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IndexArb Values vs. Time
S&P 500 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-05-2026 to the Last Trade Date of 09-17-2026.]
Updated: Thursday, June-04-2026
11:30pm 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)
06-05-2026105 44.85 50.38 60.55 64.65 66.89 
06-08-2026102 44.05 49.55 59.56 63.61 65.83 
06-09-2026101 44.49 50.07 60.12 64.18 66.44 
06-10-2026100 44.84 50.50 60.59 64.66 66.95 
06-11-202699 45.08 50.82 60.93 65.02 67.34 
06-12-202698 45.57 51.38 61.52 65.62 67.97 
06-15-202695 47.65 53.67 63.87 68.00 70.43 
06-16-202694 47.93 54.01 64.23 68.36 70.82 
06-17-202693 48.07 54.21 64.44 68.58 71.06 
06-18-202692 48.19 54.39 64.63 68.77 71.28 
06-22-202688 48.82 55.21 65.47 69.62 72.20 
06-23-202687 48.97 55.41 65.67 69.81 72.41 
06-24-202686 48.92 55.39 65.64 69.79 72.40 
06-25-202685 48.90 55.42 65.66 69.80 72.43 
06-26-202684 48.99 55.54 65.77 69.90 72.55 
06-29-202681 48.60 55.24 65.42 69.53 72.21 
06-30-202680 48.98 55.63 65.79 69.90 72.59 
07-01-202679 49.13 55.81 65.94 70.04 72.73 
07-02-202678 49.23 55.92 66.03 70.11 72.82 
07-06-202674 48.97 55.71 65.67 69.70 72.42 
07-07-202673 48.71 55.44 65.37 69.38 72.10 
07-08-202672 48.42 55.16 65.04 69.03 71.75 
07-09-202671 48.27 55.00 64.84 68.81 71.54 
07-10-202670 48.59 55.32 65.11 69.06 71.78 
07-13-202667 47.47 54.17 63.79 67.68 70.39 
07-14-202666 47.06 53.75 63.31 67.17 69.87 
07-15-202665 47.26 53.93 63.43 67.27 69.96 
07-16-202664 46.93 53.58 63.02 66.83 69.51 
07-17-202663 46.70 53.33 62.69 66.47 69.15 
07-20-202660 45.33 51.87 61.01 64.71 67.35 
07-21-202659 44.82 51.33 60.39 64.05 66.68 
07-22-202658 44.39 50.86 59.85 63.48 66.09 
07-23-202657 43.88 50.32 59.22 62.81 65.41 
07-24-202656 43.71 50.10 58.91 62.47 65.05 
07-27-202653 41.94 48.19 56.73 60.18 62.70 
07-28-202652 41.29 47.49 55.93 59.34 61.85 
07-29-202651 40.63 46.77 55.11 58.49 60.97 
07-30-202650 39.97 46.05 54.29 57.62 60.08 
07-31-202649 40.23 46.25 54.38 57.67 60.10 
08-03-202646 38.33 44.16 51.97 55.12 57.47 
08-04-202645 37.64 43.39 51.08 54.19 56.52 
08-05-202644 36.75 42.51 50.20 53.31 55.63 
08-06-202643 35.85 41.60 49.29 52.40 54.73 
08-07-202642 35.18 40.93 48.62 51.73 54.06 
08-10-202639 32.97 38.72 46.41 49.52 51.84 
08-11-202638 31.89 37.64 45.33 48.44 50.76 
08-12-202637 30.80 36.55 44.24 47.35 49.67 
08-13-202636 30.30 36.05 43.74 46.85 49.18 
08-14-202635 30.31 36.06 43.75 46.86 49.18 
08-17-202632 27.24 32.98 40.67 43.78 46.11 
08-18-202631 26.09 31.83 39.52 42.63 44.95 
08-19-202630 25.55 31.30 38.99 42.10 44.42 
08-20-202629 24.04 29.79 37.48 40.59 42.91 
08-21-202628 22.09 27.84 35.53 38.64 40.96 
08-24-202625 15.42 21.17 28.86 31.97 34.29 
08-25-202624 13.73 19.47 27.17 30.27 32.59 
08-26-202623 11.69 17.43 25.12 28.23 30.55 
08-27-202622 9.72 15.45 23.14 26.25 28.57 
08-28-202621 7.96 13.69 21.38 24.49 26.81 
08-31-202618 3.04 8.77 16.46 19.57 21.88 
09-01-202617 1.73 7.46 15.15 18.26 20.57 
09-02-202616 0.15 5.88 13.57 16.68 18.99 
09-03-202615 -1.05 4.67 12.36 15.47 17.78 
09-04-202614 -0.83 4.88 12.58 15.68 17.99 
09-08-202610 -3.13 1.20 7.05 9.79 11.82 
09-09-20269 -2.88 1.01 6.26 8.85 10.78 
09-10-20268 -2.85 0.60 5.27 7.71 9.52 
09-11-20267 -2.79 0.24 4.33 6.61 8.29 
09-14-20264 -2.67 -0.86 1.60 3.30 4.54 
09-15-20263 -1.34 0.09 2.05 3.51 4.58 
09-16-20262 -1.28 -0.20 1.28 2.48 3.36 
09-17-20261 -1.12 -0.38 0.64 1.55 2.22 

 
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