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IndexArb Values vs. Time
S&P 500 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-29-2026 to the Last Trade Date of 09-17-2026.]
Updated: Tuesday, Apr-28-2026
9:25pm ET

S&P 500 SEP 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)
04-29-2026142 55.08 66.61 82.15 103.34 119.07 
04-30-2026141 54.76 66.21 81.64 102.68 118.30 
05-01-2026140 54.34 65.71 81.03 101.92 117.43 
05-04-2026137 53.10 64.23 79.23 99.68 114.86 
05-05-2026136 52.75 63.80 78.69 98.99 114.06 
05-06-2026135 52.20 63.17 77.95 98.11 113.07 
05-07-2026134 51.69 62.58 77.25 97.26 112.11 
05-08-2026133 52.25 63.06 77.62 97.48 112.22 
05-11-2026130 51.17 61.74 75.97 95.39 109.80 
05-12-2026129 50.78 61.27 75.39 94.66 108.97 
05-13-2026128 50.93 61.35 75.36 94.48 108.68 
05-14-2026127 50.55 60.88 74.79 93.76 107.85 
05-15-2026126 51.19 61.44 75.25 94.07 108.05 
05-18-2026123 49.91 59.92 73.40 91.78 105.43 
05-19-2026122 49.79 59.72 73.09 91.31 104.86 
05-20-2026121 49.48 59.33 72.59 90.66 104.10 
05-21-2026120 49.80 59.57 72.72 90.65 103.98 
05-22-2026119 49.56 59.25 72.29 90.07 103.28 
05-26-2026115 47.77 57.14 69.75 86.94 99.71 
05-27-2026114 47.24 56.53 69.02 86.07 98.73 
05-28-2026113 46.69 55.89 68.28 85.17 97.73 
05-29-2026112 46.55 55.68 67.95 84.70 97.14 
06-01-2026109 45.64 54.53 66.48 82.78 94.90 
06-02-2026108 45.15 53.95 65.80 81.95 93.95 
06-03-2026107 44.65 53.37 65.11 81.11 93.01 
06-04-2026106 44.67 53.32 64.94 80.80 92.58 
06-05-2026105 44.90 53.46 64.98 80.68 92.36 
06-08-2026102 43.21 51.53 62.72 77.98 89.32 
06-09-2026101 42.87 51.11 62.19 77.30 88.54 
06-10-2026100 42.78 50.94 61.91 76.87 88.00 
06-11-202699 42.18 50.26 61.12 75.93 86.95 
06-12-202698 41.76 49.76 60.51 75.18 86.08 
06-15-202695 41.77 49.53 59.95 74.17 84.75 
06-16-202694 41.44 49.11 59.43 73.50 83.97 
06-17-202693 40.93 48.53 58.73 72.65 83.01 
06-18-202692 40.42 47.93 58.03 71.80 82.04 
06-22-202688 38.73 45.92 55.58 68.76 78.56 
06-23-202687 38.28 45.39 54.94 67.96 77.66 
06-24-202686 37.68 44.71 54.15 67.03 76.61 
06-25-202685 37.09 44.03 53.37 66.09 75.57 
06-26-202684 36.65 43.52 52.74 65.32 74.69 
06-29-202681 34.83 41.45 50.35 62.48 71.51 
06-30-202680 34.77 41.31 50.10 62.08 71.00 
07-01-202679 34.54 41.00 49.68 61.51 70.32 
07-02-202678 34.20 40.58 49.15 60.83 69.53 
07-06-202674 32.47 38.53 46.66 57.75 66.00 
07-07-202673 31.95 37.92 45.94 56.88 65.03 
07-08-202672 31.32 37.21 45.12 55.91 63.94 
07-09-202671 30.82 36.63 44.44 55.08 63.00 
07-10-202670 30.90 36.63 44.33 54.82 62.63 
07-13-202667 29.02 34.50 41.87 51.91 59.39 
07-14-202666 28.38 33.78 41.04 50.93 58.30 
07-15-202665 28.42 33.75 40.89 50.63 57.89 
07-16-202664 27.90 33.14 40.18 49.77 56.92 
07-17-202663 27.48 32.64 39.56 49.01 56.04 
07-20-202660 25.65 30.57 37.17 46.16 52.87 
07-21-202659 25.04 29.87 36.36 45.20 51.80 
07-22-202658 24.51 29.26 35.64 44.34 50.82 
07-23-202657 23.92 28.59 34.86 43.41 49.78 
07-24-202656 23.67 28.26 34.42 42.82 49.08 
07-27-202653 21.80 26.14 31.97 39.92 45.85 
07-28-202652 21.15 25.41 31.13 38.93 44.74 
07-29-202651 20.49 24.68 30.29 37.94 43.64 
07-30-202650 19.86 23.96 29.46 36.96 42.55 
07-31-202649 20.10 24.14 29.56 36.91 42.38 
08-03-202646 18.26 22.13 27.31 34.19 39.31 
08-04-202645 17.62 21.42 26.53 33.24 38.25 
08-05-202644 17.00 20.74 25.76 32.32 37.22 
08-06-202643 16.37 20.06 25.00 31.41 36.18 
08-07-202642 16.01 19.63 24.48 30.74 35.41 
08-10-202639 14.85 18.28 22.88 28.68 33.01 
08-11-202638 14.16 17.53 22.04 27.69 31.91 
08-12-202637 13.49 16.79 21.21 26.72 30.83 
08-13-202636 13.45 16.68 21.01 26.38 30.37 
08-14-202635 13.91 17.07 21.32 26.53 30.42 
08-17-202632 12.34 15.30 19.27 24.05 27.62 
08-18-202631 11.74 14.62 18.50 23.14 26.60 
08-19-202630 11.79 14.61 18.39 22.89 26.24 
08-20-202629 11.81 14.55 18.24 22.60 25.85 
08-21-202628 11.35 14.02 17.61 21.83 24.98 
08-24-202625 8.89 11.34 14.64 18.44 21.28 
08-25-202624 8.51 10.89 14.09 17.76 20.49 
08-26-202623 7.74 10.05 13.14 16.67 19.30 
08-27-202622 6.99 9.22 12.22 15.62 18.15 
08-28-202621 6.42 8.57 11.47 14.73 17.16 
08-31-202618 4.79 6.71 9.30 12.16 14.29 
09-01-202617 4.49 6.34 8.82 11.55 13.58 
09-02-202616 3.87 5.64 8.02 10.62 12.56 
09-03-202615 3.59 5.28 7.55 10.02 11.86 
09-04-202614 3.98 5.59 7.76 10.10 11.84 
09-08-202610 1.52 2.81 4.54 6.37 7.73 
09-09-20269 1.38 2.59 4.21 5.91 7.18 
09-10-20268 1.00 2.12 3.63 5.21 6.38 
09-11-20267 0.63 1.67 3.06 4.52 5.60 
09-14-20264 -0.67 0.12 1.18 2.26 3.06 
09-15-20263 0.13 0.83 1.78 2.74 3.45 
09-16-20262 -0.30 0.31 1.14 1.98 2.60 
09-17-20261 -0.64 -0.12 0.59 1.31 1.84 

 
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