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 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-01-2025 to the Last Trade Date of 09-18-2025.]
Updated: Tuesday, July-01-2025
12:20am ET

S&P 500 SEP 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)
07-01-202580 41.92 45.75 50.87 55.15 58.36 
07-02-202579 41.34 45.12 50.18 54.42 57.60 
07-03-202578 41.12 44.85 49.85 54.05 57.19 
07-07-202574 38.72 42.28 47.03 51.06 54.08 
07-08-202573 38.01 41.52 46.21 50.20 53.19 
07-09-202572 37.33 40.80 45.43 49.38 52.33 
07-10-202571 37.48 40.90 45.48 49.38 52.30 
07-11-202570 36.74 40.12 44.63 48.49 51.38 
07-14-202567 34.51 37.75 42.09 45.82 48.61 
07-15-202566 34.27 37.47 41.75 45.44 48.19 
07-16-202565 33.52 36.68 40.90 44.54 47.27 
07-17-202564 32.92 36.03 40.19 43.79 46.48 
07-18-202563 32.56 35.62 39.72 43.28 45.94 
07-21-202560 30.52 33.46 37.38 40.81 43.37 
07-22-202559 29.80 32.69 36.56 39.94 42.47 
07-23-202558 29.13 31.98 35.79 39.12 41.62 
07-24-202557 28.43 31.24 34.99 38.28 40.74 
07-25-202556 28.01 30.78 34.47 37.72 40.15 
07-28-202553 25.79 28.42 31.93 35.05 37.38 
07-29-202552 25.03 27.62 31.08 34.15 36.45 
07-30-202551 24.28 26.83 30.23 33.25 35.52 
07-31-202550 24.07 26.57 29.91 32.89 35.12 
08-01-202549 23.62 26.07 29.36 32.30 34.49 
08-04-202546 21.53 23.86 26.97 29.77 31.87 
08-05-202545 20.85 23.14 26.19 28.95 31.01 
08-06-202544 20.17 22.41 25.41 28.12 30.15 
08-07-202543 19.53 21.73 24.67 27.33 29.33 
08-08-202542 19.42 21.58 24.46 27.08 29.04 
08-11-202539 17.82 19.85 22.57 25.05 26.91 
08-12-202538 17.08 19.07 21.73 24.17 25.99 
08-13-202537 17.01 18.96 21.56 23.95 25.74 
08-14-202536 16.42 18.33 20.87 23.22 24.97 
08-15-202535 16.87 18.73 21.22 23.52 25.23 
08-18-202532 15.07 16.81 19.13 21.29 22.90 
08-19-202531 14.81 16.51 18.77 20.88 22.46 
08-20-202530 14.14 15.80 18.01 20.07 21.62 
08-21-202529 14.10 15.71 17.87 19.88 21.39 
08-22-202528 13.42 14.99 17.09 19.06 20.53 
08-25-202525 10.99 12.44 14.38 16.20 17.57 
08-26-202524 10.60 12.01 13.89 15.67 16.99 
08-27-202523 9.81 11.17 13.00 14.73 16.02 
08-28-202522 9.04 10.37 12.14 13.82 15.08 
08-29-202521 8.97 10.25 11.97 13.60 14.83 
09-02-202517 6.38 7.50 9.00 10.45 11.52 
09-03-202516 5.66 6.74 8.18 9.58 10.62 
09-04-202515 5.35 6.39 7.79 9.13 10.13 
09-05-202514 5.58 6.58 7.92 9.22 10.19 
09-08-202511 3.48 4.36 5.54 6.69 7.55 
09-09-202510 3.23 4.07 5.19 6.29 7.11 
09-10-20259 2.70 3.50 4.58 5.63 6.41 
09-11-20258 2.02 2.78 3.80 4.80 5.55 
09-12-20257 1.60 2.32 3.29 4.24 4.95 
09-15-20254 1.21 1.81 2.62 3.42 4.02 
09-16-20253 0.61 1.17 1.93 2.68 3.24 
09-17-20252 0.13 0.64 1.35 2.05 2.57 
09-18-20251 -0.48 -0.01 0.64 1.29 1.76 

 
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.