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IndexArb Values vs. Time S&P 500 DEC 2024 Futures Contract [Index Arbitrage Program Trading Premium Values from 12-03-2024 to the Last Trade Date of 12-19-2024.] Updated: Monday, Dec-02-2024 8:35pm ET

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) 12-03-2024 17  8.99  10.69  12.98  15.67  17.67  12-04-2024 16  7.94  9.57  11.77  14.33  16.24  12-05-2024 15  7.18  8.74  10.85  13.28  15.08  12-06-2024 14  6.76  8.26  10.28  12.57  14.28  12-09-2024 11  4.55  5.84  7.57  9.48  10.91  12-10-2024 10  3.75  4.96  6.59  8.38  9.71  12-11-2024 9  2.94  4.08  5.61  7.28  8.52  12-12-2024 8  2.10  3.17  4.60  6.15  7.29  12-13-2024 7  2.14  3.13  4.47  5.89  6.94  12-16-2024 4  0.68  1.44  2.46  3.53  4.31  12-17-2024 3  0.06  0.74  1.66  2.61  3.30  12-18-2024 2  -0.45  0.15  0.97  1.80  2.41  12-19-2024 1  -1.05  -0.53  0.17  0.89  1.41

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