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IndexArb Values vs. Time
S&P 500 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-04-2026 to the Last Trade Date of 09-17-2026.]
Updated: Saturday, May-02-2026
11:45pm ET

S&P 500 SEP 2026 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)
05-04-2026137 45.03 58.65 77.08 91.44 102.05 
05-05-2026136 44.70 58.22 76.52 90.77 101.30 
05-06-2026135 44.17 57.60 75.76 89.91 100.36 
05-07-2026134 43.74 57.07 75.10 89.15 99.53 
05-08-2026133 44.38 57.61 75.52 89.46 99.77 
05-11-2026130 43.58 56.53 74.05 87.69 97.77 
05-12-2026129 43.36 56.21 73.60 87.13 97.15 
05-13-2026128 43.15 55.91 73.17 86.60 96.54 
05-14-2026127 42.84 55.50 72.63 85.96 95.82 
05-15-2026126 43.78 56.35 73.34 86.58 96.37 
05-18-2026123 42.72 55.00 71.60 84.53 94.10 
05-19-2026122 42.67 54.86 71.32 84.15 93.64 
05-20-2026121 42.41 54.51 70.84 83.57 92.99 
05-21-2026120 42.81 54.81 71.02 83.64 92.99 
05-22-2026119 42.75 54.65 70.72 83.24 92.51 
05-26-2026115 41.26 52.78 68.33 80.44 89.41 
05-27-2026114 40.80 52.22 67.64 79.65 88.55 
05-28-2026113 40.32 51.65 66.93 78.84 87.66 
05-29-2026112 40.27 51.50 66.66 78.46 87.21 
06-01-2026109 39.56 50.51 65.27 76.76 85.28 
06-02-2026108 39.14 49.99 64.62 76.01 84.46 
06-03-2026107 38.71 49.46 63.95 75.24 83.62 
06-04-2026106 38.80 49.46 63.82 75.01 83.30 
06-05-2026105 39.12 49.68 63.91 74.99 83.22 
06-08-2026102 37.89 48.16 62.00 72.77 80.77 
06-09-2026101 37.63 47.79 61.50 72.17 80.09 
06-10-2026100 37.30 47.37 60.95 71.52 79.36 
06-11-202699 36.80 46.77 60.21 70.68 78.45 
06-12-202698 36.45 46.33 59.64 70.00 77.69 
06-15-202695 36.70 46.28 59.19 69.24 76.71 
06-16-202694 36.43 45.92 58.69 68.64 76.03 
06-17-202693 35.99 45.38 58.02 67.87 75.18 
06-18-202692 35.55 44.85 57.36 67.10 74.33 
06-22-202688 34.12 43.02 55.00 64.33 71.26 
06-23-202687 33.73 42.54 54.38 63.60 70.46 
06-24-202686 33.20 41.90 53.61 62.73 69.51 
06-25-202685 32.67 41.28 52.85 61.87 68.57 
06-26-202684 32.30 40.81 52.25 61.17 67.79 
06-29-202681 30.67 38.88 49.92 58.52 64.92 
06-30-202680 30.68 38.79 49.70 58.19 64.51 
07-01-202679 30.50 38.52 49.29 57.68 63.93 
07-02-202678 30.23 38.14 48.78 57.07 63.24 
07-06-202674 28.75 36.27 46.38 54.24 60.10 
07-07-202673 28.28 35.71 45.67 53.44 59.22 
07-08-202672 27.71 35.04 44.87 52.53 58.24 
07-09-202671 27.28 34.51 44.21 51.76 57.39 
07-10-202670 27.41 34.53 44.10 51.55 57.09 
07-13-202667 25.70 32.52 41.69 48.82 54.14 
07-14-202666 25.12 31.85 40.87 47.90 53.14 
07-15-202665 25.22 31.85 40.74 47.67 52.83 
07-16-202664 24.76 31.29 40.04 46.87 51.95 
07-17-202663 24.41 30.83 39.46 46.17 51.18 
07-20-202660 22.76 28.88 37.10 43.50 48.27 
07-21-202659 22.20 28.22 36.31 42.60 47.30 
07-22-202658 21.73 27.65 35.60 41.79 46.41 
07-23-202657 21.19 27.02 34.83 40.92 45.46 
07-24-202656 21.00 26.73 34.41 40.39 44.85 
07-27-202653 19.30 24.72 31.99 37.65 41.88 
07-28-202652 18.70 24.02 31.16 36.71 40.86 
07-29-202651 18.10 23.32 30.32 35.78 39.84 
07-30-202650 17.52 22.64 29.50 34.85 38.84 
07-31-202649 17.87 22.89 29.62 34.86 38.77 
08-03-202646 16.35 21.07 27.39 32.32 35.99 
08-04-202645 15.81 20.43 26.62 31.43 35.03 
08-05-202644 15.29 19.81 25.86 30.59 34.13 
08-06-202643 14.77 19.18 25.10 29.75 33.22 
08-07-202642 14.50 18.81 24.59 29.16 32.57 
08-10-202639 13.60 17.61 22.99 27.31 30.53 
08-11-202638 12.99 16.91 22.15 26.39 29.54 
08-12-202637 12.40 16.22 21.33 25.48 28.57 
08-13-202636 12.44 16.16 21.14 25.20 28.23 
08-14-202635 12.98 16.60 21.45 25.42 28.39 
08-17-202632 11.62 14.95 19.40 23.11 25.88 
08-18-202631 11.08 14.31 18.64 22.26 24.96 
08-19-202630 11.01 14.15 18.35 21.88 24.52 
08-20-202629 11.10 14.14 18.22 21.66 24.23 
08-21-202628 10.71 13.66 17.60 20.96 23.46 
08-24-202625 8.44 11.10 14.67 17.75 20.05 
08-25-202624 8.13 10.69 14.13 17.12 19.35 
08-26-202623 7.41 9.88 13.19 16.09 18.25 
08-27-202622 6.71 9.09 12.28 15.08 17.17 
08-28-202621 6.18 8.47 11.54 14.24 16.26 
08-31-202618 4.68 6.69 9.38 11.81 13.61 
09-01-202617 4.41 6.33 8.91 11.24 12.97 
09-02-202616 3.83 5.66 8.11 10.34 12.00 
09-03-202615 3.57 5.31 7.64 9.77 11.36 
09-04-202614 3.99 5.64 7.85 9.89 11.40 
09-08-202610 1.59 2.89 4.63 6.26 7.48 
09-09-20269 1.46 2.67 4.29 5.83 6.97 
09-10-20268 1.08 2.20 3.71 5.15 6.21 
09-11-20267 0.71 1.74 3.14 4.47 5.46 
09-14-20264 -0.60 0.17 1.22 2.24 3.00 
09-15-20263 0.19 0.88 1.81 2.73 3.41 
09-16-20262 -0.26 0.34 1.17 1.98 2.58 
09-17-20261 -0.62 -0.10 0.61 1.31 1.83 

 
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