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IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-19-2026 to the Last Trade Date of 06-17-2026.]
Updated: Wednesday, Mar-18-2026
10:33pm ET

S&P 500 JUN 2026 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)
03-19-202691 41.55 45.98 51.89 55.28 57.82 
03-20-202690 41.01 45.39 51.23 54.60 57.12 
03-23-202687 39.30 43.53 49.18 52.48 54.95 
03-24-202686 38.66 42.84 48.42 51.69 54.15 
03-25-202685 38.21 42.34 47.85 51.11 53.54 
03-26-202684 37.53 41.61 47.06 50.29 52.71 
03-27-202683 37.02 41.05 46.43 49.64 52.04 
03-30-202680 34.91 38.80 43.98 47.12 49.47 
03-31-202679 34.87 38.70 43.82 46.93 49.26 
04-01-202678 34.42 38.21 43.26 46.35 48.66 
04-02-202677 34.14 37.87 42.86 45.93 48.22 
04-06-202673 31.95 35.49 40.23 43.19 45.41 
04-07-202672 31.31 34.81 39.48 42.42 44.62 
04-08-202671 30.61 34.06 38.67 41.58 43.76 
04-09-202670 30.14 33.54 38.08 40.97 43.13 
04-10-202669 30.24 33.59 38.07 40.93 43.08 
04-13-202666 28.16 31.37 35.66 38.44 40.53 
04-14-202665 27.56 30.72 34.95 37.71 39.78 
04-15-202664 27.40 30.52 34.68 37.42 39.46 
04-16-202663 26.97 30.04 34.14 36.85 38.88 
04-17-202662 26.29 29.32 33.36 36.04 38.04 
04-20-202659 24.38 27.26 31.12 33.71 35.66 
04-21-202658 23.71 26.55 30.34 32.91 34.84 
04-22-202657 23.14 25.93 29.66 32.21 34.11 
04-23-202656 22.55 25.29 28.96 31.48 33.36 
04-24-202655 22.19 24.89 28.50 30.99 32.85 
04-27-202652 20.28 22.85 26.27 28.68 30.47 
04-28-202651 19.59 22.11 25.47 27.85 29.63 
04-29-202650 18.92 21.39 24.70 27.05 28.80 
04-30-202649 18.75 21.17 24.42 26.74 28.47 
05-01-202648 18.27 20.66 23.84 26.13 27.84 
05-04-202645 16.38 18.63 21.63 23.83 25.48 
05-05-202644 15.72 17.93 20.88 23.05 24.67 
05-06-202643 15.30 17.46 20.35 22.49 24.09 
05-07-202642 14.69 16.80 19.63 21.74 23.32 
05-08-202641 14.90 16.97 19.75 21.82 23.38 
05-11-202638 13.51 15.45 18.05 20.03 21.52 
05-12-202637 12.88 14.78 17.33 19.28 20.74 
05-13-202636 12.98 14.84 17.32 19.24 20.68 
05-14-202635 12.45 14.27 16.70 18.58 20.00 
05-15-202634 12.90 14.68 17.05 18.90 20.29 
05-18-202631 11.27 12.92 15.12 16.88 18.20 
05-19-202630 10.97 12.57 14.72 16.44 17.73 
05-20-202629 10.50 12.06 14.15 15.84 17.11 
05-21-202628 10.62 12.15 14.18 15.84 17.08 
05-22-202627 10.25 11.73 13.71 15.34 16.55 
05-26-202623 7.83 9.15 10.91 12.40 13.51 
05-27-202622 7.12 8.40 10.11 11.55 12.64 
05-28-202621 6.44 7.67 9.33 10.74 11.80 
05-29-202620 6.17 7.37 8.98 10.35 11.38 
06-01-202617 4.90 5.98 7.42 8.69 9.64 
06-02-202616 4.34 5.38 6.77 8.00 8.93 
06-03-202615 3.77 4.78 6.12 7.31 8.20 
06-04-202614 3.61 4.58 5.87 7.02 7.89 
06-05-202613 3.78 4.71 5.94 7.06 7.90 
06-08-202610 1.93 2.74 3.83 4.83 5.58 
06-09-20269 1.54 2.32 3.35 4.32 5.04 
06-10-20268 1.41 2.14 3.13 4.05 4.74 
06-11-20267 0.77 1.47 2.41 3.29 3.95 
06-12-20266 0.32 0.99 1.87 2.72 3.35 
06-15-20263 0.29 0.84 1.59 2.31 2.85 
06-16-20262 -0.04 0.48 1.17 1.85 2.36 
06-17-20261 -0.53 -0.06 0.59 1.23 1.70 

 
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