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IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-30-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, Jan-30-2025
12:18am 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)
01-30-2025141 62.03 69.08 78.61 94.53 106.33 
01-31-2025140 61.81 68.82 78.27 94.08 105.80 
02-03-2025137 60.33 67.19 76.44 91.92 103.39 
02-04-2025136 59.85 66.66 75.85 91.21 102.60 
02-05-2025135 59.37 66.13 75.25 90.50 101.81 
02-06-2025134 58.76 65.48 74.53 89.67 100.90 
02-07-2025133 58.57 65.24 74.22 89.25 100.40 
02-10-2025130 58.04 64.56 73.34 88.04 98.94 
02-11-2025129 57.45 63.92 72.64 87.22 98.04 
02-12-2025128 57.02 63.44 72.09 86.56 97.30 
02-13-2025127 56.46 62.83 71.42 85.78 96.44 
02-14-2025126 57.34 63.66 72.18 86.43 97.00 
02-18-2025122 55.65 61.77 70.03 83.83 94.07 
02-19-2025121 55.19 61.27 69.45 83.14 93.30 
02-20-2025120 55.39 61.41 69.53 83.11 93.19 
02-21-2025119 55.25 61.22 69.28 82.74 92.74 
02-24-2025116 53.46 59.29 67.14 80.27 90.02 
02-25-2025115 52.86 58.64 66.42 79.44 89.11 
02-26-2025114 52.27 58.00 65.72 78.63 88.21 
02-27-2025113 51.65 57.33 64.98 77.78 87.28 
02-28-2025112 51.95 57.59 65.17 77.85 87.28 
03-03-2025109 50.69 56.18 63.56 75.91 85.09 
03-04-2025108 50.12 55.55 62.87 75.10 84.20 
03-05-2025107 49.64 55.03 62.28 74.40 83.41 
03-06-2025106 49.14 54.48 61.66 73.67 82.60 
03-07-2025105 49.42 54.71 61.83 73.72 82.57 
03-10-2025102 48.46 53.60 60.51 72.08 80.67 
03-11-2025101 47.82 52.91 59.76 71.21 79.72 
03-12-2025100 47.28 52.33 59.11 70.44 78.87 
03-13-202599 47.01 52.00 58.72 69.94 78.29 
03-14-202598 47.53 52.47 59.12 70.23 78.50 
03-17-202595 46.27 51.06 57.51 68.28 76.30 
03-18-202594 45.71 50.45 56.83 67.49 75.42 
03-19-202593 45.08 49.78 56.09 66.64 74.49 
03-20-202592 44.46 49.11 55.35 65.79 73.55 
03-21-202591 44.26 48.85 55.02 65.35 73.03 
03-24-202588 42.61 47.06 53.03 63.02 70.45 
03-25-202587 42.16 46.56 52.46 62.34 69.69 
03-26-202586 41.51 45.85 51.69 61.45 68.72 
03-27-202585 40.90 45.20 50.97 60.62 67.80 
03-28-202584 40.45 44.70 50.40 59.94 67.04 
03-31-202581 39.00 43.09 48.59 57.79 64.64 
04-01-202580 38.60 42.65 48.08 57.17 63.94 
04-02-202579 38.09 42.09 47.45 56.43 63.11 
04-03-202578 37.42 41.37 46.67 55.53 62.13 
04-04-202577 37.64 41.53 46.77 55.51 62.03 
04-07-202574 35.79 39.54 44.56 52.98 59.24 
04-08-202573 35.21 38.91 43.87 52.17 58.35 
04-09-202572 34.54 38.18 43.08 51.26 57.36 
04-10-202571 34.56 38.16 42.98 51.06 57.07 
04-11-202570 33.94 37.48 42.24 50.20 56.13 
04-14-202567 32.09 35.48 40.04 47.66 53.34 
04-15-202566 31.96 35.30 39.79 47.30 52.89 
04-16-202565 31.34 34.64 39.06 46.45 51.97 
04-17-202564 30.77 34.02 38.37 45.65 51.08 
04-21-202560 28.21 31.25 35.33 42.16 47.25 
04-22-202559 27.55 30.54 34.56 41.27 46.28 
04-23-202558 26.96 29.90 33.85 40.45 45.37 
04-24-202557 26.28 29.18 33.06 39.55 44.38 
04-25-202556 26.06 28.91 32.72 39.09 43.85 
04-28-202553 23.99 26.68 30.29 36.32 40.83 
04-29-202552 23.29 25.94 29.48 35.40 39.82 
04-30-202551 22.95 25.54 29.02 34.82 39.16 
05-01-202550 22.42 24.96 28.36 34.06 38.31 
05-02-202549 21.94 24.46 27.83 33.40 37.55 
05-05-202546 20.07 22.52 25.79 30.98 34.86 
05-06-202545 19.36 21.77 25.01 30.08 33.87 
05-07-202544 18.71 21.10 24.30 29.25 32.95 
05-08-202543 17.99 20.35 23.51 28.34 31.95 
05-09-202542 18.05 20.38 23.50 28.21 31.73 
05-12-202539 16.36 18.59 21.59 25.96 29.21 
05-13-202538 16.16 18.36 21.32 25.57 28.74 
05-14-202537 15.63 17.80 20.71 24.85 27.94 
05-15-202536 16.04 18.18 21.04 25.06 28.07 
05-16-202535 16.19 18.29 21.11 25.02 27.94 
05-19-202532 14.75 16.74 19.41 23.00 25.67 
05-20-202531 14.08 16.03 18.65 22.13 24.73 
05-21-202530 13.55 15.46 18.02 21.40 23.92 
05-22-202529 12.86 14.73 17.24 20.51 22.95 
05-23-202528 12.28 14.11 16.57 19.74 22.10 
05-27-202524 9.47 11.13 13.36 16.12 18.18 
05-28-202523 8.70 10.32 12.49 15.15 17.14 
05-29-202522 7.93 9.50 11.61 14.18 16.09 
05-30-202521 7.77 9.30 11.35 13.82 15.66 
06-02-202518 6.22 7.61 9.48 11.66 13.28 
06-03-202517 5.56 6.91 8.71 10.79 12.35 
06-04-202516 4.91 6.21 7.94 9.94 11.42 
06-05-202515 4.56 5.81 7.48 9.38 10.80 
06-06-202514 4.77 5.96 7.57 9.38 10.72 
06-09-202511 2.78 3.82 5.22 6.76 7.90 
06-10-202510 2.62 3.61 4.94 6.39 7.47 
06-11-20259 2.02 2.96 4.22 5.58 6.59 
06-12-20258 1.35 2.24 3.43 4.70 5.65 
06-13-20257 1.20 2.03 3.15 4.33 5.22 
06-16-20254 0.88 1.55 2.45 3.38 4.07 
06-17-20253 0.30 0.91 1.74 2.59 3.22 
06-18-20252 -0.28 0.27 1.02 1.79 2.35 

 
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