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IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-06-2026 to the Last Trade Date of 06-17-2026.]
Updated: Saturday, Apr-04-2026
2:05am ET

S&P 500 JUN 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)
04-06-202673 22.94 29.58 38.48 49.58 57.85 
04-07-202672 22.41 28.97 37.77 48.71 56.87 
04-08-202671 21.81 28.30 37.00 47.78 55.82 
04-09-202670 21.65 28.07 36.67 47.29 55.21 
04-10-202669 21.74 28.08 36.58 47.05 54.85 
04-13-202666 19.98 26.10 34.30 44.30 51.75 
04-14-202665 19.49 25.53 33.64 43.47 50.81 
04-15-202664 19.46 25.42 33.42 43.10 50.32 
04-16-202663 18.94 24.82 32.72 42.25 49.35 
04-17-202662 18.37 24.18 31.97 41.34 48.33 
04-20-202659 16.77 22.35 29.83 38.74 45.39 
04-21-202658 16.21 21.71 29.09 37.85 44.38 
04-22-202657 15.75 21.18 28.45 37.05 43.47 
04-23-202656 15.27 20.61 27.78 36.24 42.54 
04-24-202655 15.02 20.29 27.35 35.65 41.84 
04-27-202652 13.46 18.48 25.23 33.08 38.93 
04-28-202651 12.88 17.83 24.46 32.16 37.90 
04-29-202650 12.31 17.17 23.70 31.25 36.88 
04-30-202649 12.26 17.04 23.46 30.86 36.38 
05-01-202648 11.90 16.60 22.91 30.16 35.57 
05-04-202645 10.35 14.81 20.79 27.60 32.67 
05-05-202644 9.90 14.27 20.14 26.80 31.77 
05-06-202643 9.59 13.88 19.64 26.15 31.01 
05-07-202642 9.10 13.30 18.95 25.32 30.07 
05-08-202641 9.43 13.55 19.09 25.31 29.95 
05-11-202638 8.40 12.27 17.46 23.26 27.57 
05-12-202637 7.90 11.69 16.77 22.41 26.62 
05-13-202636 8.11 11.81 16.78 22.28 26.38 
05-14-202635 7.71 11.32 16.18 21.54 25.53 
05-15-202634 8.28 11.81 16.54 21.76 25.65 
05-18-202631 7.03 10.30 14.69 19.48 23.05 
05-19-202630 6.92 10.10 14.38 19.03 22.49 
05-20-202629 6.57 9.67 13.83 18.34 21.70 
05-21-202628 6.82 9.83 13.87 18.24 21.50 
05-22-202627 6.59 9.51 13.43 17.66 20.82 
05-26-202623 4.68 7.25 10.70 14.37 17.11 
05-27-202622 4.10 6.58 9.91 13.44 16.08 
05-28-202621 3.55 5.94 9.14 12.54 15.08 
05-29-202620 3.42 5.71 8.80 12.06 14.49 
06-01-202617 2.53 4.56 7.28 10.14 12.26 
06-02-202616 2.11 4.04 6.65 9.36 11.39 
06-03-202615 1.68 3.52 6.00 8.58 10.51 
06-04-202614 1.65 3.41 5.76 8.21 10.03 
06-05-202613 1.95 3.61 5.84 8.16 9.88 
06-08-202610 0.51 1.90 3.76 5.67 7.09 
06-09-20269 0.26 1.55 3.29 5.07 6.40 
06-10-20268 0.27 1.46 3.08 4.72 5.95 
06-11-20267 -0.23 0.88 2.36 3.88 5.00 
06-12-20266 -0.53 0.48 1.84 3.22 4.25 
06-15-20263 -0.14 0.59 1.57 2.56 3.29 
06-16-20262 -0.33 0.30 1.16 2.02 2.65 
06-17-20261 -0.67 -0.15 0.58 1.31 1.84 

 
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