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IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-25-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, Apr-24-2025
9:55pm ET

S&P 500 JUN 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)
04-25-202556 15.79 20.93 27.82 36.03 42.14 
04-28-202553 14.24 19.15 25.74 33.50 39.29 
04-29-202552 13.71 18.54 25.03 32.65 38.32 
04-30-202551 13.60 18.35 24.74 32.21 37.78 
05-01-202550 13.19 17.86 24.14 31.47 36.93 
05-02-202549 12.97 17.57 23.75 30.93 36.28 
05-05-202546 11.52 15.89 21.75 28.51 33.53 
05-06-202545 11.01 15.30 21.06 27.67 32.59 
05-07-202544 10.58 14.79 20.44 26.91 31.72 
05-08-202543 10.03 14.16 19.70 26.03 30.74 
05-09-202542 10.28 14.33 19.77 25.95 30.55 
05-12-202539 9.12 12.93 18.05 23.81 28.10 
05-13-202538 9.12 12.85 17.86 23.48 27.67 
05-14-202537 8.87 12.51 17.42 22.90 26.98 
05-15-202536 9.47 13.03 17.83 23.17 27.15 
05-16-202535 9.81 13.30 17.98 23.18 27.06 
05-19-202532 8.95 12.18 16.54 21.33 24.89 
05-20-202531 8.49 11.65 15.89 20.54 24.01 
05-21-202530 8.13 11.20 15.33 19.85 23.21 
05-22-202529 7.53 10.52 14.54 18.92 22.18 
05-23-202528 7.15 10.06 13.96 18.21 21.36 
05-27-202524 5.14 7.71 11.16 14.86 17.62 
05-28-202523 4.56 7.04 10.38 13.95 16.61 
05-29-202522 4.00 6.40 9.62 13.06 15.61 
05-30-202521 4.01 6.32 9.42 12.73 15.19 
06-02-202518 2.90 4.95 7.71 10.61 12.78 
06-03-202517 2.49 4.46 7.10 9.88 11.94 
06-04-202516 2.03 3.90 6.43 9.07 11.04 
06-05-202515 1.95 3.74 6.14 8.66 10.53 
06-06-202514 2.36 4.06 6.35 8.73 10.51 
06-09-202511 0.91 2.34 4.28 6.27 7.75 
06-10-202510 0.92 2.27 4.09 5.95 7.34 
06-11-20259 0.55 1.81 3.51 5.25 6.54 
06-12-20258 0.06 1.22 2.80 4.41 5.60 
06-13-20257 0.11 1.19 2.64 4.13 5.23 
06-16-20254 0.20 1.01 2.10 3.20 4.02 
06-17-20253 -0.19 0.53 1.50 2.47 3.19 
06-18-20252 -0.61 0.01 0.86 1.71 2.33 

 
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