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IndexArb Values vs. Time
S&P 500 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-14-2026 to the Last Trade Date of 09-17-2026.]
Updated: Wednesday, May-13-2026
10:30pm ET

S&P 500 SEP 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)
05-14-2026127 52.88 61.42 73.12 83.76 91.52 
05-15-2026126 53.67 62.14 73.75 84.31 92.00 
05-18-2026123 52.51 60.80 72.15 82.47 90.00 
05-19-2026122 52.51 60.74 72.01 82.25 89.73 
05-20-2026121 52.18 60.35 71.54 81.71 89.14 
05-21-2026120 52.60 60.71 71.82 81.91 89.28 
05-22-2026119 52.56 60.62 71.64 81.65 88.97 
05-26-2026115 51.04 58.86 69.54 79.25 86.36 
05-27-2026114 50.59 58.35 68.95 78.58 85.63 
05-28-2026113 50.12 57.81 68.33 77.89 84.88 
05-29-2026112 50.07 57.70 68.13 77.61 84.56 
06-01-2026109 49.33 56.79 66.96 76.21 82.99 
06-02-2026108 48.88 56.28 66.37 75.54 82.26 
06-03-2026107 48.47 55.81 65.81 74.90 81.57 
06-04-2026106 48.52 55.80 65.72 74.73 81.35 
06-05-2026105 48.83 56.04 65.87 74.81 81.37 
06-08-2026102 47.53 54.57 64.14 72.84 79.23 
06-09-2026101 47.24 54.21 63.70 72.32 78.66 
06-10-2026100 46.89 53.80 63.20 71.74 78.02 
06-11-202699 46.38 53.22 62.53 71.00 77.22 
06-12-202698 46.02 52.81 62.03 70.42 76.59 
06-15-202695 46.20 52.80 61.76 69.91 75.91 
06-16-202694 45.81 52.35 61.22 69.29 75.23 
06-17-202693 45.33 51.80 60.59 68.57 74.46 
06-18-202692 44.83 51.25 59.94 67.85 73.68 
06-22-202688 43.27 49.43 57.77 65.36 70.95 
06-23-202687 42.88 48.98 57.23 64.74 70.28 
06-24-202686 42.31 48.34 56.50 63.93 69.41 
06-25-202685 41.78 47.75 55.82 63.17 68.59 
06-26-202684 41.36 47.27 55.26 62.52 67.88 
06-29-202681 39.58 45.29 53.01 60.02 65.22 
06-30-202680 39.55 45.20 52.83 59.77 64.90 
07-01-202679 39.28 44.87 52.41 59.26 64.33 
07-02-202678 38.97 44.49 51.94 58.71 63.73 
07-06-202674 37.25 42.50 49.59 56.04 60.81 
07-07-202673 36.67 41.85 48.85 55.21 59.93 
07-08-202672 36.03 41.15 48.06 54.34 59.00 
07-09-202671 35.53 40.59 47.41 53.60 58.20 
07-10-202670 35.59 40.58 47.30 53.42 57.95 
07-13-202667 33.67 38.46 44.91 50.77 55.13 
07-14-202666 33.01 37.74 44.10 49.88 54.17 
07-15-202665 33.04 37.70 43.97 49.66 53.90 
07-16-202664 32.50 37.09 43.27 48.88 53.06 
07-17-202663 32.07 36.60 42.68 48.21 52.32 
07-20-202660 30.18 34.50 40.31 45.59 49.51 
07-21-202659 29.54 33.79 39.50 44.70 48.56 
07-22-202658 28.98 33.17 38.79 43.90 47.70 
07-23-202657 28.36 32.48 38.01 43.03 46.77 
07-24-202656 28.08 32.13 37.57 42.51 46.19 
07-27-202653 26.11 29.95 35.10 39.79 43.28 
07-28-202652 25.42 29.19 34.25 38.85 42.28 
07-29-202651 24.72 28.43 33.40 37.91 41.28 
07-30-202650 24.05 27.68 32.55 36.98 40.29 
07-31-202649 24.30 27.87 32.64 36.99 40.23 
08-03-202646 22.48 25.84 30.34 34.42 37.48 
08-04-202645 21.84 25.13 29.53 33.53 36.52 
08-05-202644 21.05 24.34 28.74 32.74 35.73 
08-06-202643 20.26 23.55 27.95 31.95 34.94 
08-07-202642 19.72 23.01 27.41 31.41 34.40 
08-10-202639 18.00 21.29 25.69 29.69 32.68 
08-11-202638 17.13 20.42 24.82 28.82 31.80 
08-12-202637 16.26 19.55 23.95 27.95 30.94 
08-13-202636 16.01 19.29 23.69 27.69 30.68 
08-14-202635 16.27 19.56 23.96 27.96 30.94 
08-17-202632 14.68 17.71 21.77 25.49 28.27 
08-18-202631 14.06 17.01 20.96 24.58 27.29 
08-19-202630 13.81 16.68 20.51 24.05 26.69 
08-20-202629 13.74 16.52 20.25 23.69 26.26 
08-21-202628 13.20 15.90 19.51 22.86 25.35 
08-24-202625 10.49 12.93 16.21 19.28 21.56 
08-25-202624 10.03 12.40 15.57 18.53 20.75 
08-26-202623 9.18 11.46 14.52 17.39 19.53 
08-27-202622 8.35 10.55 13.50 16.28 18.35 
08-28-202621 7.70 9.82 12.66 15.34 17.34 
08-31-202618 5.84 7.72 10.23 12.62 14.40 
09-01-202617 5.47 7.27 9.67 11.96 13.67 
09-02-202616 4.79 6.50 8.80 10.99 12.63 
09-03-202615 4.43 6.06 8.25 10.35 11.91 
09-04-202614 4.77 6.32 8.40 10.40 11.89 
09-08-202610 2.05 3.28 4.93 6.53 7.73 
09-09-20269 1.84 3.00 4.54 6.05 7.17 
09-10-20268 1.40 2.48 3.91 5.32 6.37 
09-11-20267 0.97 1.96 3.30 4.60 5.57 
09-14-20264 -0.49 0.26 1.28 2.28 3.03 
09-15-20263 0.28 0.96 1.87 2.78 3.45 
09-16-20262 -0.20 0.39 1.20 2.00 2.59 
09-17-20261 -0.60 -0.08 0.62 1.32 1.83 

 
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