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IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-04-2026 to the Last Trade Date of 06-17-2026.]
Updated: Tuesday, Mar-03-2026
11:23pm ET

S&P 500 JUN 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)
03-04-2026106 25.76 35.75 49.39 65.12 76.63 
03-05-2026105 25.54 35.44 48.96 64.53 75.93 
03-06-2026104 26.22 36.03 49.43 64.87 76.18 
03-09-2026101 26.08 35.64 48.68 63.71 74.73 
03-10-2026100 26.78 36.25 49.18 64.07 74.98 
03-11-202699 26.78 36.17 48.97 63.73 74.55 
03-12-202698 26.83 36.14 48.82 63.43 74.16 
03-13-202697 27.46 36.68 49.24 63.71 74.34 
03-16-202694 27.33 36.29 48.49 62.55 72.88 
03-17-202693 27.32 36.19 48.27 62.19 72.42 
03-18-202692 27.10 35.89 47.85 61.63 71.75 
03-19-202691 26.88 35.58 47.42 61.06 71.08 
03-20-202690 27.17 35.78 47.50 61.00 70.93 
03-23-202687 26.66 35.01 46.36 59.44 69.07 
03-24-202686 26.39 34.66 45.89 58.82 68.35 
03-25-202685 26.31 34.49 45.59 58.39 67.81 
03-26-202684 26.01 34.10 45.09 57.74 67.06 
03-27-202683 25.88 33.89 44.74 57.26 66.48 
03-30-202680 24.89 32.62 43.11 55.20 64.11 
03-31-202679 25.11 32.76 43.12 55.07 63.88 
04-01-202678 25.10 32.66 42.90 54.70 63.41 
04-02-202677 25.15 32.62 42.74 54.39 63.00 
04-06-202673 24.30 31.41 41.03 52.11 60.30 
04-07-202672 23.98 31.00 40.49 51.43 59.52 
04-08-202671 23.60 30.53 39.89 50.69 58.67 
04-09-202670 23.43 30.27 39.51 50.16 58.03 
04-10-202669 23.83 30.58 39.69 50.20 57.97 
04-13-202666 22.62 29.09 37.83 47.90 55.36 
04-14-202665 22.30 28.68 37.29 47.22 54.57 
04-15-202664 22.42 28.71 37.19 46.97 54.21 
04-16-202663 22.26 28.45 36.81 46.44 53.58 
04-17-202662 21.89 27.99 36.22 45.71 52.74 
04-20-202659 20.68 26.50 34.35 43.39 50.10 
04-21-202658 20.25 25.98 33.70 42.60 49.20 
04-22-202657 20.01 25.65 33.24 41.99 48.49 
04-23-202656 19.55 25.09 32.55 41.15 47.54 
04-24-202655 19.41 24.87 32.20 40.65 46.93 
04-27-202652 18.14 23.31 30.26 38.26 44.22 
04-28-202651 17.65 22.72 29.54 37.40 43.25 
04-29-202650 17.18 22.15 28.84 36.55 42.29 
04-30-202649 17.19 22.07 28.63 36.19 41.82 
05-01-202648 16.90 21.69 28.12 35.53 41.05 
05-04-202645 15.52 20.02 26.06 33.02 38.21 
05-05-202644 14.81 19.31 25.35 32.31 37.49 
05-06-202643 14.31 18.81 24.85 31.81 36.99 
05-07-202642 13.62 18.12 24.16 31.12 36.30 
05-08-202641 13.75 18.25 24.29 31.25 36.43 
05-11-202638 12.08 16.58 22.62 29.58 34.76 
05-12-202637 11.35 15.85 21.89 28.85 34.03 
05-13-202636 11.27 15.77 21.81 28.77 33.95 
05-14-202635 10.63 15.12 21.16 28.12 33.30 
05-15-202634 10.80 15.29 21.33 28.29 33.47 
05-18-202631 8.93 13.42 19.46 26.42 31.59 
05-19-202630 8.27 12.76 18.80 25.76 30.92 
05-20-202629 7.55 12.03 18.07 25.03 30.20 
05-21-202628 7.33 11.81 17.85 24.81 29.97 
05-22-202627 6.60 11.08 17.12 24.08 29.24 
05-26-202623 2.95 7.42 13.46 20.42 25.58 
05-27-202622 1.95 6.42 12.46 19.42 24.57 
05-28-202621 0.99 5.46 11.50 18.46 23.60 
05-29-202620 0.46 4.92 10.96 17.92 23.06 
06-01-202617 -1.57 2.88 8.92 15.88 21.00 
06-02-202616 -2.37 2.08 8.12 15.08 20.20 
06-03-202615 -2.62 1.59 7.32 13.85 18.66 
06-04-202614 -2.44 1.54 6.95 13.06 17.56 
06-05-202613 -1.93 1.81 6.90 12.60 16.79 
06-08-202610 -2.67 0.34 4.44 8.92 12.20 
06-09-20269 -2.66 0.11 3.87 7.94 10.93 
06-10-20268 -2.39 0.13 3.56 7.23 9.93 
06-11-20267 -2.60 -0.33 2.76 6.03 8.44 
06-12-20266 -2.60 -0.59 2.15 5.04 7.15 
06-15-20263 -1.22 0.01 1.69 3.42 4.68 
06-16-20262 -1.06 -0.09 1.23 2.58 3.56 
06-17-20261 -1.04 -0.35 0.61 1.59 2.28 

 
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