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IndexArb Values vs. Time
S&P 500 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 08-01-2025 to the Last Trade Date of 09-18-2025.]
Updated: Thursday, July-31-2025
10:49pm 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)
08-01-202549 24.66 26.91 29.92 38.91 45.59 
08-04-202546 22.26 24.57 27.67 35.91 42.03 
08-05-202545 21.48 23.80 26.92 34.92 40.87 
08-06-202544 20.70 23.03 26.17 33.93 39.71 
08-07-202543 19.94 22.28 25.42 32.95 38.56 
08-08-202542 19.67 22.01 25.16 32.47 37.91 
08-11-202539 17.68 20.02 23.15 29.81 34.77 
08-12-202538 16.92 19.25 22.38 28.83 33.63 
08-13-202537 16.82 19.14 22.25 28.50 33.14 
08-14-202536 16.18 18.48 21.57 27.61 32.11 
08-15-202535 16.63 18.92 21.99 27.83 32.18 
08-18-202532 14.72 16.94 19.92 25.19 29.12 
08-19-202531 14.44 16.63 19.58 24.66 28.45 
08-20-202530 13.68 15.85 18.76 23.66 27.31 
08-21-202529 13.58 15.72 18.59 23.31 26.83 
08-22-202528 12.83 14.94 17.76 22.31 25.69 
08-25-202525 10.25 12.24 14.91 18.95 21.96 
08-26-202524 9.80 11.75 14.36 18.24 21.12 
08-27-202523 8.97 10.88 13.43 17.15 19.91 
08-28-202522 8.32 10.18 12.67 16.23 18.87 
08-29-202521 8.09 9.90 12.33 15.73 18.26 
09-02-202517 5.52 7.12 9.27 12.07 14.15 
09-03-202516 4.86 6.40 8.48 11.13 13.10 
09-04-202515 4.65 6.14 8.14 10.64 12.51 
09-05-202514 4.85 6.27 8.19 10.56 12.32 
09-08-202511 3.09 4.33 6.00 7.96 9.41 
09-09-202510 2.58 3.76 5.33 7.16 8.52 
09-10-20259 2.10 3.21 4.70 6.39 7.65 
09-11-20258 1.44 2.48 3.88 5.44 6.61 
09-12-20257 1.08 2.05 3.35 4.79 5.86 
09-15-20254 0.86 1.61 2.62 3.69 4.48 
09-16-20253 0.35 1.03 1.94 2.89 3.59 
09-17-20252 -0.05 0.54 1.35 2.19 2.80 
09-18-20251 -0.57 -0.06 0.64 1.36 1.88 

 
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