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IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-03-2025 to the Last Trade Date of 06-19-2025.]
Updated: Wednesday, Apr-02-2025
9:53pm 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)
04-03-202578 32.07 36.40 42.20 49.70 55.31 
04-04-202577 32.13 36.42 42.16 49.56 55.09 
04-07-202574 30.21 34.37 39.94 47.05 52.36 
04-08-202573 29.56 33.68 39.19 46.20 51.44 
04-09-202572 28.97 33.04 38.50 45.41 50.58 
04-10-202571 29.20 33.23 38.63 45.45 50.53 
04-11-202570 28.67 32.66 38.00 44.72 49.73 
04-14-202567 26.77 30.63 35.80 42.22 47.02 
04-15-202566 26.68 30.49 35.60 41.93 46.66 
04-16-202565 26.09 29.86 34.91 41.14 45.79 
04-17-202564 25.49 29.21 34.20 40.34 44.92 
04-21-202560 22.96 26.51 31.26 37.02 41.32 
04-22-202559 22.43 25.93 30.62 36.29 40.52 
04-23-202558 21.89 25.34 29.97 35.54 39.70 
04-24-202557 21.23 24.64 29.20 34.68 38.77 
04-25-202556 20.94 24.31 28.81 34.19 38.21 
04-28-202553 19.00 22.22 26.53 31.64 35.45 
04-29-202552 18.34 21.52 25.77 30.78 34.53 
04-30-202551 18.03 21.15 25.34 30.26 33.94 
05-01-202550 17.53 20.61 24.74 29.57 33.18 
05-02-202549 17.16 20.19 24.25 28.99 32.53 
05-05-202546 15.60 18.49 22.36 26.83 30.16 
05-06-202545 14.99 17.83 21.63 26.01 29.28 
05-07-202544 14.45 17.24 20.98 25.27 28.47 
05-08-202543 13.85 16.59 20.26 24.46 27.60 
05-09-202542 14.03 16.72 20.33 24.44 27.50 
05-12-202539 12.56 15.10 18.51 22.35 25.22 
05-13-202538 12.47 14.96 18.30 22.05 24.86 
05-14-202537 12.12 14.56 17.83 21.50 24.23 
05-15-202536 12.62 15.01 18.22 21.80 24.47 
05-16-202535 12.87 15.21 18.35 21.84 24.45 
05-19-202532 11.71 13.89 16.82 20.06 22.47 
05-20-202531 11.16 13.30 16.16 19.31 21.65 
05-21-202530 10.70 12.78 15.58 18.64 20.92 
05-22-202529 10.05 12.09 14.81 17.78 20.00 
05-23-202528 9.62 11.60 14.25 17.14 19.30 
05-27-202524 7.37 9.14 11.51 14.06 15.97 
05-28-202523 6.73 8.44 10.74 13.21 15.05 
05-29-202522 6.09 7.75 9.98 12.37 14.14 
05-30-202521 6.03 7.64 9.79 12.09 13.81 
06-02-202518 4.69 6.14 8.08 10.13 11.66 
06-03-202517 4.21 5.60 7.47 9.44 10.91 
06-04-202516 3.66 5.00 6.80 8.68 10.09 
06-05-202515 3.50 4.78 6.51 8.31 9.65 
06-06-202514 3.82 5.05 6.70 8.42 9.70 
06-09-202511 2.10 3.16 4.59 6.07 7.17 
06-10-202510 2.02 3.03 4.38 5.78 6.82 
06-11-20259 1.55 2.51 3.79 5.10 6.08 
06-12-20258 0.96 1.85 3.06 4.29 5.21 
06-13-20257 0.90 1.74 2.87 4.03 4.89 
06-16-20254 0.68 1.35 2.26 3.17 3.85 
06-17-20253 0.18 0.79 1.62 2.46 3.08 
06-18-20252 -0.35 0.20 0.95 1.71 2.27 

 
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