Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 02-24-2025 to the Last Trade Date of 06-19-2025.]
Updated: Saturday, Feb-22-2025
8:45pm 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)
02-24-2025116 36.22 46.56 60.69 73.77 83.36 
02-25-2025115 35.80 46.05 60.05 73.03 82.53 
02-26-2025114 35.42 45.58 59.46 72.32 81.74 
02-27-2025113 35.12 45.20 58.97 71.73 81.07 
02-28-2025112 35.52 45.52 59.17 71.83 81.09 
03-03-2025109 35.12 44.88 58.19 70.53 79.57 
03-04-2025108 34.92 44.60 57.80 70.03 79.00 
03-05-2025107 34.68 44.28 57.37 69.49 78.39 
03-06-2025106 34.46 43.97 56.94 68.96 77.79 
03-07-2025105 34.93 44.37 57.22 69.14 77.88 
03-10-2025102 34.75 43.95 56.46 68.06 76.58 
03-11-2025101 34.43 43.54 55.94 67.43 75.87 
03-12-2025100 34.12 43.15 55.44 66.82 75.19 
03-13-202599 34.12 43.07 55.23 66.51 74.80 
03-14-202598 34.82 43.69 55.74 66.91 75.13 
03-17-202595 34.20 42.82 54.52 65.37 73.35 
03-18-202594 33.97 42.51 54.10 64.84 72.74 
03-19-202593 33.59 42.04 53.51 64.14 71.97 
03-20-202592 33.20 41.57 52.93 63.45 71.21 
03-21-202591 33.34 41.63 52.87 63.28 70.96 
03-24-202588 32.39 40.42 51.31 61.40 68.85 
03-25-202587 32.16 40.11 50.88 60.87 68.23 
03-26-202586 31.72 39.59 50.24 60.12 67.40 
03-27-202585 31.34 39.11 49.65 59.42 66.63 
03-28-202584 31.13 38.83 49.25 58.90 66.03 
03-31-202581 30.32 37.76 47.82 57.15 64.04 
04-01-202580 30.06 37.42 47.36 56.58 63.40 
04-02-202579 29.77 37.03 46.86 55.97 62.71 
04-03-202578 29.49 36.68 46.39 55.38 62.04 
04-04-202577 29.71 36.80 46.40 55.28 61.86 
04-07-202574 28.36 35.20 44.43 52.99 59.33 
04-08-202573 27.97 34.72 43.83 52.28 58.54 
04-09-202572 27.56 34.22 43.21 51.55 57.73 
04-10-202571 27.76 34.34 43.21 51.44 57.53 
04-11-202570 27.32 33.81 42.56 50.68 56.69 
04-14-202567 25.99 32.22 40.61 48.39 54.17 
04-15-202566 26.00 32.14 40.41 48.08 53.77 
04-16-202565 25.55 31.60 39.76 47.31 52.92 
04-17-202564 25.15 31.11 39.14 46.59 52.11 
04-21-202560 23.22 28.83 36.37 43.37 48.57 
04-22-202559 22.71 28.23 35.66 42.54 47.66 
04-23-202558 22.27 27.70 35.01 41.78 46.81 
04-24-202557 21.75 27.09 34.27 40.93 45.88 
04-25-202556 21.67 26.92 33.99 40.53 45.40 
04-28-202553 20.02 25.01 31.70 37.90 42.52 
04-29-202552 19.47 24.36 30.93 37.02 41.56 
04-30-202551 19.26 24.06 30.51 36.49 40.94 
05-01-202550 18.86 23.57 29.89 35.76 40.12 
05-02-202549 18.57 23.19 29.39 35.14 39.43 
05-05-202546 17.26 21.61 27.44 32.85 36.88 
05-06-202545 16.72 20.98 26.69 31.98 35.92 
05-07-202544 16.03 20.29 26.00 31.29 35.24 
05-08-202543 15.28 19.54 25.25 30.54 34.48 
05-09-202542 15.31 19.56 25.27 30.56 34.51 
05-12-202539 13.37 17.62 23.33 28.62 32.57 
05-13-202538 13.11 17.37 23.08 28.37 32.31 
05-14-202537 12.53 16.78 22.49 27.78 31.72 
05-15-202536 12.85 17.10 22.81 28.10 32.05 
05-16-202535 12.90 17.15 22.86 28.15 32.09 
05-19-202532 11.15 15.40 21.11 26.40 30.34 
05-20-202531 10.41 14.65 20.36 25.65 29.59 
05-21-202530 9.78 14.02 19.73 25.02 28.96 
05-22-202529 8.96 13.20 18.91 24.20 28.13 
05-23-202528 8.41 12.66 18.37 23.66 27.59 
05-27-202524 5.06 9.14 14.64 19.75 23.54 
05-28-202523 4.43 8.35 13.64 18.57 22.23 
05-29-202522 3.82 7.58 12.66 17.41 20.93 
05-30-202521 3.78 7.39 12.26 16.82 20.21 
06-02-202518 2.70 5.84 10.09 14.10 17.08 
06-03-202517 2.27 5.26 9.30 13.13 15.97 
06-04-202516 1.79 4.62 8.45 12.10 14.80 
06-05-202515 1.59 4.28 7.90 11.36 13.92 
06-06-202514 1.98 4.52 7.93 11.20 13.63 
06-09-202511 0.54 2.61 5.42 8.13 10.13 
06-10-202510 0.57 2.50 5.10 7.62 9.48 
06-11-20259 0.16 1.94 4.33 6.66 8.39 
06-12-20258 -0.31 1.31 3.51 5.65 7.23 
06-13-20257 -0.24 1.24 3.23 5.18 6.62 
06-16-20254 0.03 1.05 2.45 3.82 4.83 
06-17-20253 -0.32 0.56 1.75 2.93 3.80 
06-18-20252 -0.69 0.04 1.03 2.02 2.74 

 
No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2024 Ergo Inc. All Rights Reserved Worldwide.