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 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-29-2025 to the Last Trade Date of 03-19-2026.]
Updated: Saturday, Dec-27-2025
11:45pm 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)
12-29-202581 42.08 44.20 47.03 51.20 54.32 
12-30-202580 41.31 43.41 46.23 50.34 53.42 
12-31-202579 41.10 43.20 45.99 50.05 53.09 
01-02-202677 40.20 42.26 45.02 48.98 51.94 
01-05-202674 37.87 39.88 42.58 46.38 49.23 
01-06-202673 37.60 39.60 42.28 46.03 48.84 
01-07-202672 36.86 38.84 41.50 45.20 47.97 
01-08-202671 36.20 38.17 40.80 44.46 47.19 
01-09-202670 35.70 37.66 40.26 43.87 46.57 
01-12-202667 33.96 35.87 38.41 41.86 44.45 
01-13-202666 33.19 35.08 37.60 41.01 43.56 
01-14-202665 32.56 34.43 36.92 40.28 42.79 
01-15-202664 31.96 33.81 36.28 39.59 42.07 
01-16-202663 31.74 33.57 36.02 39.28 41.73 
01-20-202659 28.79 30.55 32.91 35.98 38.27 
01-21-202658 28.14 29.89 32.22 35.24 37.50 
01-22-202657 27.48 29.20 31.51 34.48 36.71 
01-23-202656 27.29 28.99 31.28 34.20 36.40 
01-26-202653 25.01 26.66 28.86 31.65 33.74 
01-27-202652 24.25 25.89 28.06 30.81 32.86 
01-28-202651 23.52 25.13 27.28 29.98 32.00 
01-29-202650 22.80 24.39 26.52 29.17 31.15 
01-30-202649 22.32 23.90 26.00 28.60 30.55 
02-02-202646 20.47 21.98 24.00 26.47 28.32 
02-03-202645 19.78 21.27 23.27 25.70 27.51 
02-04-202644 19.02 20.49 22.46 24.84 26.62 
02-05-202643 18.25 19.70 21.64 23.98 25.73 
02-06-202642 17.94 19.37 21.28 23.58 25.29 
02-09-202639 16.17 17.54 19.37 21.54 23.15 
02-10-202638 16.35 17.70 19.50 21.62 23.20 
02-11-202637 15.74 17.06 18.84 20.91 22.47 
02-12-202636 15.04 16.34 18.09 20.12 21.64 
02-13-202635 15.23 16.51 18.23 20.22 21.71 
02-17-202631 13.25 14.45 16.04 17.87 19.23 
02-18-202630 12.58 13.76 15.32 17.10 18.43 
02-19-202629 12.59 13.74 15.28 17.02 18.32 
02-20-202628 12.06 13.19 14.69 16.39 17.66 
02-23-202625 9.72 10.78 12.20 13.77 14.95 
02-24-202624 9.36 10.40 11.79 13.32 14.46 
02-25-202623 8.71 9.73 11.08 12.58 13.69 
02-26-202622 7.93 8.92 10.25 11.70 12.78 
02-27-202621 7.80 8.77 10.06 11.47 12.52 
03-02-202618 6.12 7.02 8.22 9.51 10.47 
03-03-202617 5.49 6.36 7.52 8.78 9.71 
03-04-202616 4.82 5.66 6.80 8.01 8.91 
03-05-202615 4.24 5.06 6.16 7.33 8.21 
03-06-202614 4.33 5.13 6.20 7.33 8.17 
03-09-202611 2.63 3.35 4.32 5.34 6.10 
03-10-202610 2.60 3.30 4.24 5.21 5.94 
03-11-20269 2.11 2.79 3.69 4.63 5.33 
03-12-20268 1.73 2.38 3.25 4.15 4.82 
03-13-20267 1.79 2.41 3.25 4.11 4.76 
03-16-20264 0.67 1.22 1.96 2.71 3.27 
03-17-20263 0.31 0.83 1.53 2.25 2.77 
03-18-20262 -0.22 0.27 0.94 1.61 2.11 
03-19-20261 -0.86 -0.40 0.23 0.87 1.33 

 
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.