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IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-06-2026 to the Last Trade Date of 06-17-2026.]
Updated: Thursday, Mar-05-2026
10:59pm ET

S&P 500 JUN 2026 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)
03-06-2026104 22.04 33.16 48.12 67.80 82.41 
03-09-2026101 21.35 32.14 46.67 65.78 79.97 
03-10-2026100 21.87 32.56 46.94 65.86 79.92 
03-11-202699 21.71 32.30 46.54 65.27 79.18 
03-12-202698 21.61 32.09 46.19 64.73 78.50 
03-13-202697 22.09 32.46 46.41 64.76 78.40 
03-16-202694 21.54 31.59 45.12 62.90 76.12 
03-17-202693 21.40 31.34 44.72 62.32 75.39 
03-18-202692 21.05 30.89 44.13 61.53 74.47 
03-19-202691 20.70 30.44 43.53 60.75 73.54 
03-20-202690 20.88 30.50 43.45 60.48 73.14 
03-23-202687 20.04 29.34 41.86 58.32 70.56 
03-24-202686 19.67 28.87 41.24 57.52 69.61 
03-25-202685 19.49 28.58 40.81 56.89 68.85 
03-26-202684 19.10 28.08 40.17 56.07 67.88 
03-27-202683 18.88 27.76 39.70 55.41 67.08 
03-30-202680 17.64 26.20 37.71 52.85 64.11 
03-31-202679 17.79 26.24 37.61 52.56 63.68 
04-01-202678 17.71 26.05 37.28 52.04 63.02 
04-02-202677 17.70 25.94 37.02 51.59 62.43 
04-06-202673 16.63 24.44 34.95 48.77 59.04 
04-07-202672 16.27 23.98 34.34 47.97 58.10 
04-08-202671 15.84 23.44 33.66 47.10 57.10 
04-09-202670 15.64 23.13 33.21 46.46 56.31 
04-10-202669 16.01 23.40 33.33 46.39 56.10 
04-13-202666 14.73 21.80 31.30 43.79 53.09 
04-14-202665 14.40 21.36 30.72 43.02 52.17 
04-15-202664 14.51 21.36 30.57 42.69 51.70 
04-16-202663 14.34 21.08 30.15 42.08 50.95 
04-17-202662 13.97 20.61 29.53 41.27 50.00 
04-20-202659 12.78 19.10 27.59 38.76 47.07 
04-21-202658 12.36 18.57 26.92 37.90 46.07 
04-22-202657 12.14 18.25 26.46 37.25 45.27 
04-23-202656 11.70 17.70 25.76 36.36 44.25 
04-24-202655 11.60 17.49 25.41 35.82 43.57 
04-27-202652 10.43 16.00 23.49 33.33 40.66 
04-28-202651 9.98 15.45 22.79 32.44 39.63 
04-29-202650 9.55 14.91 22.11 31.58 38.62 
04-30-202649 9.62 14.87 21.93 31.20 38.11 
05-01-202648 9.39 14.53 21.44 30.53 37.29 
05-04-202645 8.20 13.02 19.50 28.02 34.36 
05-05-202644 7.53 12.36 18.84 27.36 33.70 
05-06-202643 7.09 11.91 18.39 26.91 33.25 
05-07-202642 6.46 11.28 17.76 26.28 32.62 
05-08-202641 6.65 11.47 17.95 26.47 32.81 
05-11-202638 5.19 10.01 16.49 25.01 31.34 
05-12-202637 4.54 9.36 15.84 24.36 30.69 
05-13-202636 4.55 9.36 15.84 24.36 30.69 
05-14-202635 4.00 8.81 15.29 23.81 30.13 
05-15-202634 4.26 9.07 15.55 24.07 30.39 
05-18-202631 2.70 7.50 13.98 22.50 28.82 
05-19-202630 2.38 7.19 13.67 22.19 28.50 
05-20-202629 2.00 6.80 13.28 21.80 28.11 
05-21-202628 2.11 6.90 13.38 21.90 28.21 
05-22-202627 1.69 6.49 12.97 21.49 27.79 
05-26-202623 -0.81 3.97 10.45 18.97 25.26 
05-27-202622 -1.55 3.23 9.71 18.23 24.51 
05-28-202621 -2.26 2.51 8.99 17.51 23.79 
05-29-202620 -2.56 2.21 8.69 17.21 23.48 
06-01-202617 -3.95 0.80 7.28 15.80 22.05 
06-02-202616 -4.56 0.19 6.67 15.19 21.43 
06-03-202615 -5.17 -0.43 6.05 14.57 20.80 
06-04-202614 -5.37 -0.64 5.84 14.36 20.58 
06-05-202613 -4.66 -0.19 5.94 13.83 19.58 
06-08-202610 -4.79 -1.13 3.88 9.93 14.34 
06-09-20269 -4.57 -1.20 3.42 8.88 12.86 
06-10-20268 -4.08 -1.01 3.20 8.08 11.64 
06-11-20267 -4.07 -1.31 2.48 6.79 9.94 
06-12-20266 -3.86 -1.41 1.95 5.70 8.44 
06-15-20263 -1.85 -0.38 1.64 3.78 5.33 
06-16-20262 -1.47 -0.35 1.21 2.83 3.99 
06-17-20261 -1.25 -0.47 0.61 1.71 2.50 

 
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