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IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 02-17-2026 to the Last Trade Date of 06-17-2026.]
Updated: Sunday, Feb-15-2026
7:49pm 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)
02-17-2026121 31.30 42.36 57.29 71.44 81.91 
02-18-2026120 31.09 42.05 56.87 70.90 81.28 
02-19-2026119 31.64 42.51 57.20 71.12 81.42 
02-20-2026118 31.49 42.27 56.84 70.65 80.87 
02-23-2026115 30.46 40.99 55.20 68.66 78.63 
02-24-2026114 30.52 40.96 55.05 68.40 78.28 
02-25-2026113 30.27 40.62 54.59 67.83 77.63 
02-26-2026112 29.88 40.14 53.99 67.12 76.84 
02-27-2026111 30.09 40.26 53.99 67.00 76.64 
03-02-2026108 29.36 39.27 52.64 65.30 74.69 
03-03-2026107 29.20 39.02 52.27 64.82 74.12 
03-04-2026106 28.88 38.61 51.74 64.17 73.39 
03-05-2026105 28.72 38.36 51.37 63.69 72.82 
03-06-2026104 29.16 38.72 51.60 63.81 72.86 
03-09-2026101 28.46 37.75 50.27 62.13 70.93 
03-10-2026100 28.89 38.09 50.49 62.24 70.96 
03-11-202699 28.56 37.67 49.95 61.59 70.22 
03-12-202698 28.43 37.45 49.61 61.13 69.68 
03-13-202697 28.69 37.63 49.66 61.07 69.53 
03-16-202694 28.32 36.98 48.65 59.71 67.92 
03-17-202693 28.12 36.69 48.25 59.19 67.32 
03-18-202692 27.78 36.26 47.69 58.52 66.56 
03-19-202691 27.33 35.73 47.03 57.75 65.70 
03-20-202690 27.35 35.65 46.84 57.44 65.31 
03-23-202687 26.37 34.41 45.23 55.48 63.10 
03-24-202686 25.92 33.87 44.57 54.71 62.24 
03-25-202685 25.69 33.55 44.12 54.15 61.59 
03-26-202684 25.30 33.07 43.52 53.43 60.79 
03-27-202683 25.01 32.69 43.02 52.81 60.08 
03-30-202680 23.60 31.01 40.97 50.41 57.43 
03-31-202679 23.74 31.06 40.90 50.23 57.16 
04-01-202678 23.61 30.84 40.57 49.78 56.62 
04-02-202677 23.34 30.48 40.08 49.17 55.93 
04-06-202673 22.21 28.99 38.10 46.73 53.15 
04-07-202672 21.80 28.49 37.47 45.99 52.32 
04-08-202671 21.32 27.91 36.77 45.17 51.42 
04-09-202670 20.92 27.42 36.16 44.44 50.61 
04-10-202669 21.28 27.70 36.31 44.48 50.55 
04-13-202666 19.81 25.96 34.20 42.02 47.84 
04-14-202665 19.42 25.47 33.59 41.29 47.02 
04-15-202664 19.51 25.47 33.47 41.05 46.69 
04-16-202663 19.27 25.14 33.02 40.48 46.04 
04-17-202662 18.86 24.63 32.39 39.73 45.21 
04-20-202659 17.46 22.96 30.34 37.34 42.55 
04-21-202658 16.95 22.36 29.62 36.50 41.63 
04-22-202657 16.69 22.01 29.15 35.91 40.95 
04-23-202656 16.18 21.41 28.42 35.07 40.02 
04-24-202655 16.01 21.14 28.03 34.56 39.42 
04-27-202652 14.63 19.49 26.01 32.19 36.79 
04-28-202651 14.11 18.88 25.28 31.33 35.85 
04-29-202650 13.61 18.29 24.56 30.50 34.93 
04-30-202649 13.61 18.19 24.34 30.16 34.51 
05-01-202648 13.30 17.80 23.82 29.52 33.78 
05-04-202645 11.90 16.12 21.77 27.12 31.11 
05-05-202644 11.19 15.41 21.06 26.41 30.40 
05-06-202643 10.71 14.93 20.57 25.93 29.92 
05-07-202642 10.04 14.25 19.90 25.25 29.25 
05-08-202641 10.20 14.41 20.06 25.41 29.41 
05-11-202638 8.61 12.82 18.47 23.82 27.81 
05-12-202637 7.92 12.13 17.78 23.13 27.12 
05-13-202636 7.88 12.09 17.74 23.09 27.08 
05-14-202635 7.29 11.50 17.14 22.50 26.48 
05-15-202634 7.50 11.71 17.36 22.71 26.70 
05-18-202631 5.81 10.01 15.66 21.01 25.00 
05-19-202630 5.80 9.88 15.36 20.56 24.43 
05-20-202629 5.70 9.66 14.98 20.03 23.79 
05-21-202628 6.10 9.94 15.08 19.99 23.64 
05-22-202627 5.85 9.56 14.54 19.29 22.83 
05-26-202623 4.03 7.25 11.57 15.72 18.81 
05-27-202622 3.47 6.57 10.72 14.72 17.70 
05-28-202621 2.94 5.91 9.91 13.75 16.62 
05-29-202620 2.84 5.69 9.51 13.21 15.96 
06-01-202617 2.05 4.54 7.87 11.11 13.52 
06-02-202616 1.65 4.01 7.18 10.27 12.56 
06-03-202615 1.24 3.48 6.49 9.42 11.60 
06-04-202614 1.26 3.38 6.23 9.01 11.07 
06-05-202613 1.59 3.59 6.27 8.90 10.85 
06-08-202610 0.23 1.86 4.06 6.23 7.83 
06-09-20269 0.01 1.52 3.56 5.57 7.06 
06-10-20268 0.04 1.43 3.31 5.16 6.54 
06-11-20267 -0.43 0.84 2.56 4.26 5.52 
06-12-20266 -0.71 0.45 2.00 3.54 4.69 
06-15-20263 -0.22 0.57 1.65 2.72 3.51 
06-16-20262 -0.38 0.29 1.21 2.12 2.80 
06-17-20261 -0.70 -0.15 0.61 1.36 1.91 

 
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