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IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-21-2025 to the Last Trade Date of 06-19-2025.]
Updated: Saturday, Jan-18-2025
1:30pm 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)
01-21-2025150 67.00 76.38 89.08 94.85 99.11 
01-22-2025149 66.49 75.82 88.44 94.17 98.41 
01-23-2025148 65.98 75.25 87.79 93.50 97.71 
01-24-2025147 65.92 75.13 87.59 93.26 97.44 
01-27-2025144 64.06 73.09 85.32 90.87 94.98 
01-28-2025143 63.42 72.40 84.54 90.05 94.13 
01-29-2025142 62.81 71.73 83.79 89.27 93.32 
01-30-2025141 62.33 71.19 83.17 88.62 92.64 
01-31-2025140 62.16 70.96 82.85 88.26 92.26 
02-03-2025137 60.41 69.04 80.69 85.99 89.90 
02-04-2025136 59.89 68.46 80.03 85.29 89.18 
02-05-2025135 59.37 67.87 79.36 84.58 88.45 
02-06-2025134 58.74 67.18 78.59 83.78 87.62 
02-07-2025133 58.54 66.92 78.25 83.40 87.21 
02-10-2025130 57.89 66.10 77.18 82.22 85.95 
02-11-2025129 57.26 65.41 76.41 81.41 85.12 
02-12-2025128 56.79 64.88 75.80 80.76 84.44 
02-13-2025127 56.21 64.24 75.07 80.00 83.65 
02-14-2025126 57.02 64.99 75.74 80.63 84.26 
02-18-2025122 55.19 62.92 73.35 78.09 81.60 
02-19-2025121 54.70 62.37 72.72 77.42 80.90 
02-20-2025120 54.86 62.47 72.73 77.40 80.86 
02-21-2025119 54.71 62.26 72.44 77.07 80.50 
02-24-2025116 52.86 60.23 70.16 74.67 78.02 
02-25-2025115 52.22 59.53 69.38 73.86 77.18 
02-26-2025114 51.57 58.82 68.58 73.02 76.32 
02-27-2025113 50.92 58.11 67.79 72.19 75.46 
02-28-2025112 51.13 58.26 67.86 72.23 75.47 
03-03-2025109 49.87 56.81 66.16 70.41 73.57 
03-04-2025108 49.26 56.15 65.42 69.63 72.76 
03-05-2025107 48.76 55.59 64.77 68.95 72.05 
03-06-2025106 48.24 55.01 64.11 68.25 71.32 
03-07-2025105 48.52 55.23 64.25 68.35 71.39 
03-10-2025102 47.57 54.10 62.86 66.85 69.81 
03-11-2025101 46.91 53.37 62.06 66.01 68.94 
03-12-2025100 46.36 52.76 61.36 65.27 68.18 
03-13-202599 46.08 52.42 60.94 64.81 67.69 
03-14-202598 46.47 52.75 61.19 65.02 67.88 
03-17-202595 45.16 51.26 59.44 63.16 65.93 
03-18-202594 44.58 50.62 58.72 62.40 65.14 
03-19-202593 43.93 49.90 57.92 61.56 64.27 
03-20-202592 43.29 49.20 57.14 60.74 63.43 
03-21-202591 43.09 48.94 56.78 60.35 63.01 
03-24-202588 41.41 47.07 54.67 58.12 60.69 
03-25-202587 40.94 46.55 54.06 57.47 60.02 
03-26-202586 40.28 45.82 53.24 56.62 59.14 
03-27-202585 39.66 45.14 52.48 55.82 58.31 
03-28-202584 39.20 44.62 51.88 55.18 57.64 
03-31-202581 37.72 42.95 49.95 53.14 55.51 
04-01-202580 37.32 42.48 49.41 52.55 54.90 
04-02-202579 36.80 41.90 48.74 51.85 54.17 
04-03-202578 36.13 41.17 47.92 50.99 53.28 
04-04-202577 36.33 41.31 47.98 51.01 53.27 
04-07-202574 34.47 39.26 45.68 48.59 50.77 
04-08-202573 33.89 38.62 44.95 47.82 49.97 
04-09-202572 33.21 37.88 44.12 46.96 49.08 
04-10-202571 33.23 37.84 44.00 46.80 48.89 
04-11-202570 32.61 37.15 43.22 45.98 48.05 
04-14-202567 30.76 35.11 40.93 43.57 45.55 
04-15-202566 30.63 34.92 40.65 43.26 45.21 
04-16-202565 30.02 34.24 39.89 42.46 44.38 
04-17-202564 29.45 33.61 39.17 41.70 43.59 
04-21-202560 26.89 30.80 36.02 38.40 40.17 
04-22-202559 26.24 30.08 35.22 37.55 39.30 
04-23-202558 25.66 29.43 34.48 36.80 38.53 
04-24-202557 24.99 28.71 33.67 35.97 37.69 
04-25-202556 24.78 28.43 33.30 35.58 37.29 
04-28-202553 22.74 26.19 30.80 33.02 34.68 
04-29-202552 22.05 25.44 29.97 32.17 33.81 
04-30-202551 21.79 25.12 29.56 31.74 33.37 
05-01-202550 21.20 24.46 28.81 30.97 32.58 
05-02-202549 20.79 23.99 28.25 30.39 31.99 
05-05-202546 19.13 22.14 26.15 28.23 29.78 
05-06-202545 18.48 21.42 25.36 27.41 28.94 
05-07-202544 17.90 20.78 24.63 26.66 28.18 
05-08-202543 17.24 20.05 23.82 25.82 27.33 
05-09-202542 17.33 20.08 23.76 25.74 27.23 
05-12-202539 15.83 18.40 21.83 23.74 25.17 
05-13-202538 15.68 18.19 21.54 23.43 24.84 
05-14-202537 15.21 17.65 20.92 22.78 24.18 
05-15-202536 15.63 18.01 21.20 23.04 24.41 
05-16-202535 15.86 18.18 21.28 23.10 24.46 
05-19-202532 14.54 16.68 19.55 21.28 22.58 
05-20-202531 13.91 15.99 18.78 20.49 21.76 
05-21-202530 13.26 15.28 17.99 19.67 20.93 
05-22-202529 12.46 14.43 17.06 18.71 19.95 
05-23-202528 11.92 13.83 16.38 18.01 19.22 
05-27-202524 9.24 10.92 13.16 14.67 15.80 
05-28-202523 8.50 10.12 12.29 13.77 14.87 
05-29-202522 7.76 9.32 11.41 12.86 13.94 
05-30-202521 7.56 9.07 11.08 12.50 13.55 
06-02-202518 6.14 7.49 9.28 10.60 11.58 
06-03-202517 5.51 6.79 8.52 9.80 10.76 
06-04-202516 4.87 6.11 7.76 9.01 9.94 
06-05-202515 4.54 5.72 7.30 8.51 9.42 
06-06-202514 4.76 5.89 7.40 8.58 9.45 
06-09-202511 2.80 3.77 5.07 6.14 6.94 
06-10-202510 2.65 3.57 4.81 5.84 6.60 
06-11-20259 2.06 2.93 4.10 5.08 5.82 
06-12-20258 1.39 2.21 3.32 4.26 4.97 
06-13-20257 1.22 2.00 3.03 3.94 4.62 
06-16-20254 0.92 1.54 2.39 3.17 3.75 
06-17-20253 0.33 0.91 1.69 2.43 2.98 
06-18-20252 -0.26 0.27 0.99 1.68 2.19 

 
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