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IndexArb Values vs. Time
S&P 500 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 08-07-2025 to the Last Trade Date of 09-18-2025.]
Updated: Thursday, Aug-07-2025
3:05am ET

S&P 500 SEP 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)
08-07-202543 19.62 21.90 24.95 31.05 35.59 
08-08-202542 19.41 21.67 24.71 30.64 35.06 
08-11-202539 17.64 19.85 22.83 28.27 32.31 
08-12-202538 16.92 19.12 22.07 27.35 31.28 
08-13-202537 16.35 18.53 21.45 26.57 30.38 
08-14-202536 15.78 17.94 20.83 25.80 29.49 
08-15-202535 16.74 18.87 21.73 26.54 30.12 
08-18-202532 14.77 16.82 19.57 23.94 27.19 
08-19-202531 14.49 16.51 19.21 23.44 26.59 
08-20-202530 13.74 15.73 18.39 22.47 25.52 
08-21-202529 13.67 15.63 18.24 22.19 25.13 
08-22-202528 13.09 15.01 17.58 21.39 24.22 
08-25-202525 10.57 12.38 14.79 18.20 20.74 
08-26-202524 10.15 11.91 14.27 17.55 19.99 
08-27-202523 9.34 11.06 13.37 16.51 18.86 
08-28-202522 8.70 10.37 12.62 15.64 17.89 
08-29-202521 8.49 10.12 12.31 15.20 17.36 
09-02-202517 5.90 7.34 9.28 11.69 13.48 
09-03-202516 5.24 6.63 8.50 10.79 12.50 
09-04-202515 5.09 6.43 8.23 10.40 12.02 
09-05-202514 5.25 6.54 8.26 10.32 11.86 
09-08-202511 3.42 4.54 6.05 7.77 9.06 
09-09-202510 2.89 3.95 5.38 7.00 8.21 
09-10-20259 2.39 3.40 4.75 6.26 7.39 
09-11-20258 1.72 2.67 3.94 5.35 6.39 
09-12-20257 1.33 2.22 3.42 4.72 5.68 
09-15-20254 1.02 1.72 2.66 3.66 4.39 
09-16-20253 0.47 1.11 1.97 2.86 3.52 
09-17-20252 0.03 0.60 1.38 2.17 2.76 
09-18-20251 -0.52 -0.03 0.66 1.36 1.86 

 
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