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IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-09-2026 to the Last Trade Date of 06-17-2026.]
Updated: Thursday, Apr-09-2026
12:31am 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)
04-09-202670 28.79 33.94 40.82 46.94 51.51 
04-10-202669 28.81 33.88 40.68 46.72 51.23 
04-13-202666 26.83 31.70 38.21 44.02 48.37 
04-14-202665 26.27 31.06 37.48 43.22 47.51 
04-15-202664 26.16 30.88 37.21 42.87 47.11 
04-16-202663 25.57 30.22 36.45 42.04 46.22 
04-17-202662 24.92 29.51 35.64 41.16 45.28 
04-20-202659 23.11 27.48 33.34 38.63 42.58 
04-21-202658 22.47 26.78 32.54 37.75 41.65 
04-22-202657 21.93 26.17 31.84 36.98 40.82 
04-23-202656 21.37 25.54 31.11 36.18 39.96 
04-24-202655 21.04 25.14 30.62 35.61 39.34 
04-27-202652 19.22 23.11 28.32 33.08 36.63 
04-28-202651 18.56 22.38 27.49 32.18 35.68 
04-29-202650 17.90 21.65 26.67 31.28 34.72 
04-30-202649 17.76 21.45 26.38 30.91 34.29 
05-01-202648 17.34 20.96 25.80 30.25 33.58 
05-04-202645 15.53 18.94 23.50 27.72 30.87 
05-05-202644 14.98 18.32 22.79 26.94 30.03 
05-06-202643 14.57 17.85 22.23 26.30 29.33 
05-07-202642 13.95 17.16 21.45 25.44 28.42 
05-08-202641 14.19 17.33 21.53 25.44 28.36 
05-11-202638 12.87 15.80 19.73 23.41 26.15 
05-12-202637 12.27 15.13 18.97 22.57 25.26 
05-13-202636 12.37 15.17 18.92 22.44 25.07 
05-14-202635 11.87 14.60 18.26 21.70 24.27 
05-15-202634 12.34 15.00 18.57 21.93 24.44 
05-18-202631 10.77 13.24 16.54 19.66 22.00 
05-19-202630 10.56 12.95 16.17 19.21 21.49 
05-20-202629 10.06 12.39 15.51 18.48 20.70 
05-21-202628 10.16 12.43 15.46 18.35 20.50 
05-22-202627 9.78 11.98 14.92 17.73 19.83 
05-26-202623 7.31 9.24 11.83 14.32 16.17 
05-27-202622 6.59 8.46 10.96 13.36 15.16 
05-28-202621 5.90 7.70 10.12 12.44 14.18 
05-29-202620 5.64 7.37 9.70 11.94 13.62 
06-01-202617 4.37 5.91 7.97 9.97 11.47 
06-02-202616 3.82 5.29 7.27 9.19 10.62 
06-03-202615 3.26 4.67 6.56 8.40 9.77 
06-04-202614 3.12 4.46 6.27 8.02 9.33 
06-05-202613 3.30 4.58 6.29 7.97 9.22 
06-08-202610 1.52 2.60 4.06 5.49 6.55 
06-09-20269 1.16 2.18 3.55 4.90 5.90 
06-10-20268 1.05 2.01 3.29 4.56 5.50 
06-11-20267 0.45 1.34 2.54 3.72 4.60 
06-12-20266 0.04 0.87 1.98 3.08 3.90 
06-15-20263 0.14 0.77 1.63 2.48 3.11 
06-16-20262 -0.14 0.42 1.19 1.96 2.53 
06-17-20261 -0.59 -0.09 0.60 1.28 1.78 

 
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