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 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-22-2025 to the Last Trade Date of 03-20-2025.]
Updated: Tuesday, Jan-21-2025
10:50pm 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)
01-22-202558 31.66 33.51 35.98 39.33 41.83 
01-23-202557 30.95 32.78 35.23 38.52 40.98 
01-24-202556 30.71 32.52 34.94 38.18 40.60 
01-27-202553 28.33 30.08 32.42 35.50 37.80 
01-28-202552 27.51 29.25 31.56 34.59 36.85 
01-29-202551 26.73 28.45 30.74 33.71 35.93 
01-30-202550 26.08 27.78 30.04 32.96 35.14 
01-31-202549 25.73 27.41 29.64 32.51 34.65 
02-03-202546 23.49 25.10 27.25 29.97 32.00 
02-04-202545 22.80 24.39 26.51 29.18 31.17 
02-05-202544 22.11 23.68 25.77 28.38 30.33 
02-06-202543 21.30 22.84 24.91 27.47 29.38 
02-07-202542 20.94 22.47 24.50 27.01 28.89 
02-10-202539 19.79 21.24 23.19 25.55 27.31 
02-11-202538 19.00 20.43 22.34 24.66 26.38 
02-12-202537 18.36 19.77 21.66 23.92 25.61 
02-13-202536 17.61 19.00 20.85 23.06 24.72 
02-14-202535 18.26 19.63 21.45 23.61 25.23 
02-18-202531 15.79 17.05 18.75 20.72 22.20 
02-19-202530 14.98 16.23 17.89 19.82 21.26 
02-20-202529 14.84 16.06 17.69 19.57 20.97 
02-21-202528 14.40 15.59 17.19 19.02 20.39 
02-24-202525 11.73 12.85 14.35 16.04 17.30 
02-25-202524 10.84 11.94 13.41 15.05 16.28 
02-26-202523 9.95 11.02 12.46 14.06 15.25 
02-27-202522 9.08 10.12 11.52 13.08 14.24 
02-28-202521 9.07 10.09 11.46 12.97 14.09 
03-03-202518 7.22 8.16 9.42 10.79 11.82 
03-04-202517 6.44 7.36 8.58 9.91 10.90 
03-05-202516 5.78 6.67 7.86 9.14 10.10 
03-06-202515 5.11 5.97 7.13 8.36 9.29 
03-07-202514 5.24 6.08 7.20 8.40 9.29 
03-10-202511 3.93 4.69 5.70 6.76 7.56 
03-11-202510 3.17 3.90 4.88 5.90 6.66 
03-12-20259 2.53 3.23 4.17 5.15 5.88 
03-13-20258 2.18 2.85 3.75 4.69 5.38 
03-14-20257 2.51 3.15 4.02 4.91 5.57 
03-17-20254 1.06 1.62 2.37 3.14 3.71 
03-18-20253 0.46 0.99 1.70 2.43 2.96 
03-19-20252 -0.19 0.31 0.98 1.67 2.17 
03-20-20251 -0.82 -0.36 0.28 0.92 1.39 

 
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.