Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-11-2026 to the Last Trade Date of 06-17-2026.]
Updated: Wednesday, Mar-11-2026
12:21am 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)
03-11-202699 27.19 35.18 46.59 61.07 71.21 
03-12-202698 26.99 34.90 46.19 60.52 70.56 
03-13-202697 28.27 36.14 47.35 61.58 71.56 
03-16-202694 30.07 37.79 48.75 62.66 72.46 
03-17-202693 30.66 38.33 49.20 63.00 72.74 
03-18-202692 31.03 38.65 49.44 63.13 72.80 
03-19-202691 31.70 39.27 49.98 63.56 73.16 
03-20-202690 32.15 39.67 50.28 63.75 73.29 
03-23-202687 33.26 40.62 50.97 64.10 73.44 
03-24-202686 33.52 40.83 51.08 64.10 73.37 
03-25-202685 33.93 41.18 51.34 64.24 73.44 
03-26-202684 34.11 41.30 51.38 64.16 73.28 
03-27-202683 34.44 41.58 51.56 64.22 73.28 
03-30-202680 34.75 41.71 51.41 63.72 72.55 
03-31-202679 35.38 42.28 51.88 64.07 72.82 
04-01-202678 35.77 42.61 52.12 64.18 72.86 
04-02-202677 36.21 42.99 52.40 64.34 72.94 
04-06-202673 36.73 43.26 52.27 63.71 71.99 
04-07-202672 36.72 43.18 52.10 63.41 71.61 
04-08-202671 36.64 43.03 51.84 63.03 71.14 
04-09-202670 36.75 43.08 51.79 62.85 70.87 
04-10-202669 37.42 43.68 52.29 63.22 71.16 
04-13-202666 36.94 42.99 51.29 61.82 69.50 
04-14-202665 36.84 42.82 51.01 61.41 69.00 
04-15-202664 37.15 43.07 51.16 61.42 68.92 
04-16-202663 37.18 43.02 51.00 61.13 68.54 
04-17-202662 36.99 42.75 50.63 60.62 67.94 
04-20-202659 36.22 41.76 49.31 58.89 65.93 
04-21-202658 35.91 41.38 48.82 58.26 65.20 
04-22-202657 35.78 41.17 48.50 57.80 64.64 
04-23-202656 35.40 40.72 47.94 57.10 63.85 
04-24-202655 35.35 40.59 47.70 56.71 63.36 
04-27-202652 34.23 39.24 46.01 54.59 60.94 
04-28-202651 33.77 38.69 45.35 53.78 60.03 
04-29-202650 33.31 38.15 44.69 52.98 59.13 
04-30-202649 33.32 38.08 44.50 52.65 58.69 
05-01-202648 33.01 37.70 44.00 52.00 57.94 
05-04-202645 31.51 35.94 41.89 49.44 55.07 
05-05-202644 30.75 35.18 41.13 48.68 54.30 
05-06-202643 30.19 34.62 40.58 48.12 53.75 
05-07-202642 29.43 33.86 39.81 47.36 52.98 
05-08-202641 29.48 33.91 39.86 47.41 53.02 
05-11-202638 27.45 31.88 37.83 45.38 51.00 
05-12-202637 26.58 31.01 36.96 44.51 50.12 
05-13-202636 26.35 30.77 36.72 44.27 49.88 
05-14-202635 25.53 29.95 35.90 43.45 49.07 
05-15-202634 25.67 30.09 36.05 43.59 49.20 
05-18-202631 23.00 27.42 33.37 40.92 46.52 
05-19-202630 21.44 25.85 31.80 39.35 44.95 
05-20-202629 19.84 24.25 30.20 37.75 43.35 
05-21-202628 18.79 23.20 29.15 36.70 42.29 
05-22-202627 17.25 21.66 27.61 35.16 40.75 
05-26-202623 10.64 15.04 20.99 28.54 34.13 
05-27-202622 8.98 13.38 19.33 26.88 32.46 
05-28-202621 7.39 11.78 17.73 25.28 30.86 
05-29-202620 6.26 10.65 16.60 24.15 29.71 
06-01-202617 2.60 6.97 12.92 20.47 26.03 
06-02-202616 1.32 5.69 11.64 19.19 24.74 
06-03-202615 0.08 4.44 10.39 17.94 23.48 
06-04-202614 -0.72 3.64 9.59 17.14 22.67 
06-05-202613 -1.15 3.20 9.15 16.70 22.22 
06-08-202610 -4.55 -0.23 5.72 13.27 18.74 
06-09-20269 -5.37 -1.07 4.88 12.43 17.88 
06-10-20268 -5.03 -1.11 4.33 11.03 15.86 
06-11-20267 -5.12 -1.58 3.32 9.19 13.42 
06-12-20266 -4.94 -1.80 2.54 7.60 11.25 
06-15-20263 -2.64 -0.81 1.75 4.49 6.47 
06-16-20262 -2.06 -0.68 1.24 3.25 4.69 
06-17-20261 -1.56 -0.67 0.60 1.90 2.82 

 
No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2025 Ergo Inc. All Rights Reserved Worldwide.