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IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-20-2026 to the Last Trade Date of 06-17-2026.]
Updated: Friday, Jan-16-2026
11:55pm 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)
01-20-2026149 58.72 69.10 83.09 94.08 102.24 
01-21-2026148 58.28 68.60 82.49 93.42 101.53 
01-22-2026147 57.81 68.06 81.86 92.71 100.77 
01-23-2026146 57.85 68.03 81.74 92.52 100.52 
01-26-2026143 56.09 66.07 79.50 90.06 97.90 
01-27-2026142 55.52 65.43 78.77 89.26 97.05 
01-28-2026141 55.00 64.85 78.10 88.51 96.25 
01-29-2026140 54.52 64.29 77.45 87.79 95.48 
01-30-2026139 54.44 64.15 77.21 87.48 95.11 
02-02-2026136 52.94 62.45 75.23 85.29 92.76 
02-03-2026135 52.43 61.87 74.56 84.54 91.96 
02-04-2026134 51.84 61.21 73.81 83.72 91.09 
02-05-2026133 51.25 60.55 73.06 82.89 90.20 
02-06-2026132 51.02 60.26 72.67 82.43 89.69 
02-09-2026129 49.73 58.76 70.90 80.44 87.54 
02-10-2026128 50.08 59.04 71.08 80.55 87.60 
02-11-2026127 49.63 58.52 70.48 79.87 86.86 
02-12-2026126 49.10 57.92 69.78 79.11 86.04 
02-13-2026125 49.36 58.12 69.89 79.14 86.02 
02-17-2026121 48.13 56.62 68.01 76.97 83.64 
02-18-2026120 47.74 56.16 67.46 76.35 82.97 
02-19-2026119 48.01 56.35 67.57 76.38 82.94 
02-20-2026118 47.72 56.00 67.12 75.86 82.37 
02-23-2026115 46.08 54.15 64.99 73.52 79.86 
02-24-2026114 45.94 53.94 64.69 73.14 79.43 
02-25-2026113 45.51 53.44 64.10 72.47 78.71 
02-26-2026112 44.92 52.79 63.35 71.65 77.83 
02-27-2026111 44.99 52.78 63.25 71.48 77.61 
03-02-2026108 43.86 51.45 61.64 69.65 75.61 
03-03-2026107 43.38 50.90 61.00 68.93 74.85 
03-04-2026106 42.86 50.31 60.31 68.18 74.04 
03-05-2026105 42.42 49.81 59.72 67.51 73.31 
03-06-2026104 42.66 49.97 59.79 67.51 73.26 
03-09-2026101 41.31 48.42 57.96 65.46 71.05 
03-10-2026100 41.39 48.43 57.87 65.30 70.83 
03-11-202699 41.00 47.97 57.32 64.67 70.15 
03-12-202698 40.70 47.61 56.86 64.14 69.57 
03-13-202697 40.84 47.68 56.84 64.04 69.42 
03-16-202694 39.92 46.55 55.43 62.41 67.62 
03-17-202693 39.60 46.16 54.95 61.86 67.02 
03-18-202692 39.11 45.60 54.30 61.13 66.23 
03-19-202691 38.50 44.91 53.52 60.28 65.33 
03-20-202690 38.35 44.70 53.21 59.90 64.89 
03-23-202687 36.86 43.00 51.23 57.70 62.53 
03-24-202686 36.24 42.31 50.44 56.84 61.61 
03-25-202685 35.82 41.82 49.87 56.19 60.91 
03-26-202684 35.27 41.20 49.15 55.40 60.06 
03-27-202683 34.82 40.68 48.54 54.71 59.32 
03-30-202680 32.94 38.59 46.17 52.12 56.57 
03-31-202679 32.88 38.47 45.95 51.83 56.22 
04-01-202678 32.64 38.16 45.54 51.35 55.68 
04-02-202677 32.02 37.46 44.75 50.49 54.77 
04-06-202673 30.49 35.65 42.57 48.01 52.07 
04-07-202672 30.01 35.11 41.93 47.29 51.30 
04-08-202671 29.38 34.41 41.13 46.42 50.38 
04-09-202670 28.75 33.71 40.35 45.56 49.46 
04-10-202669 28.96 33.85 40.39 45.53 49.37 
04-13-202666 27.07 31.74 38.00 42.92 46.60 
04-14-202665 26.53 31.14 37.30 42.14 45.77 
04-15-202664 26.48 31.02 37.08 41.86 45.42 
04-16-202663 26.10 30.57 36.55 41.24 44.76 
04-17-202662 25.55 29.95 35.83 40.45 43.91 
04-20-202659 23.71 27.90 33.50 37.90 41.19 
04-21-202658 23.10 27.21 32.72 37.06 40.31 
04-22-202657 22.70 26.75 32.16 36.45 39.66 
04-23-202656 22.05 26.03 31.35 35.58 38.75 
04-24-202655 21.74 25.66 30.89 35.06 38.18 
04-27-202652 19.95 23.65 28.61 32.61 35.60 
04-28-202651 19.30 22.93 27.80 31.74 34.69 
04-29-202650 18.66 22.23 27.01 30.89 33.79 
04-30-202649 18.52 22.03 26.71 30.54 33.39 
05-01-202648 18.09 21.52 26.12 29.88 32.70 
05-04-202645 16.29 19.53 23.85 27.44 30.12 
05-05-202644 15.67 18.84 23.08 26.60 29.24 
05-06-202643 15.27 18.38 22.53 25.99 28.58 
05-07-202642 14.69 17.73 21.79 25.19 27.73 
05-08-202641 14.93 17.90 21.87 25.21 27.71 
05-11-202638 13.61 16.38 20.09 23.25 25.61 
05-12-202637 13.01 15.71 19.34 22.43 24.75 
05-13-202636 13.06 15.71 19.24 22.28 24.54 
05-14-202635 12.56 15.14 18.59 21.56 23.78 
05-15-202634 12.87 15.38 18.74 21.65 23.83 
05-18-202631 11.45 13.77 16.88 19.59 21.63 
05-19-202630 11.12 13.37 16.39 19.05 21.03 
05-20-202629 10.70 12.89 15.83 18.42 20.36 
05-21-202628 10.79 12.92 15.77 18.30 20.18 
05-22-202627 10.36 12.43 15.19 17.65 19.49 
05-26-202623 7.84 9.66 12.09 14.29 15.93 
05-27-202622 7.11 8.86 11.21 13.34 14.93 
05-28-202621 6.40 8.10 10.36 12.43 13.97 
05-29-202620 6.13 7.76 9.94 11.94 13.43 
06-01-202617 4.83 6.28 8.22 10.02 11.36 
06-02-202616 4.26 5.65 7.50 9.23 10.52 
06-03-202615 3.68 5.01 6.79 8.45 9.69 
06-04-202614 3.52 4.79 6.48 8.08 9.26 
06-05-202613 3.68 4.89 6.50 8.03 9.16 
06-08-202610 1.83 2.85 4.23 5.54 6.53 
06-09-20269 1.44 2.41 3.71 4.95 5.88 
06-10-20268 1.31 2.22 3.44 4.61 5.49 
06-11-20267 0.68 1.53 2.67 3.77 4.59 
06-12-20266 0.24 1.03 2.09 3.13 3.89 
06-15-20263 0.25 0.86 1.69 2.51 3.12 
06-16-20262 -0.07 0.49 1.24 1.98 2.53 
06-17-20261 -0.55 -0.06 0.62 1.29 1.78 

 
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