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IndexArb Values vs. Time
S&P 500 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 10-14-2024 to the Last Trade Date of 03-20-2025.]
Updated: Saturday, Oct-12-2024
5:30pm 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)
10-14-2024158 90.22 95.78 103.43 107.71 110.81 
10-15-2024157 90.04 95.58 103.19 107.45 110.54 
10-16-2024156 89.44 94.95 102.53 106.77 109.85 
10-17-2024155 88.78 94.26 101.80 106.01 109.07 
10-18-2024154 88.39 93.84 101.33 105.52 108.57 
10-21-2024151 86.41 91.78 99.15 103.26 106.26 
10-22-2024150 85.71 91.04 98.37 102.46 105.44 
10-23-2024149 85.07 90.38 97.66 101.73 104.69 
10-24-2024148 84.33 89.61 96.85 100.90 103.85 
10-25-2024147 83.65 88.90 96.10 100.12 103.05 
10-28-2024144 81.52 86.68 93.75 97.70 100.58 
10-29-2024143 80.78 85.91 92.94 96.86 99.73 
10-30-2024142 80.07 85.17 92.15 96.05 98.90 
10-31-2024141 79.77 84.84 91.78 95.66 98.49 
11-01-2024140 79.53 84.58 91.47 95.32 98.14 
11-04-2024137 77.46 82.41 89.18 92.96 95.72 
11-05-2024136 76.79 81.71 88.43 92.18 94.93 
11-06-2024135 76.10 80.99 87.67 91.40 94.13 
11-07-2024134 75.42 80.28 86.91 90.62 93.33 
11-08-2024133 75.40 80.23 86.82 90.50 93.20 
11-11-2024130 73.24 77.97 84.43 88.04 90.68 
11-12-2024129 72.97 77.67 84.09 87.67 90.30 
11-13-2024128 72.82 77.50 83.87 87.42 90.04 
11-14-2024127 72.24 76.89 83.21 86.74 89.34 
11-15-2024126 72.73 77.34 83.62 87.13 89.70 
11-18-2024123 71.14 75.66 81.80 85.23 87.76 
11-19-2024122 70.40 74.89 80.99 84.39 86.90 
11-20-2024121 69.94 74.40 80.45 83.83 86.32 
11-21-2024120 70.04 74.46 80.47 83.83 86.30 
11-22-2024119 69.54 73.93 79.89 83.22 85.68 
11-25-2024116 67.37 71.67 77.50 80.75 83.15 
11-26-2024115 67.08 71.34 77.12 80.35 82.74 
11-27-2024114 66.39 70.62 76.35 79.56 81.92 
11-29-2024112 65.23 69.40 75.05 78.20 80.53 
12-02-2024109 64.19 68.26 73.77 76.84 79.12 
12-03-2024108 63.46 67.50 72.96 76.01 78.26 
12-04-2024107 62.81 66.82 72.23 75.26 77.49 
12-05-2024106 62.37 66.34 71.71 74.71 76.93 
12-06-2024105 62.83 66.76 72.09 75.06 77.26 
12-09-2024102 60.61 64.45 69.63 72.52 74.67 
12-10-2024101 60.19 63.99 69.13 72.00 74.12 
12-11-2024100 59.57 63.34 68.43 71.27 73.38 
12-12-202499 58.90 62.63 67.67 70.49 72.58 
12-13-202498 58.83 62.54 67.53 70.32 72.39 
12-16-202495 57.57 61.17 66.03 68.74 70.75 
12-17-202494 56.87 60.44 65.24 67.93 69.92 
12-18-202493 56.22 59.75 64.51 67.17 69.14 
12-19-202492 55.45 58.95 63.66 66.29 68.25 
12-20-202491 55.31 58.78 63.44 66.05 67.98 
12-23-202488 52.99 56.36 60.88 63.40 65.28 
