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IndexArb Values vs. Time
S&P 500 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-19-2026 to the Last Trade Date of 09-17-2026.]
Updated: Monday, May-18-2026
8:55pm 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)
05-19-2026122 32.59 47.82 68.54 84.54 96.31 
05-20-2026121 32.27 47.38 67.93 83.80 95.46 
05-21-2026120 32.69 47.68 68.05 83.79 95.36 
05-22-2026119 32.82 47.68 67.90 83.51 95.00 
05-26-2026115 32.00 46.40 65.98 81.10 92.22 
05-27-2026114 31.74 46.03 65.44 80.43 91.47 
05-28-2026113 31.45 45.62 64.88 79.74 90.69 
05-29-2026112 31.54 45.60 64.69 79.44 90.29 
06-01-2026109 31.32 45.04 63.64 78.01 88.60 
06-02-2026108 31.05 44.65 63.09 77.33 87.83 
06-03-2026107 30.82 44.29 62.57 76.69 87.10 
06-04-2026106 31.04 44.40 62.52 76.51 86.83 
06-05-2026105 31.52 44.76 62.72 76.59 86.81 
06-08-2026102 30.76 43.65 61.12 74.61 84.56 
06-09-2026101 30.66 43.44 60.74 74.10 83.97 
06-10-2026100 30.46 43.12 60.26 73.50 83.27 
06-11-202699 30.12 42.65 59.63 72.74 82.42 
06-12-202698 29.94 42.36 59.17 72.15 81.74 
06-15-202695 30.61 42.67 58.99 71.60 80.91 
06-16-202694 30.39 42.34 58.49 70.97 80.19 
06-17-202693 30.10 41.92 57.91 70.26 79.39 
06-18-202692 29.78 41.48 57.31 69.53 78.57 
06-22-202688 28.90 40.12 55.29 67.00 75.66 
06-23-202687 28.68 39.79 54.79 66.37 74.94 
06-24-202686 28.27 39.26 54.09 65.55 74.03 
06-25-202685 27.92 38.78 53.45 64.78 73.16 
06-26-202684 27.67 38.41 52.92 64.12 72.41 
06-29-202681 26.39 36.77 50.77 61.59 69.60 
06-30-202680 26.54 36.80 50.63 61.32 69.24 
07-01-202679 26.44 36.57 50.24 60.80 68.63 
07-02-202678 26.30 36.31 49.81 60.24 67.97 
07-06-202674 25.25 34.77 47.60 57.51 64.86 
07-07-202673 24.83 34.23 46.90 56.68 63.94 
07-08-202672 24.37 33.64 46.14 55.79 62.95 
07-09-202671 24.04 33.19 45.52 55.04 62.11 
07-10-202670 24.26 33.29 45.45 54.84 61.81 
07-13-202667 22.84 31.50 43.15 52.15 58.84 
07-14-202666 22.35 30.89 42.38 51.24 57.84 
07-15-202665 22.55 30.96 42.28 51.01 57.51 
07-16-202664 22.18 30.46 41.61 50.22 56.62 
07-17-202663 21.91 30.08 41.05 49.53 55.83 
07-20-202660 20.52 28.31 38.78 46.86 52.87 
07-21-202659 20.04 27.71 38.00 45.95 51.87 
07-22-202658 19.65 27.19 37.32 45.14 50.96 
07-23-202657 19.20 26.61 36.57 44.26 49.98 
07-24-202656 19.09 26.37 36.16 43.72 49.34 
07-27-202653 17.60 24.51 33.79 40.95 46.28 
07-28-202652 17.08 23.86 32.96 39.99 45.23 
07-29-202651 16.55 23.21 32.14 39.03 44.17 
07-30-202650 16.04 22.57 31.32 38.09 43.13 
07-31-202649 16.45 22.86 31.44 38.08 43.02 
08-03-202646 15.13 21.15 29.23 35.46 40.11 
08-04-202645 14.65 20.55 28.45 34.55 39.10 
08-05-202644 13.89 19.78 27.68 33.78 38.33 
08-06-202643 13.12 19.02 26.92 33.02 37.57 
08-07-202642 12.61 18.51 26.41 32.51 37.06 
08-10-202639 10.98 16.87 24.77 30.87 35.42 
08-11-202638 10.14 16.03 23.93 30.03 34.57 
08-12-202637 9.30 15.19 23.09 29.19 33.73 
08-13-202636 9.07 14.96 22.86 28.96 33.50 
08-14-202635 9.36 15.25 23.15 29.25 33.79 
08-17-202632 7.26 13.14 21.04 27.14 31.68 
08-18-202631 6.47 12.35 20.25 26.35 30.89 
08-19-202630 6.06 11.94 19.84 25.94 30.48 
08-20-202629 6.30 11.97 19.61 25.55 29.97 
08-21-202628 6.05 11.53 18.90 24.68 28.97 
08-24-202625 4.21 9.11 15.69 20.98 24.91 
08-25-202624 4.05 8.75 15.07 20.19 23.99 
08-26-202623 3.48 7.99 14.05 19.00 22.68 
08-27-202622 2.93 7.25 13.06 17.84 21.39 
08-28-202621 2.56 6.69 12.24 16.85 20.27 
08-31-202618 1.53 5.09 9.89 13.97 17.00 
09-01-202617 1.42 4.81 9.36 13.26 16.16 
09-02-202616 1.00 4.20 8.51 12.23 14.99 
09-03-202615 0.90 3.92 7.98 11.52 14.15 
09-04-202614 1.50 4.34 8.15 11.51 14.00 
09-08-202610 -0.22 1.90 4.77 7.37 9.30 
09-09-20269 -0.18 1.77 4.40 6.81 8.60 
09-10-20268 -0.38 1.40 3.79 6.01 7.65 
09-11-20267 -0.58 1.02 3.19 5.21 6.71 
09-14-20264 -1.36 -0.26 1.22 2.64 3.70 
09-15-20263 -0.36 0.57 1.83 3.05 3.95 
09-16-20262 -0.63 0.13 1.17 2.19 2.93 
09-17-20261 -0.80 -0.21 0.61 1.42 2.00 

 
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