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IndexArb Values vs. Time
S&P 500 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-26-2026 to the Last Trade Date of 09-17-2026.]
Updated: Sunday, May-24-2026
3:30am 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)
05-26-2026115 37.32 49.02 64.95 88.84 106.39 
05-27-2026114 36.85 48.44 64.23 87.91 105.31 
05-28-2026113 36.35 47.84 63.49 86.96 104.20 
05-29-2026112 36.51 47.90 63.42 86.69 103.79 
06-01-2026109 36.23 47.34 62.46 85.14 101.81 
06-02-2026108 36.17 47.19 62.18 84.66 101.19 
06-03-2026107 36.00 46.92 61.77 84.05 100.44 
06-04-2026106 36.28 47.11 61.83 83.91 100.16 
06-05-2026105 36.97 47.70 62.29 84.17 100.27 
06-08-2026102 36.37 46.81 61.00 82.28 97.96 
06-09-2026101 36.32 46.67 60.72 81.81 97.34 
06-10-2026100 36.17 46.42 60.34 81.23 96.61 
06-11-202699 35.86 46.02 59.81 80.49 95.73 
06-12-202698 35.87 45.93 59.59 80.07 95.17 
06-15-202695 36.56 46.33 59.58 79.47 94.12 
06-16-202694 36.39 46.07 59.18 78.86 93.38 
06-17-202693 36.13 45.71 58.69 78.17 92.54 
06-18-202692 35.79 45.27 58.12 77.40 91.62 
06-22-202688 35.01 44.09 56.41 74.88 88.51 
06-23-202687 34.81 43.80 55.98 74.25 87.73 
06-24-202686 34.42 43.31 55.35 73.42 86.76 
06-25-202685 34.08 42.88 54.79 72.65 85.84 
06-26-202684 33.88 42.58 54.35 72.01 85.05 
06-29-202681 32.64 41.04 52.40 69.45 82.05 
06-30-202680 32.75 41.06 52.28 69.13 81.58 
07-01-202679 32.66 40.86 51.95 68.59 80.90 
07-02-202678 32.52 40.62 51.58 68.01 80.17 
07-06-202674 31.43 39.14 49.55 65.17 76.73 
07-07-202673 30.99 38.60 48.87 64.28 75.69 
07-08-202672 30.54 38.04 48.18 63.39 74.65 
07-09-202671 30.23 37.64 47.64 62.64 73.75 
07-10-202670 30.40 37.70 47.57 62.36 73.32 
07-13-202667 28.92 35.92 45.38 59.55 70.06 
07-14-202666 28.41 35.32 44.63 58.60 68.96 
07-15-202665 28.58 35.38 44.56 58.32 68.53 
07-16-202664 28.18 34.88 43.92 57.48 67.53 
07-17-202663 27.89 34.49 43.39 56.74 66.64 
07-20-202660 26.40 32.70 41.19 53.92 63.36 
07-21-202659 25.86 32.05 40.40 52.93 62.22 
07-22-202658 25.43 31.52 39.73 52.05 61.19 
07-23-202657 24.93 30.92 39.00 51.10 60.09 
07-24-202656 24.78 30.67 38.60 50.50 59.33 
07-27-202653 23.15 28.73 36.25 47.52 55.90 
07-28-202652 22.57 28.05 35.43 46.49 54.72 
07-29-202651 21.99 27.37 34.60 45.46 53.53 
07-30-202650 21.42 26.69 33.79 44.44 52.36 
07-31-202649 21.78 26.95 33.91 44.35 52.11 
08-03-202646 20.27 25.13 31.67 41.48 48.78 
08-04-202645 19.72 24.48 30.88 40.48 47.62 
08-05-202644 18.95 23.71 30.11 39.71 46.85 
08-06-202643 18.17 22.93 29.33 38.93 46.07 
08-07-202642 17.64 22.40 28.80 38.40 45.54 
08-10-202639 15.95 20.71 27.11 36.71 43.84 
08-11-202638 15.08 19.84 26.24 35.84 42.97 
08-12-202637 14.22 18.97 25.37 34.97 42.10 
08-13-202636 13.97 18.72 25.12 34.72 41.84 
08-14-202635 14.23 18.98 25.38 34.98 42.10 
08-17-202632 12.03 16.77 23.17 32.77 39.89 
08-18-202631 11.20 15.94 22.34 31.94 39.06 
08-19-202630 10.66 15.40 21.80 31.40 38.51 
08-20-202629 10.31 15.04 21.44 31.04 38.15 
08-21-202628 9.48 14.21 20.61 30.21 37.32 
08-24-202625 5.94 10.66 17.06 26.66 33.76 
08-25-202624 5.21 9.94 16.34 25.94 33.03 
08-26-202623 4.10 8.82 15.22 24.82 31.90 
08-27-202622 3.32 7.91 14.13 23.27 30.00 
08-28-202621 2.73 7.18 13.22 21.90 28.30 
08-31-202618 1.17 5.18 10.61 17.96 23.39 
09-01-202617 0.94 4.79 10.00 16.93 22.03 
09-02-202616 0.40 4.08 9.08 15.58 20.38 
09-03-202615 0.21 3.72 8.49 14.57 19.07 
09-04-202614 0.73 4.07 8.60 14.28 18.47 
09-08-202610 -1.12 1.48 5.00 9.11 12.15 
09-09-20269 -1.06 1.33 4.59 8.33 11.08 
09-10-20268 -1.23 0.96 3.94 7.31 9.79 
09-11-20267 -1.38 0.60 3.30 6.31 8.52 
09-14-20264 -1.92 -0.57 1.26 3.20 4.63 
09-15-20263 -0.80 0.32 1.85 3.45 4.63 
09-16-20262 -0.94 -0.04 1.18 2.45 3.37 
09-17-20261 -0.96 -0.30 0.61 1.54 2.21 

 
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