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IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-10-2025 to the Last Trade Date of 06-19-2025.]
Updated: Saturday, Mar-08-2025
8:30pm ET

S&P 500 JUN 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)
03-10-2025102 29.85 37.77 48.69 67.98 81.98 
03-11-2025101 29.42 37.27 48.08 67.18 81.04 
03-12-2025100 29.05 36.82 47.52 66.43 80.16 
03-13-202599 29.50 37.20 47.81 66.55 80.16 
03-14-202598 30.59 38.23 48.74 67.31 80.80 
03-17-202595 30.84 38.28 48.49 66.55 79.68 
03-18-202594 30.95 38.32 48.44 66.32 79.33 
03-19-202593 30.89 38.19 48.21 65.92 78.82 
03-20-202592 30.88 38.11 48.04 65.57 78.35 
03-21-202591 31.34 38.50 48.32 65.68 78.34 
03-24-202588 31.29 38.25 47.78 64.62 76.90 
03-25-202587 31.36 38.24 47.67 64.33 76.50 
03-26-202586 31.20 38.02 47.35 63.83 75.87 
03-27-202585 31.09 37.84 47.07 63.38 75.29 
03-28-202584 31.16 37.83 46.96 63.10 74.89 
03-31-202581 31.12 37.58 46.41 62.01 73.43 
04-01-202580 31.11 37.50 46.23 61.65 72.94 
04-02-202579 31.05 37.37 45.99 61.24 72.40 
04-03-202578 31.01 37.26 45.78 60.84 71.89 
04-04-202577 31.45 37.62 46.05 60.93 71.85 
04-07-202574 30.74 36.70 44.81 59.16 69.69 
04-08-202573 30.54 36.43 44.45 58.61 69.01 
04-09-202572 30.32 36.14 44.05 58.03 68.30 
04-10-202571 30.71 36.46 44.27 58.06 68.21 
04-11-202570 30.45 36.12 43.82 57.44 67.46 
04-14-202567 29.63 35.07 42.47 55.54 65.16 
04-15-202566 29.79 35.16 42.45 55.33 64.82 
04-16-202565 29.49 34.78 41.97 54.67 64.03 
04-17-202564 29.22 34.45 41.53 54.04 63.27 
04-21-202560 27.79 32.72 39.38 51.15 59.85 
04-22-202559 27.40 32.24 38.80 50.39 58.95 
04-23-202558 27.08 31.85 38.30 49.70 58.12 
04-24-202557 26.63 31.33 37.67 48.89 57.18 
04-25-202556 26.65 31.26 37.50 48.53 56.69 
04-28-202553 25.23 29.62 35.54 46.00 53.74 
04-29-202552 24.74 29.05 34.86 45.13 52.74 
04-30-202551 24.59 28.82 34.53 44.61 52.08 
05-01-202550 24.24 28.39 33.99 43.88 51.22 
05-02-202549 24.00 28.07 33.56 43.27 50.46 
05-05-202546 22.79 26.62 31.79 40.92 47.70 
05-06-202545 22.27 26.02 31.08 40.02 46.67 
05-07-202544 21.62 25.38 30.44 39.38 46.02 
05-08-202543 20.90 24.66 29.72 38.66 45.30 
05-09-202542 20.96 24.71 29.77 38.71 45.35 
05-12-202539 19.07 22.82 27.88 36.82 43.45 
05-13-202538 18.82 22.57 27.63 36.57 43.20 
05-14-202537 18.23 21.98 27.04 35.98 42.60 
05-15-202536 18.54 22.29 27.35 36.29 42.92 
05-16-202535 18.57 22.32 27.38 36.32 42.94 
05-19-202532 16.74 20.49 25.55 34.49 41.10 
05-20-202531 15.96 19.70 24.76 33.70 40.31 
05-21-202530 14.78 18.52 23.58 32.52 39.13 
05-22-202529 13.44 17.18 22.24 31.18 37.78 
05-23-202528 12.43 16.16 21.22 30.16 36.76 
05-27-202524 7.83 11.55 16.61 25.55 32.13 
05-28-202523 6.64 10.36 15.42 24.36 30.94 
05-29-202522 5.48 9.20 14.26 23.20 29.77 
05-30-202521 4.92 8.63 13.69 22.63 29.19 
06-02-202518 2.29 5.99 11.05 19.99 26.53 
06-03-202517 1.38 5.07 10.13 19.07 25.59 
06-04-202516 0.41 4.10 9.16 18.10 24.61 
06-05-202515 -0.26 3.41 8.47 17.41 23.91 
06-06-202514 -0.32 3.35 8.41 17.35 23.84 
06-09-202511 -3.06 0.57 5.63 14.57 21.00 
06-10-202510 -3.08 0.40 5.24 13.24 18.99 
06-11-20259 -3.39 -0.10 4.48 11.57 16.68 
06-12-20258 -3.74 -0.67 3.60 9.84 14.33 
06-13-20257 -3.46 -0.64 3.29 8.71 12.61 
06-16-20254 -2.21 -0.29 2.39 5.56 7.85 
06-17-20253 -2.08 -0.50 1.69 4.19 5.97 
06-18-20252 -1.92 -0.71 0.98 2.82 4.13 

 
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