 63.24 67.08 72.24 76.10 78.98 
02-24-2025116 61.14 64.89 69.92 73.69 76.50 
02-25-2025115 60.43 64.14 69.14 72.87 75.66 
02-26-2025114 59.70 63.38 68.33 72.04 74.80 
02-27-2025113 58.97 62.62 67.53 71.20 73.94 
02-28-2025112 59.10 62.72 67.59 71.23 73.94 
03-03-2025109 57.71 61.24 65.97 69.52 72.17 
03-04-2025108 57.02 60.52 65.22 68.73 71.35 
03-05-2025107 56.45 59.91 64.57 68.05 70.65 
03-06-2025106 55.74 59.17 63.78 67.24 69.81 
03-07-2025105 55.94 59.34 63.91 67.33 69.88 
03-10-2025102 54.75 58.06 62.50 65.83 68.31 
03-11-2025101 54.01 57.29 61.69 64.98 67.44 
03-12-2025100 53.38 56.63 60.98 64.24 66.68 
03-13-202599 53.02 56.24 60.55 63.78 66.19 
03-14-202598 53.34 56.53 60.80 64.00 66.38 
03-17-202595 51.80 54.89 59.03 62.13 64.45 
03-18-202594 51.14 54.20 58.30 61.37 63.66 
03-19-202593 50.41 53.44 57.49 60.53 62.80 
03-20-202592 49.70 52.69 56.71 59.72 61.96 
03-21-202591 49.42 52.38 56.35 59.33 61.55 
03-24-202588 47.51 50.37 54.22 57.10 59.25 
03-25-202587 46.97 49.81 53.61 56.45 58.58 
03-26-202586 46.22 49.03 52.79 55.60 57.71 
03-27-202585 45.53 48.31 52.02 54.81 56.88 
03-28-202584 45.00 47.74 51.41 54.16 56.22 
03-31-202581 43.29 45.94 49.48 52.13 54.12 
04-01-202580 42.81 45.43 48.93 51.55 53.51 
04-02-202579 42.22 44.80 48.26 50.85 52.79 
04-03-202578 41.47 44.03 47.44 50.00 51.91 
04-04-202577 41.61 44.13 47.50 50.02 51.91 
04-07-202574 39.52 41.95 45.19 47.62 49.43 
04-08-202573 38.87 41.26 44.46 46.85 48.65 
04-09-202572 38.12 40.48 43.63 46.00 47.77 
04-10-202571 38.06 40.39 43.50 45.84 47.58 
04-11-202570 37.36 39.66 42.73 45.03 46.75 
04-14-202567 35.29 37.49 40.43 42.64 44.28 
04-15-202566 35.09 37.26 40.16 42.33 43.95 
04-16-202565 34.41 36.54 39.40 41.53 43.13 
04-17-202564 33.77 35.87 38.68 40.78 42.36 
04-21-202560 30.89 32.88 35.54 37.55 39.05 
04-22-202559 30.16 32.12 34.73 36.73 38.22 
04-23-202558 29.49 31.42 34.00 35.97 37.45 
04-24-202557 28.74 30.65 33.19 35.14 36.60 
04-25-202556 28.44 30.32 32.82 34.75 36.20 
04-28-202553 26.15 27.94 30.33 32.20 33.60 
04-29-202552 25.40 27.17 29.52 31.37 32.75 
04-30-202551 25.06 26.79 29.11 30.94 32.31 
05-01-202550 24.36 26.07 28.35 30.15 31.51 
05-02-202549 23.87 25.55 27.80 29.58 30.92 
05-05-202546 21.97 23.57 25.71 27.43 28.72 
05-06-202545 21.24 22.81 24.92 26.61 27.88 
05-07-202544 20.58 22.13 24.19 25.87 27.12 
05-08-202543 19.84 21.36 23.39 25.04 26.28 
05-09-202542 19.85 21.34 23.34 24.97 26.19 
05-12-202539 18.12 19.54 21.42 22.99 24.16 
05-13-202538 17.90 19.29 21.14 22.68 23.84 
05-14-202537 17.35 18.71 20.53 22.04 23.18 
05-15-202536 17.70 19.03 20.81 22.31 23.43 
05-16-202535 17.85 19.16 20.91 22.38 23.48 
05-19-202532 16.32 17.55 19.19 20.59 21.64 
05-20-202531 15.61 16.82 18.43 19.81 20.84 
05-21-202530 14.90 16.08 17.65 19.01 20.03 
05-22-202529 14.04 15.20 16.74 18.07 19.07 
05-23-202528 13.44 14.57 16.08 17.39 18.37 
05-27-202524 10.51 11.54 12.91 14.12 15.03 
05-28-202523 9.71 10.71 12.05 13.24 14.13 
05-29-202522 8.91 9.88 11.19 12.35 13.23 
05-30-202521 8.65 9.60 10.87 12.01 12.87 
06-02-202518 7.06 7.94 9.11 10.17 10.97 
06-03-202517 6.36 7.21 8.35 9.40 10.18 
06-04-202516 5.68 6.50 7.61 8.63 9.39 
06-05-202515 5.29 6.09 7.16 8.15 8.90 
06-06-202514 5.45 6.23 7.27 8.24 8.96 
06-09-202511 3.33 4.03 4.98 5.87 6.53 
06-10-202510 3.13 3.81 4.72 5.59 6.23 
06-11-20259 2.48 3.14 4.02 4.86 5.48 
06-12-20258 1.77 2.40 3.25 4.06 4.67 
06-13-20257 1.55 2.16 2.97 3.76 4.35 
06-16-20254 1.10 1.63 2.36 3.06 3.59 
06-17-20253 0.46 0.98 1.67 2.35 2.86 
06-18-20252 -0.17 0.31 0.97 1.63 2.11 

 
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