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IndexArb Values vs. Time
S&P 500 MAR 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-01-2025 to the Last Trade Date of 03-19-2026.]
Updated: Friday, Nov-28-2025
9:40pm ET

S&P 500 MAR 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)
12-01-2025109 35.30 43.13 54.33 59.48 63.07 
12-02-2025108 34.97 42.72 53.83 58.93 62.48 
12-03-2025107 34.66 42.35 53.35 58.40 61.93 
12-04-2025106 34.84 42.48 53.42 58.44 61.95 
12-05-2025105 35.57 43.18 54.05 59.03 62.52 
12-08-2025102 35.21 42.70 53.35 58.24 61.68 
12-09-2025101 34.93 42.37 52.95 57.81 61.22 
12-10-2025100 34.83 42.23 52.74 57.56 60.96 
12-11-202599 34.57 41.93 52.36 57.15 60.53 
12-12-202598 34.65 41.97 52.33 57.08 60.44 
12-15-202595 34.72 41.91 52.03 56.68 59.98 
12-16-202594 34.48 41.62 51.67 56.28 59.56 
12-17-202593 34.11 41.21 51.18 55.76 59.01 
12-18-202592 33.96 41.00 50.90 55.44 58.67 
12-19-202591 33.97 40.97 50.79 55.29 58.50 
12-22-202588 33.52 40.37 49.95 54.34 57.49 
12-23-202587 33.13 39.93 49.42 53.78 56.90 
12-24-202586 32.74 39.49 48.90 53.22 56.32 
12-26-202584 32.66 39.31 48.55 52.79 55.84 
12-29-202581 31.43 37.91 46.90 51.02 54.00 
12-30-202580 31.05 37.48 46.38 50.46 53.41 
12-31-202579 31.16 37.53 46.35 50.39 53.32 
01-02-202677 31.04 37.30 45.94 49.91 52.78 
01-05-202674 29.69 35.77 44.14 47.98 50.78 
01-06-202673 29.75 35.77 44.05 47.85 50.62 
01-07-202672 29.28 35.25 43.43 47.19 49.93 
01-08-202671 28.93 34.84 42.93 46.65 49.36 
01-09-202670 29.34 35.18 43.18 46.86 49.54 
01-12-202667 27.88 33.54 41.26 44.80 47.40 
01-13-202666 27.39 32.99 40.61 44.11 46.68 
01-14-202665 27.03 32.56 40.09 43.55 46.08 
01-15-202664 26.70 32.17 39.60 43.01 45.52 
01-16-202663 26.76 32.15 39.49 42.86 45.33 
01-20-202659 24.77 29.90 36.84 40.02 42.38 
01-21-202658 24.31 29.37 36.21 39.35 41.67 
01-22-202657 23.90 28.89 35.63 38.72 41.01 
01-23-202656 23.70 28.62 35.26 38.31 40.56 
01-26-202653 22.07 26.78 33.11 36.01 38.17 
01-27-202652 21.51 26.14 32.37 35.22 37.35 
01-28-202651 20.97 25.53 31.65 34.46 36.55 
01-29-202650 20.46 24.95 30.97 33.73 35.78 
01-30-202649 20.47 24.88 30.79 33.50 35.53 
02-02-202646 19.17 23.35 28.94 31.50 33.42 
02-03-202645 18.65 22.75 28.24 30.75 32.64 
02-04-202644 17.86 21.97 27.45 29.97 31.85 
02-05-202643 17.07 21.17 26.65 29.17 31.05 
02-06-202642 16.81 20.91 26.39 28.91 30.79 
02-09-202639 14.93 19.03 24.51 27.03 28.91 
02-10-202638 15.03 19.13 24.62 27.13 29.02 
02-11-202637 14.36 18.46 23.94 26.46 28.34 
02-12-202636 13.58 17.68 23.17 25.68 27.56 
02-13-202635 13.43 17.53 23.02 25.53 27.42 
02-17-202631 11.18 15.27 20.76 23.27 25.16 
02-18-202630 10.25 14.35 19.83 22.35 24.23 
02-19-202629 9.96 14.06 19.55 22.06 23.94 
02-20-202628 9.16 13.26 18.74 21.26 23.14 
02-23-202625 6.05 10.14 15.62 18.14 20.02 
02-24-202624 5.43 9.52 15.01 17.52 19.40 
02-25-202623 4.53 8.63 14.11 16.63 18.51 
02-26-202622 3.51 7.60 13.09 15.60 17.48 
02-27-202621 3.14 7.23 12.72 15.23 17.11 
03-02-202618 0.81 4.90 10.38 12.90 14.77 
03-03-202617 0.49 4.35 9.52 11.97 13.80 
03-04-202616 0.14 3.77 8.64 11.01 12.79 
03-05-202615 -0.10 3.30 7.86 10.16 11.88 
03-06-202614 0.32 3.49 7.76 9.98 11.64 
03-09-202611 -0.44 2.08 5.47 7.43 8.90 
03-10-202610 -0.17 2.14 5.25 7.12 8.51 
03-11-20269 -0.34 1.76 4.58 6.36 7.68 
03-12-20268 -0.42 1.47 4.02 5.69 6.94 
03-13-20267 -0.06 1.64 3.92 5.48 6.64 
03-16-20264 -0.31 0.81 2.32 3.52 4.40 
03-17-20263 -0.43 0.51 1.78 2.84 3.63 
03-18-20262 -0.70 0.06 1.10 2.02 2.69 
03-19-20261 -1.09 -0.50 0.31 1.08 1.63 

 
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