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IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-24-2026 to the Last Trade Date of 06-17-2026.]
Updated: Friday, Apr-24-2026
12:27am 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)
04-24-202655 23.07 26.71 31.58 35.71 38.80 
04-27-202652 21.08 24.54 29.16 33.11 36.07 
04-28-202651 20.43 23.83 28.37 32.26 35.17 
04-29-202650 19.78 23.12 27.58 31.41 34.28 
04-30-202649 19.33 22.60 26.98 30.75 33.57 
05-01-202648 18.83 22.04 26.34 30.05 32.83 
05-04-202645 17.11 20.13 24.18 27.72 30.36 
05-05-202644 16.64 19.61 23.57 27.05 29.64 
05-06-202643 16.22 19.13 23.02 26.43 28.98 
05-07-202642 15.58 18.43 22.23 25.58 28.09 
05-08-202641 15.89 18.67 22.40 25.69 28.15 
05-11-202638 14.42 17.03 20.52 23.62 25.94 
05-12-202637 13.80 16.34 19.75 22.79 25.06 
05-13-202636 13.88 16.36 19.69 22.67 24.89 
05-14-202635 13.37 15.80 19.04 21.96 24.14 
05-15-202634 13.87 16.24 19.41 22.26 24.39 
05-18-202631 12.21 14.40 17.34 20.00 21.99 
05-19-202630 11.96 14.09 16.95 19.55 21.49 
05-20-202629 11.39 13.46 16.24 18.78 20.67 
05-21-202628 11.47 13.48 16.18 18.65 20.50 
05-22-202627 11.07 13.03 15.65 18.05 19.85 
05-26-202623 8.42 10.14 12.46 14.61 16.21 
05-27-202622 7.66 9.33 11.56 13.65 15.20 
05-28-202621 6.92 8.53 10.69 12.71 14.22 
05-29-202620 6.61 8.16 10.24 12.20 13.66 
06-01-202617 5.24 6.62 8.47 10.23 11.54 
06-02-202616 4.64 5.97 7.75 9.44 10.70 
06-03-202615 4.01 5.28 6.99 8.61 9.82 
06-04-202614 3.87 5.08 6.71 8.27 9.43 
06-05-202613 4.00 5.16 6.71 8.20 9.31 
06-08-202610 2.03 3.02 4.35 5.64 6.60 
06-09-20269 1.62 2.56 3.81 5.03 5.94 
06-10-20268 1.47 2.35 3.53 4.68 5.54 
06-11-20267 0.82 1.64 2.75 3.83 4.64 
06-12-20266 0.36 1.13 2.16 3.18 3.93 
06-15-20263 0.30 0.90 1.72 2.53 3.13 
06-16-20262 -0.04 0.51 1.26 2.00 2.54 
06-17-20261 -0.53 -0.04 0.63 1.30 1.79 

 
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