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IndexArb Values vs. Time
S&P 500 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-18-2025 to the Last Trade Date of 09-18-2025.]
Updated: Tuesday, June-17-2025
9:43pm 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)
06-18-202593 44.47 48.75 54.46 60.15 64.40 
06-20-202591 43.39 47.59 53.19 58.77 62.94 
06-23-202588 41.34 45.41 50.85 56.26 60.31 
06-24-202587 40.66 44.69 50.07 55.43 59.44 
06-25-202586 40.10 44.09 49.42 54.72 58.69 
06-26-202585 39.47 43.41 48.69 53.93 57.86 
06-27-202584 39.20 43.11 48.33 53.52 57.40 
06-30-202581 37.64 41.42 46.48 51.51 55.27 
07-01-202580 37.14 40.88 45.88 50.85 54.57 
07-02-202579 36.59 40.29 45.23 50.15 53.83 
07-03-202578 36.39 40.04 44.93 49.80 53.44 
07-07-202574 34.10 37.59 42.26 46.91 50.38 
07-08-202573 33.42 36.87 41.49 46.08 49.52 
07-09-202572 32.79 36.20 40.76 45.29 48.69 
07-10-202571 32.97 36.34 40.85 45.33 48.68 
07-11-202570 32.28 35.61 40.06 44.49 47.80 
07-14-202567 30.18 33.38 37.67 41.93 45.12 
07-15-202566 29.99 33.15 37.38 41.59 44.74 
07-16-202565 29.28 32.40 36.58 40.73 43.84 
07-17-202564 28.72 31.80 35.92 40.02 43.09 
07-18-202563 28.42 31.45 35.52 39.56 42.59 
07-21-202560 26.51 29.43 33.33 37.21 40.11 
07-22-202559 25.84 28.71 32.55 36.38 39.25 
07-23-202558 25.22 28.05 31.84 35.61 38.43 
07-24-202557 24.57 27.36 31.09 34.81 37.59 
07-25-202556 23.91 26.66 30.33 34.00 36.74 
07-28-202553 21.83 24.46 27.97 31.47 34.09 
07-29-202552 21.13 23.72 27.17 30.62 33.20 
07-30-202551 20.45 22.99 26.39 29.79 32.32 
07-31-202550 20.27 22.78 26.12 29.46 31.96 
08-01-202549 20.17 22.63 25.92 29.20 31.66 
08-04-202546 18.25 20.58 23.71 26.83 29.16 
08-05-202545 17.63 19.92 22.99 26.06 28.35 
08-06-202544 17.00 19.26 22.27 25.28 27.53 
08-07-202543 16.42 18.63 21.59 24.55 26.76 
08-08-202542 16.36 18.54 21.44 24.34 26.51 
08-11-202539 14.95 17.00 19.74 22.48 24.52 
08-12-202538 14.27 16.28 18.97 21.65 23.65 
08-13-202537 14.27 16.23 18.87 21.49 23.45 
08-14-202536 13.74 15.66 18.24 20.81 22.73 
08-15-202535 14.22 16.11 18.63 21.14 23.03 
08-18-202532 12.62 14.38 16.74 19.09 20.85 
08-19-202531 12.43 14.15 16.45 18.75 20.46 
08-20-202530 11.93 13.61 15.86 18.10 19.78 
08-21-202529 11.99 13.63 15.82 18.01 19.65 
08-22-202528 11.41 13.01 15.15 17.28 18.87 
08-25-202525 9.28 10.75 12.72 14.69 16.16 
08-26-202524 8.97 10.41 12.32 14.24 15.67 
08-27-202523 8.27 9.66 11.52 13.38 14.77 
08-28-202522 7.59 8.94 10.75 12.56 13.91 
08-29-202521 7.61 8.92 10.67 12.42 13.73 
09-02-202517 5.35 6.49 8.03 9.56 10.70 
09-03-202516 4.70 5.80 7.28 8.76 9.86 
09-04-202515 4.47 5.53 6.95 8.38 9.44 
09-05-202514 4.77 5.80 7.16 8.53 9.55 
09-08-202511 2.88 3.78 4.98 6.18 7.08 
09-09-202510 2.70 3.56 4.70 5.85 6.71 
09-10-20259 2.24 3.05 4.15 5.24 6.05 
09-11-20258 1.61 2.39 3.43 4.47 5.24 
09-12-20257 1.25 1.98 2.97 3.95 4.68 
09-15-20254 1.03 1.64 2.46 3.27 3.88 
09-16-20253 0.48 1.04 1.81 2.57 3.14 
09-17-20252 0.04 0.56 1.27 1.98 2.50 
09-18-20251 -0.53 -0.05 0.60 1.26 1.73 

 
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