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IndexArb Values vs. Time
S&P 500 JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-22-2025 to the Last Trade Date of 06-19-2025.]
Updated: Tuesday, Jan-21-2025
10:50pm 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)
01-22-2025149 81.86 86.56 92.88 101.43 107.79 
01-23-2025148 81.27 85.94 92.22 100.72 107.04 
01-24-2025147 81.16 85.80 92.04 100.48 106.76 
01-27-2025144 78.95 83.50 89.62 97.89 104.05 
01-28-2025143 78.20 82.72 88.79 97.01 103.12 
01-29-2025142 77.48 81.97 88.00 96.16 102.23 
01-30-2025141 76.89 81.35 87.33 95.43 101.46 
01-31-2025140 76.60 81.02 86.97 95.01 101.00 
02-03-2025137 74.53 78.86 84.68 92.55 98.41 
02-04-2025136 73.90 78.20 83.97 91.79 97.61 
02-05-2025135 73.26 77.53 83.26 91.02 96.80 
02-06-2025134 72.50 76.74 82.43 90.13 95.87 
02-07-2025133 72.20 76.41 82.06 89.70 95.40 
02-10-2025130 71.21 75.32 80.84 88.32 93.89 
02-11-2025129 70.47 74.55 80.03 87.45 92.97 
02-12-2025128 69.89 73.94 79.38 86.74 92.22 
02-13-2025127 69.19 73.21 78.61 85.91 91.35 
02-14-2025126 69.89 73.88 79.24 86.48 91.88 
02-18-2025122 67.62 71.48 76.67 83.69 88.92 
02-19-2025121 67.02 70.85 76.00 82.96 88.14 
02-20-2025120 67.07 70.87 75.97 82.87 88.02 
02-21-2025119 66.81 70.58 75.64 82.48 87.59 
02-24-2025116 64.62 68.30 73.23 79.91 84.88 
02-25-2025115 63.88 67.53 72.42 79.03 83.97 
02-26-2025114 63.12 66.73 71.58 78.14 83.03 
02-27-2025113 62.36 65.94 70.75 77.25 82.10 
02-28-2025112 62.46 66.02 70.78 77.22 82.03 
03-03-2025109 60.87 64.33 68.96 75.24 79.92 
03-04-2025108 60.16 63.58 68.18 74.39 79.03 
03-05-2025107 59.55 62.94 67.50 73.66 78.25 
03-06-2025106 58.92 62.29 66.80 72.90 77.45 
03-07-2025105 59.09 62.43 66.89 72.94 77.45 
03-10-2025102 57.82 61.06 65.40 71.27 75.65 
03-11-2025101 57.05 60.26 64.56 70.37 74.71 
03-12-2025100 56.39 59.56 63.82 69.58 73.87 
03-13-202599 56.00 59.15 63.36 69.06 73.32 
03-14-202598 56.29 59.40 63.58 69.22 73.43 
03-17-202595 54.66 57.68 61.72 67.19 71.28 
03-18-202594 53.97 56.96 60.96 66.38 70.42 
03-19-202593 53.23 56.18 60.14 65.50 69.50 
03-20-202592 52.49 55.41 59.33 64.63 68.58 
03-21-202591 52.16 55.05 58.93 64.17 68.08 
03-24-202588 50.16 52.96 56.70 61.78 65.56 
03-25-202587 49.59 52.36 56.06 61.08 64.82 
03-26-202586 48.82 51.55 55.22 60.17 63.87 
03-27-202585 48.10 50.80 54.42 59.32 62.98 
03-28-202584 47.53 50.21 53.78 58.62 62.24 
03-31-202581 45.74 48.31 51.76 56.43 59.92 
04-01-202580 45.23 47.78 51.18 55.80 59.24 
04-02-202579 44.61 47.12 50.49 55.04 58.44 
04-03-202578 43.83 46.31 49.64 54.13 57.49 
04-04-202577 43.93 46.38 49.66 54.10 57.42 
04-07-202574 41.76 44.12 47.27 51.54 54.72 
04-08-202573 41.07 43.40 46.51 50.72 53.86 
04-09-202572 40.29 42.59 45.66 49.81 52.91 
04-10-202571 40.21 42.47 45.50 49.59 52.65 
04-11-202570 39.48 41.71 44.70 48.73 51.75 
04-14-202567 37.32 39.46 42.31 46.18 49.07 
04-15-202566 37.09 39.19 42.01 45.81 48.66 
04-16-202565 36.38 38.45 41.22 44.97 47.77 
04-17-202564 35.70 37.75 40.47 44.17 46.93 
04-21-202560 32.74 34.66 37.21 40.68 43.27 
04-22-202559 31.99 33.87 36.38 39.79 42.34 
04-23-202558 31.30 33.15 35.62 38.97 41.47 
04-24-202557 30.50 32.33 34.78 38.07 40.54 
04-25-202556 30.15 31.97 34.39 37.63 40.05 
04-28-202553 27.72 29.47 31.81 34.89 37.19 
04-29-202552 26.90 28.64 30.95 33.98 36.24 
04-30-202551 26.51 28.23 30.52 33.49 35.71 
05-01-202550 25.79 27.48 29.74 32.66 34.85 
05-02-202549 25.26 26.93 29.17 32.03 34.18 
05-05-202546 23.23 24.84 26.99 29.70 31.73 
05-06-202545 22.46 24.05 26.17 28.83 30.82 
05-07-202544 21.76 23.32 25.42 28.03 29.98 
05-08-202543 20.98 22.52 24.59 27.15 29.06 
05-09-202542 20.95 22.47 24.51 27.02 28.89 
05-12-202539 19.11 20.56 22.51 24.87 26.63 
05-13-202538 18.85 20.28 22.20 24.51 26.24 
05-14-202537 18.26 19.67 21.55 23.81 25.51 
05-15-202536 18.57 19.96 21.81 24.03 25.68 
05-16-202535 18.69 20.05 21.88 24.04 25.66 
05-19-202532 17.05 18.35 20.08 22.10 23.61 
05-20-202531 16.32 17.59 19.29 21.26 22.73 
05-21-202530 15.56 16.81 18.47 20.40 21.84 
05-22-202529 14.66 15.88 17.52 19.39 20.80 
05-23-202528 14.02 15.22 16.81 18.65 20.01 
05-27-202524 10.94 12.03 13.50 15.15 16.37 
05-28-202523 10.10 11.18 12.61 14.21 15.40 
05-29-202522 9.26 10.31 11.71 13.26 14.42 
05-30-202521 8.97 9.99 11.36 12.87 13.99 
06-02-202518 7.30 8.24 9.50 10.87 11.90 
06-03-202517 6.58 7.49 8.72 10.05 11.04 
06-04-202516 5.86 6.75 7.94 9.23 10.18 
06-05-202515 5.45 6.31 7.47 8.71 9.63 
06-06-202514 5.59 6.43 7.55 8.75 9.64 
06-09-202511 3.41 4.17 5.18 6.25 7.04 
06-10-202510 3.20 3.93 4.90 5.92 6.69 
06-11-20259 2.54 3.24 4.18 5.16 5.88 
06-12-20258 1.81 2.48 3.39 4.32 5.02 
06-13-20257 1.58 2.23 3.09 3.98 4.65 
06-16-20254 1.11 1.67 2.42 3.18 3.75 
06-17-20253 0.47 1.00 1.71 2.44 2.98 
06-18-20252 -0.17 0.33 1.00 1.69 2.19 

 
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