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IndexArb Values vs. Time
S&P 500 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-30-2024 to the Last Trade Date of 03-20-2025.]
Updated: Sunday, Dec-29-2024
9:15pm ET

S&P 500 MAR 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)
12-30-202481 40.55 44.95 50.84 53.56 55.60 
12-31-202480 40.34 44.69 50.50 53.21 55.24 
01-02-202578 39.15 43.39 49.05 51.73 53.73 
01-03-202577 38.89 43.08 48.66 51.32 53.31 
01-06-202574 37.18 41.19 46.56 49.16 51.12 
01-07-202573 36.51 40.47 45.76 48.35 50.29 
01-08-202572 35.92 39.83 45.05 47.62 49.54 
01-09-202571 35.40 39.26 44.40 46.95 48.86 
01-10-202570 35.31 39.11 44.18 46.71 48.61 
01-13-202567 33.13 36.77 41.62 44.10 45.95 
01-14-202566 32.49 36.07 40.85 43.31 45.15 
01-15-202565 32.28 35.80 40.51 42.95 44.77 
01-16-202564 31.66 35.13 39.76 42.18 43.99 
01-17-202563 31.04 34.45 39.02 41.42 43.21 
01-21-202559 28.27 31.47 35.75 38.07 39.81 
01-22-202558 27.64 30.79 35.00 37.30 39.02 
01-23-202557 26.91 30.01 34.14 36.42 38.13 
01-24-202556 26.88 29.92 33.99 36.25 37.94 
01-27-202553 24.74 27.63 31.48 33.68 35.32 
01-28-202552 24.01 26.84 30.63 32.80 34.43 
01-29-202551 23.30 26.08 29.79 31.94 33.55 
01-30-202550 22.68 25.41 29.06 31.19 32.78 
01-31-202549 22.38 25.06 28.64 30.74 32.32 
02-03-202546 20.39 22.91 26.29 28.32 29.84 
02-04-202545 19.78 22.25 25.56 27.57 29.07 
02-05-202544 19.11 21.54 24.77 26.76 28.25 
02-06-202543 18.43 20.81 23.98 25.94 27.41 
02-07-202542 18.10 20.43 23.53 25.47 26.92 
02-10-202539 17.19 19.37 22.27 24.13 25.53 
02-11-202538 16.51 18.64 21.47 23.31 24.69 
02-12-202537 15.98 18.05 20.82 22.64 23.99 
02-13-202536 15.30 17.32 20.03 21.82 23.16 
02-14-202535 16.02 18.00 20.64 22.40 23.72 
02-18-202531 13.48 15.27 17.65 19.30 20.54 
02-19-202530 12.82 14.55 16.87 18.50 19.71 
02-20-202529 12.78 14.47 16.72 18.32 19.51 
02-21-202528 12.44 14.08 16.28 17.84 19.01 
02-24-202525 10.42 11.92 13.93 15.41 16.51 
02-25-202524 9.66 11.11 13.06 14.51 15.59 
02-26-202523 8.85 10.26 12.15 13.57 14.63 
02-27-202522 8.05 9.42 11.24 12.63 13.67 
02-28-202521 8.13 9.45 11.22 12.57 13.59 
03-03-202518 6.62 7.80 9.39 10.65 11.59 
03-04-202517 5.89 7.03 8.55 9.78 10.70 
03-05-202516 5.29 6.39 7.85 9.05 9.94 
03-06-202515 4.57 5.62 7.03 8.19 9.06 
03-07-202514 4.76 5.78 7.13 8.26 9.10 
03-10-202511 3.61 4.50 5.68 6.70 7.46 
03-11-202510 2.90 3.74 4.87 5.85 6.59 
03-12-20259 2.30 3.10 4.17 5.12 5.83 
03-13-20258 1.98 2.74 3.76 4.67 5.36 
03-14-20257 2.35 3.07 4.03 4.91 5.56 
03-17-20254 0.99 1.59 2.39 3.15 3.72 
03-18-20253 0.41 0.97 1.72 2.44 2.98 
03-19-20252 -0.23 0.28 0.98 1.67 2.17 
03-20-20251 -0.85 -0.38 0.27 0.92 1.38 

 
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