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IndexArb Values vs. Time
S&P 500 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-24-2026 to the Last Trade Date of 09-17-2026.]
Updated: Friday, Apr-24-2026
12:27am 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)
04-24-2026147 61.82 71.41 84.31 95.25 103.38 
04-27-2026144 60.02 69.41 82.06 92.78 100.75 
04-28-2026143 59.43 68.76 81.32 91.97 99.89 
04-29-2026142 58.84 68.12 80.59 91.16 99.02 
04-30-2026141 58.45 67.66 80.04 90.54 98.35 
05-01-2026140 58.02 67.16 79.46 89.89 97.64 
05-04-2026137 56.48 65.43 77.47 87.68 95.27 
05-05-2026136 56.07 64.96 76.91 87.05 94.59 
05-06-2026135 55.72 64.55 76.41 86.47 93.96 
05-07-2026134 55.14 63.91 75.68 85.67 93.10 
05-08-2026133 55.52 64.21 75.90 85.82 93.19 
05-11-2026130 54.25 62.75 74.18 83.88 91.09 
05-12-2026129 53.69 62.13 73.47 83.09 90.25 
05-13-2026128 53.83 62.21 73.47 83.01 90.12 
05-14-2026127 53.39 61.70 72.87 82.35 89.40 
05-15-2026126 53.96 62.21 73.29 82.69 89.68 
05-18-2026123 52.50 60.56 71.38 80.56 87.39 
05-19-2026122 52.32 60.31 71.05 80.15 86.93 
05-20-2026121 51.95 59.88 70.53 79.56 86.28 
05-21-2026120 52.23 60.09 70.65 79.61 86.28 
05-22-2026119 52.01 59.81 70.29 79.17 85.78 
05-26-2026115 50.01 57.56 67.68 76.27 82.67 
05-27-2026114 49.39 56.87 66.91 75.42 81.77 
05-28-2026113 48.79 56.20 66.15 74.59 80.88 
05-29-2026112 48.60 55.95 65.81 74.18 80.41 
06-01-2026109 47.54 54.70 64.30 72.45 78.52 
06-02-2026108 47.03 54.13 63.64 71.71 77.73 
06-03-2026107 46.49 53.51 62.94 70.94 76.90 
06-04-2026106 46.41 53.38 62.72 70.64 76.54 
06-05-2026105 46.60 53.50 62.76 70.61 76.46 
06-08-2026102 44.76 51.47 60.46 68.08 73.77 
06-09-2026101 44.38 51.02 59.92 67.48 73.11 
06-10-2026100 44.24 50.82 59.64 67.11 72.69 
06-11-202699 43.60 50.11 58.84 66.25 71.77 
06-12-202698 43.14 49.59 58.23 65.56 71.03 
06-15-202695 43.02 49.28 57.66 64.76 70.07 
06-16-202694 42.65 48.84 57.13 64.17 69.41 
06-17-202693 42.10 48.23 56.43 63.39 68.58 
06-18-202692 41.55 47.60 55.72 62.61 67.75 
06-22-202688 39.71 45.51 53.28 59.87 64.78 
06-23-202687 39.22 44.95 52.63 59.15 64.01 
06-24-202686 38.59 44.25 51.85 58.29 63.09 
06-25-202685 37.96 43.56 51.07 57.43 62.18 
06-26-202684 37.49 43.03 50.45 56.74 61.43 
06-29-202681 35.57 40.91 48.06 54.13 58.66 
06-30-202680 35.48 40.75 47.82 53.82 58.29 
07-01-202679 35.21 40.42 47.40 53.32 57.74 
07-02-202678 34.84 39.99 46.88 52.72 57.09 
07-06-202674 33.00 37.88 44.42 49.97 54.11 
07-07-202673 32.44 37.26 43.71 49.19 53.27 
07-08-202672 31.78 36.54 42.90 48.30 52.33 
07-09-202671 31.26 35.95 42.23 47.55 51.53 
07-10-202670 31.31 35.94 42.13 47.38 51.30 
07-13-202667 29.35 33.78 39.71 44.73 48.49 
07-14-202666 28.69 33.05 38.89 43.84 47.54 
07-15-202665 28.71 33.01 38.76 43.63 47.28 
07-16-202664 28.17 32.40 38.06 42.86 46.45 
07-17-202663 27.72 31.88 37.46 42.18 45.72 
07-20-202660 25.83 29.80 35.11 39.61 42.98 
07-21-202659 25.19 29.10 34.32 38.75 42.06 
07-22-202658 24.64 28.48 33.62 37.97 41.23 
07-23-202657 24.04 27.81 32.86 37.14 40.34 
07-24-202656 23.77 27.48 32.44 36.64 39.79 
07-27-202653 21.83 25.35 30.05 34.06 37.06 
07-28-202652 21.15 24.61 29.23 33.18 36.14 
07-29-202651 20.47 23.87 28.41 32.30 35.21 
07-30-202650 19.81 23.14 27.60 31.43 34.30 
07-31-202649 20.11 23.38 27.76 31.53 34.35 
08-03-202646 18.36 21.45 25.58 29.17 31.86 
08-04-202645 17.74 20.77 24.82 28.35 30.99 
08-05-202644 17.14 20.11 24.08 27.55 30.14 
08-06-202643 16.54 19.45 23.34 26.75 29.30 
08-07-202642 16.20 19.05 22.85 26.20 28.71 
08-10-202639 15.10 17.76 21.33 24.49 26.86 
08-11-202638 14.42 17.03 20.52 23.62 25.94 
08-12-202637 13.77 16.31 19.72 22.76 25.03 
08-13-202636 13.74 16.23 19.55 22.53 24.76 
08-14-202635 14.21 16.64 19.88 22.80 24.98 
08-17-202632 12.67 14.92 17.93 20.66 22.70 
08-18-202631 12.07 14.26 17.20 19.86 21.85 
08-19-202630 12.13 14.26 17.12 19.72 21.66 
08-20-202629 12.20 14.28 17.05 19.59 21.48 
08-21-202628 11.79 13.80 16.50 18.98 20.82 
08-24-202625 9.44 11.28 13.75 16.03 17.73 
08-25-202624 9.10 10.88 13.27 15.49 17.14 
08-26-202623 8.35 10.08 12.39 14.54 16.14 
08-27-202622 7.62 9.29 11.53 13.61 15.17 
08-28-202621 7.06 8.68 10.83 12.85 14.36 
08-31-202618 5.46 6.90 8.83 10.65 12.01 
09-01-202617 5.16 6.55 8.40 10.16 11.47 
09-02-202616 4.54 5.87 7.65 9.34 10.60 
09-03-202615 4.24 5.51 7.22 8.84 10.05 
09-04-202614 4.63 5.84 7.47 9.03 10.19 
09-08-202610 2.07 3.06 4.39 5.68 6.64 
09-09-20269 1.89 2.83 4.08 5.30 6.21 
09-10-20268 1.47 2.35 3.53 4.69 5.54 
09-11-20267 1.05 1.88 2.99 4.07 4.88 
09-14-20264 -0.40 0.26 1.15 2.02 2.68 
09-15-20263 0.34 0.94 1.76 2.57 3.17 
09-16-20262 -0.16 0.39 1.13 1.87 2.42 
09-17-20261 -0.57 -0.08 0.59 1.26 1.75 

 
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