12-24-202487 52.21 55.54 60.01 62.51 64.37 
12-26-202485 50.85 54.11 58.48 60.93 62.75 
12-27-202484 50.64 53.86 58.19 60.61 62.41 
12-30-202481 48.29 51.41 55.59 57.93 59.67 
12-31-202480 48.00 51.08 55.22 57.52 59.25 
01-02-202578 46.72 49.74 53.77 56.03 57.71 
01-03-202577 46.18 49.16 53.14 55.37 57.04 
01-06-202574 44.45 47.32 51.16 53.31 54.91 
01-07-202573 43.67 46.50 50.30 52.42 54.00 
01-08-202572 43.09 45.89 49.63 51.73 53.29 
01-09-202571 42.49 45.25 48.95 51.01 52.55 
01-10-202570 42.40 45.13 48.77 50.81 52.33 
01-13-202567 40.00 42.62 46.12 48.07 49.54 
01-14-202566 39.29 41.87 45.32 47.26 48.71 
01-15-202565 38.99 41.54 44.94 46.86 48.30 
01-16-202564 38.19 40.70 44.05 45.96 47.39 
01-17-202563 37.50 39.97 43.27 45.17 46.58 
01-21-202559 34.44 36.76 39.87 41.71 43.08 
01-22-202558 33.71 36.01 39.07 40.89 42.25 
01-23-202557 32.90 35.16 38.17 39.97 41.32 
01-24-202556 32.50 34.72 37.69 39.47 40.81 
01-27-202553 30.09 32.21 35.03 36.77 38.07 
01-28-202552 29.27 31.35 34.13 35.85 37.14 
01-29-202551 28.47 30.52 33.25 34.95 36.23 
01-30-202550 27.77 29.78 32.47 34.15 35.42 
01-31-202549 27.70 29.67 32.31 33.98 35.23 
02-03-202546 25.43 27.30 29.80 31.42 32.64 
02-04-202545 24.73 26.56 29.02 30.62 31.82 
02-05-202544 23.97 25.77 28.18 29.76 30.95 
02-06-202543 23.21 24.98 27.34 28.91 30.08 
02-07-202542 22.85 24.59 26.90 28.45 29.61 
02-10-202539 21.65 23.28 25.46 26.96 28.08 
02-11-202538 20.87 22.47 24.61 26.08 27.19 
02-12-202537 20.22 21.79 23.88 25.33 26.42 
02-13-202536 19.46 20.99 23.04 24.47 25.55 
02-14-202535 20.01 21.51 23.51 24.93 25.99 
02-18-202531 17.07 18.43 20.26 21.60 22.60 
02-19-202530 17.06 18.40 20.18 21.50 22.49 
02-20-202529 16.08 17.38 19.12 20.42 21.39 
02-21-202528 15.57 16.84 18.54 19.81 20.77 
02-24-202525 13.14 14.32 15.89 17.11 18.01 
02-25-202524 12.24 13.38 14.91 16.11 17.00 
02-26-202523 11.30 12.41 13.90 15.07 15.94 
02-27-202522 10.36 11.44 12.89 14.04 14.90 
02-28-202521 10.27 11.32 12.72 13.85 14.69 
03-03-202518 8.42 9.38 10.66 11.72 12.51 
03-04-202517 7.57 8.50 9.74 10.77 11.55 
03-05-202516 6.85 7.75 8.95 9.96 10.72 
03-06-202515 6.01 6.88 8.04 9.03 9.77 
03-07-202514 6.09 6.93 8.06 9.02 9.74 
03-10-202511 4.61 5.37 6.37 7.26 7.93 
03-11-202510 3.80 4.52 5.49 6.36 7.00 
03-12-20259 3.10 3.79 4.72 5.56 6.19 
03-13-20258 2.69 3.35 4.24 5.06 5.67 
03-14-20257 2.96 3.60 4.45 5.24 5.83 
03-17-20254 1.34 1.90 2.64 3.35 3.88 
03-18-20253 0.68 1.20 1.91 2.59 3.10 
03-19-20252 -0.05 0.45 1.12 1.78 2.26 
03-20-20251 -0.74 -0.27 0.36 0.99 1.44 

 
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