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 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-20-2024 to the Last Trade Date of 03-20-2025.]
Updated: Thursday, Dec-19-2024
10:35pm ET

S&P 500 MAR 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)
12-20-202491 56.50 61.55 68.29 73.99 78.25 
12-23-202488 54.21 59.09 65.62 71.16 75.31 
12-24-202487 53.33 58.16 64.62 70.11 74.22 
12-26-202485 52.08 56.80 63.11 68.50 72.53 
12-27-202484 51.73 56.39 62.63 67.97 71.96 
12-30-202481 49.15 53.66 59.68 64.87 68.74 
12-31-202480 48.81 53.27 59.22 64.35 68.18 
01-02-202578 47.34 51.69 57.50 62.52 66.28 
01-03-202577 46.94 51.24 56.98 61.95 65.67 
01-06-202574 44.82 48.95 54.48 59.29 62.89 
01-07-202573 44.00 48.09 53.54 58.30 61.86 
01-08-202572 43.28 47.31 52.70 57.40 60.92 
01-09-202571 42.62 46.60 51.92 56.57 60.05 
01-10-202570 42.40 46.32 51.57 56.17 59.61 
01-13-202567 39.82 43.59 48.62 53.06 56.38 
01-14-202566 39.04 42.76 47.73 52.11 55.39 
01-15-202565 38.70 42.36 47.26 51.59 54.83 
01-16-202564 37.95 41.56 46.39 50.66 53.86 
01-17-202563 37.20 40.76 45.52 49.74 52.90 
01-21-202559 33.92 37.28 41.76 45.76 48.76 
01-22-202558 33.17 36.47 40.88 44.83 47.79 
01-23-202557 32.32 35.56 39.91 43.80 46.72 
01-24-202556 32.16 35.36 39.63 43.47 46.35 
01-27-202553 29.66 32.70 36.77 40.45 43.20 
01-28-202552 28.80 31.80 35.80 39.42 42.13 
01-29-202551 27.97 30.91 34.85 38.41 41.08 
01-30-202550 27.24 30.13 33.99 37.51 40.13 
01-31-202549 26.82 29.66 33.46 36.91 39.50 
02-03-202546 24.49 27.17 30.76 34.05 36.51 
02-04-202545 23.76 26.40 29.92 33.15 35.57 
02-05-202544 22.98 25.57 29.03 32.20 34.58 
02-06-202543 22.19 24.73 28.12 31.24 33.57 
02-07-202542 21.75 24.24 27.56 30.63 32.92 
02-10-202539 20.52 22.85 25.98 28.87 31.03 
02-11-202538 19.73 22.02 25.07 27.91 30.03 
02-12-202537 19.09 21.33 24.32 27.10 29.18 
02-13-202536 18.31 20.49 23.42 26.14 28.18 
02-14-202535 18.94 21.07 23.92 26.59 28.59 
02-18-202531 15.99 17.93 20.52 22.95 24.78 
02-19-202530 15.16 17.04 19.57 21.95 23.73 
02-20-202529 14.96 16.80 19.25 21.58 23.31 
02-21-202528 14.44 16.23 18.62 20.89 22.58 
02-24-202525 11.99 13.63 15.83 17.92 19.48 
02-25-202524 11.10 12.69 14.82 16.85 18.37 
02-26-202523 10.16 11.71 13.77 15.75 17.22 
02-27-202522 9.24 10.74 12.74 14.66 16.09 
02-28-202521 9.21 10.65 12.59 14.45 15.83 
03-03-202518 7.38 8.68 10.42 12.10 13.36 
03-04-202517 6.56 7.81 9.49 11.11 12.32 
03-05-202516 5.87 7.08 8.69 10.25 11.42 
03-06-202515 5.07 6.23 7.77 9.28 10.40 
03-07-202514 5.19 6.30 7.79 9.23 10.31 
03-10-202511 3.85 4.82 6.11 7.37 8.32 
03-11-202510 3.09 4.00 5.23 6.44 7.34 
03-12-20259 2.44 3.31 4.48 5.62 6.47 
03-13-20258 2.09 2.91 4.01 5.09 5.90 
03-14-20257 2.42 3.19 4.23 5.26 6.02 
03-17-20254 1.00 1.63 2.48 3.32 3.95 
03-18-20253 0.41 0.99 1.78 2.56 3.14 
03-19-20252 -0.24 0.29 1.01 1.74 2.27 
03-20-20251 -0.86 -0.38 0.29 0.95 1.43 

 
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 2000-2024 Ergo Inc. All Rights Reserved Worldwide.