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IndexArb Values vs. Time
S&P 500 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-11-2025 to the Last Trade Date of 09-18-2025.]
Updated: Thursday, July-10-2025
8:25pm 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)
07-11-202570 38.35 40.30 42.90 45.50 47.45 
07-14-202567 36.05 37.93 40.45 42.96 44.85 
07-15-202566 35.87 37.73 40.22 42.71 44.57 
07-16-202565 35.10 36.94 39.40 41.86 43.70 
07-17-202564 34.40 36.21 38.64 41.07 42.89 
07-18-202563 34.01 35.81 38.21 40.61 42.40 
07-21-202560 31.85 33.58 35.90 38.21 39.94 
07-22-202559 31.21 32.92 35.20 37.49 39.20 
07-23-202558 30.51 32.20 34.46 36.72 38.41 
07-24-202557 29.79 31.46 33.69 35.92 37.59 
07-25-202556 29.36 31.00 33.20 35.40 37.05 
07-28-202553 27.06 28.64 30.76 32.87 34.46 
07-29-202552 26.28 27.85 29.93 32.02 33.58 
07-30-202551 25.55 27.09 29.15 31.20 32.74 
07-31-202550 25.31 26.83 28.86 30.89 32.41 
08-01-202549 24.82 26.31 28.31 30.31 31.81 
08-04-202546 22.66 24.09 26.01 27.92 29.36 
08-05-202545 21.96 23.37 25.26 27.14 28.55 
08-06-202544 21.25 22.64 24.50 26.36 27.75 
08-07-202543 20.55 21.92 23.75 25.57 26.94 
08-08-202542 20.42 21.76 23.56 25.36 26.71 
08-11-202539 18.73 20.01 21.73 23.44 24.73 
08-12-202538 17.97 19.23 20.92 22.60 23.86 
08-13-202537 17.88 19.12 20.77 22.43 23.67 
08-14-202536 17.26 18.48 20.11 21.74 22.96 
08-15-202535 17.66 18.86 20.46 22.06 23.25 
08-18-202532 15.81 16.95 18.46 19.97 21.11 
08-19-202531 15.53 16.64 18.13 19.61 20.73 
08-20-202530 14.86 15.95 17.41 18.87 19.96 
08-21-202529 14.81 15.88 17.31 18.74 19.80 
08-22-202528 14.12 15.17 16.57 17.97 19.02 
08-25-202525 11.67 12.65 13.97 15.28 16.26 
08-26-202524 11.26 12.22 13.51 14.79 15.76 
08-27-202523 10.45 11.40 12.65 13.91 14.85 
08-28-202522 9.68 10.59 11.82 13.05 13.97 
08-29-202521 9.61 10.51 11.71 12.91 13.81 
09-02-202517 6.94 7.75 8.84 9.92 10.73 
09-03-202516 6.19 6.98 8.04 9.10 9.89 
09-04-202515 5.86 6.63 7.66 8.69 9.46 
09-05-202514 6.06 6.81 7.81 8.81 9.56 
09-08-202511 3.88 4.57 5.48 6.39 7.08 
09-09-202510 3.60 4.26 5.14 6.03 6.69 
09-10-20253.04 3.68 4.54 5.39 6.03 
09-11-20252.33 2.94 3.77 4.60 5.22 
09-12-20251.87 2.47 3.27 4.07 4.67 
09-15-20251.37 1.90 2.62 3.33 3.86 
09-16-20250.73 1.24 1.93 2.61 3.12 
09-17-20250.21 0.69 1.35 2.01 2.49 
09-18-2025-0.44 0.01 0.64 1.27 1.73 

 

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