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IndexArb Values vs. Time
S&P 500 DEC 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 09-18-2025 to the Last Trade Date of 12-18-2025.]
Updated: Wednesday, Sept-17-2025
8:28pm ET

S&P 500 DEC 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)
09-18-202592 58.17 58.93 59.95 64.93 68.66 
09-19-202591 57.28 58.06 59.11 64.01 67.68 
09-22-202588 55.10 55.93 57.05 61.73 65.22 
09-23-202587 54.20 55.05 56.19 60.79 64.23 
09-24-202586 53.34 54.21 55.37 59.89 63.28 
09-25-202585 52.78 53.66 54.84 59.30 62.63 
09-26-202584 52.11 53.01 54.21 58.60 61.87 
09-29-202581 49.45 50.39 51.64 55.81 58.94 
09-30-202580 49.15 50.10 51.37 55.47 58.55 
10-01-202579 48.68 49.64 50.92 54.96 57.98 
10-02-202578 47.87 48.84 50.14 54.11 57.09 
10-03-202577 47.46 48.44 49.75 53.66 56.58 
10-06-202574 45.34 46.35 47.69 51.41 54.19 
10-07-202573 44.48 45.49 46.84 50.50 53.23 
10-08-202572 43.60 44.61 45.97 49.57 52.26 
10-09-202571 43.02 44.04 45.41 48.95 51.59 
10-10-202570 42.86 43.89 45.26 48.74 51.34 
10-13-202567 40.24 41.28 42.67 45.97 48.45 
10-14-202566 39.36 40.41 41.80 45.05 47.48 
10-15-202565 39.02 40.06 41.46 44.66 47.05 
10-16-202564 38.27 39.32 40.72 43.86 46.21 
10-17-202563 37.62 38.67 40.07 43.15 45.46 
10-20-202560 35.10 36.16 37.57 40.49 42.68 
10-21-202559 34.24 35.29 36.70 39.57 41.72 
10-22-202558 33.50 34.55 35.96 38.78 40.89 
10-23-202557 32.74 33.79 35.19 37.96 40.03 
10-24-202556 32.17 33.22 34.62 37.34 39.38 
10-27-202553 29.74 30.79 32.18 34.75 36.68 
10-28-202552 28.88 29.92 31.31 33.83 35.72 
10-29-202551 28.02 29.06 30.44 32.92 34.77 
10-30-202550 27.16 28.19 29.57 32.00 33.82 
10-31-202549 26.90 27.93 29.31 31.69 33.47 
11-03-202546 24.69 25.71 27.06 29.31 30.99 
11-04-202545 23.88 24.88 26.23 28.43 30.08 
11-05-202544 23.05 24.06 25.39 27.55 29.17 
11-06-202543 22.23 23.22 24.55 26.67 28.25 
11-07-202542 22.19 23.18 24.50 26.57 28.12 
11-10-202539 20.37 21.34 22.63 24.57 26.03 
11-11-202538 19.54 20.50 21.77 23.68 25.10 
11-12-202537 19.03 19.97 21.24 23.10 24.50 
11-13-202536 18.88 19.82 21.07 22.90 24.26 
11-14-202535 19.10 20.04 21.28 23.06 24.40 
11-17-202532 17.17 18.07 19.27 20.94 22.18 
11-18-202531 16.70 17.59 18.78 20.41 21.62 
11-19-202530 16.01 16.89 18.06 19.65 20.84 
11-20-202529 16.10 16.97 18.13 19.68 20.84 
11-21-202528 15.41 16.27 17.41 18.93 20.06 
11-24-202525 12.81 13.64 14.74 16.14 17.19 
11-25-202524 12.42 13.23 14.31 15.68 16.70 
11-26-202523 11.61 12.41 13.47 14.81 15.80 
11-28-202521 10.22 11.00 12.03 13.29 14.23 
12-01-202518 8.72 9.45 10.43 11.59 12.45 
12-02-202517 7.89 8.60 9.57 10.69 11.53 
12-03-202516 7.13 7.84 8.78 9.87 10.69 
12-04-202515 6.73 7.42 8.35 9.41 10.20 
12-05-202514 7.04 7.71 8.61 9.64 10.41 
12-08-202511 4.91 5.54 6.39 7.32 8.01 
12-09-202510 4.48 5.09 5.91 6.81 7.48 
12-10-20259 3.87 4.47 5.27 6.14 6.79 
12-11-20258 3.09 3.67 4.45 5.29 5.91 
12-12-20257 2.64 3.20 3.96 4.77 5.37 
12-15-20254 1.35 1.86 2.56 3.27 3.81 
12-16-20253 0.67 1.17 1.84 2.52 3.03 
12-17-20252 -0.10 0.38 1.03 1.69 2.17 
12-18-20251 -0.68 -0.22 0.40 1.03 1.49 

 
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