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IndexArb Values vs. Time
S&P 500 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 11-21-2024 to the Last Trade Date of 03-20-2025.]
Updated: Wednesday, Nov-20-2024
11:39pm ET

S&P 500 MAR 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)
11-21-2024120 75.66 84.32 95.89 108.81 118.49 
11-22-2024119 75.20 83.79 95.27 108.09 117.70 
11-25-2024116 72.82 81.20 92.38 104.88 114.24 
11-26-2024115 72.36 80.66 91.75 104.14 113.42 
11-27-2024114 71.84 80.07 91.06 103.33 112.53 
11-29-2024112 70.66 78.74 89.53 101.58 110.61 
12-02-2024109 68.65 76.50 86.99 98.71 107.49 
12-03-2024108 67.88 75.66 86.05 97.66 106.36 
12-04-2024107 67.18 74.89 85.18 96.67 105.28 
12-05-2024106 66.64 74.27 84.47 95.85 104.38 
12-06-2024105 66.44 73.99 84.09 95.36 103.81 
12-09-2024102 64.54 71.87 81.67 92.61 100.80 
12-10-2024101 63.81 71.06 80.76 91.59 99.71 
12-11-2024100 63.03 70.22 79.82 90.54 98.57 
12-12-202499 62.20 69.31 78.81 89.42 97.37 
12-13-202498 62.16 69.20 78.60 89.10 96.96 
12-16-202495 60.50 67.32 76.42 86.59 94.21 
12-17-202494 59.68 66.42 75.43 85.49 93.02 
12-18-202493 58.96 65.62 74.53 84.48 91.93 
12-19-202492 58.10 64.69 73.50 83.34 90.71 
12-20-202491 57.88 64.39 73.11 82.84 90.12 
12-23-202488 55.28 61.57 69.99 79.39 86.43 
12-24-202487 54.41 60.63 68.95 78.24 85.19 
12-26-202485 52.87 58.95 67.07 76.15 82.94 
12-27-202484 52.54 58.54 66.56 75.53 82.23 
12-30-202481 49.95 55.73 63.46 72.10 78.56 
12-31-202480 49.63 55.33 62.97 71.50 77.87 
01-02-202578 48.20 53.76 61.20 69.51 75.72 
01-03-202577 47.78 53.26 60.61 68.81 74.94 
01-06-202574 45.65 50.92 57.97 65.84 71.73 
01-07-202573 44.80 50.00 56.95 64.72 70.52 
01-08-202572 44.16 49.28 56.14 63.80 69.52 
01-09-202571 43.48 48.53 55.29 62.84 68.48 
01-10-202570 43.33 48.31 54.97 62.41 67.97 
01-13-202567 40.76 45.52 51.89 59.00 64.32 
01-14-202566 40.00 44.68 50.96 57.96 63.20 
01-15-202565 39.64 44.25 50.43 57.33 62.48 
01-16-202564 38.78 43.32 49.40 56.19 61.27 
01-17-202563 38.04 42.51 48.49 55.18 60.17 
01-21-202559 34.80 38.98 44.57 50.82 55.49 
01-22-202558 34.03 38.14 43.64 49.78 54.37 
01-23-202557 33.18 37.22 42.62 48.65 53.16 
01-24-202556 32.74 36.70 42.01 47.94 52.37 
01-27-202553 30.23 33.97 38.99 44.60 48.78 
01-28-202552 29.38 33.05 37.97 43.47 47.58 
01-29-202551 28.55 32.15 36.98 42.37 46.39 
01-30-202550 27.82 31.35 36.08 41.37 45.31 
01-31-202549 27.72 31.18 35.81 40.99 44.85 
02-03-202546 25.39 28.63 32.98 37.84 41.46 
02-04-202545 24.67 27.84 32.09 36.84 40.39 
02-05-202544 23.73 26.90 31.15 35.90 39.44 
02-06-202543 22.79 25.96 30.21 34.96 38.51 
02-07-202542 22.25 25.42 29.68 34.42 37.97 
02-10-202539 20.53 23.70 27.95 32.70 36.24 
02-11-202538 19.58 22.75 27.00 31.75 35.29 
02-12-202537 18.76 21.93 26.18 30.93 34.47 
02-13-202536 17.83 20.99 25.25 29.99 33.53 
02-14-202535 18.21 21.37 25.62 30.37 33.91 
02-18-202531 14.61 17.77 22.03 26.77 30.31 
02-19-202530 14.62 17.78 22.03 26.78 30.32 
02-20-202529 13.41 16.57 20.82 25.57 29.11 
02-21-202528 12.88 15.96 20.09 24.69 28.11 
02-24-202525 10.47 13.27 17.05 21.20 24.28 
02-25-202524 9.58 12.29 15.95 19.95 22.93 
02-26-202523 8.66 11.29 14.82 18.67 21.54 
02-27-202522 7.76 10.29 13.70 17.41 20.17 
02-28-202521 7.68 10.13 13.42 16.98 19.62 
03-03-202518 6.00 8.17 11.09 14.21 16.54 
03-04-202517 5.22 7.30 10.09 13.07 15.28 
03-05-202516 4.58 6.56 9.23 12.07 14.17 
03-06-202515 3.83 5.72 8.26 10.95 12.95 
03-07-202514 4.00 5.80 8.21 10.76 12.65 
03-10-202511 2.85 4.36 6.40 8.52 10.09 
03-11-202510 2.15 3.57 5.48 7.46 8.93 
03-12-20259 1.59 2.91 4.69 6.53 7.89 
03-13-20258 1.31 2.54 4.19 5.89 7.15 
03-14-20257 1.73 2.86 4.38 5.94 7.10 
03-17-20254 0.59 1.43 2.56 3.70 4.55 
03-18-20253 0.11 0.84 1.84 2.85 3.59 
03-19-20252 -0.43 0.20 1.07 1.94 2.58 
03-20-20251 -0.93 -0.40 0.33 1.07 1.60 

 
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