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 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-20-2026 to the Last Trade Date of 09-17-2026.]
Updated: Saturday, Apr-18-2026
11:50pm 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)
04-20-2026151 56.35 71.25 91.26 106.99 118.70 
04-21-2026150 55.83 70.63 90.51 106.14 117.77 
04-22-2026149 55.41 70.11 89.86 105.38 116.94 
04-23-2026148 54.94 69.54 89.16 104.58 116.06 
04-24-2026147 54.38 68.88 88.37 103.68 115.09 
04-27-2026144 53.14 67.35 86.44 101.45 112.62 
04-28-2026143 52.60 66.72 85.68 100.58 111.67 
04-29-2026142 52.07 66.08 84.91 99.71 110.73 
04-30-2026141 51.87 65.79 84.48 99.18 110.12 
05-01-2026140 51.50 65.32 83.88 98.47 109.34 
05-04-2026137 49.98 63.51 81.67 95.95 106.59 
05-05-2026136 49.60 63.03 81.06 95.24 105.79 
05-06-2026135 49.29 62.62 80.53 94.60 105.08 
05-07-2026134 48.76 62.00 79.77 93.74 104.14 
05-08-2026133 49.01 62.14 79.78 93.64 103.97 
05-11-2026130 47.94 60.78 78.02 91.57 101.67 
05-12-2026129 47.42 60.17 77.28 90.73 100.75 
05-13-2026128 47.62 60.27 77.24 90.59 100.53 
05-14-2026127 47.21 59.76 76.61 89.85 99.71 
05-15-2026126 47.85 60.30 77.01 90.15 99.94 
05-18-2026123 46.54 58.70 75.01 87.84 97.40 
05-19-2026122 46.41 58.47 74.65 87.37 96.85 
05-20-2026121 46.11 58.07 74.12 86.74 96.14 
05-21-2026120 46.43 58.29 74.21 86.72 96.05 
05-22-2026119 46.24 58.01 73.79 86.20 95.45 
05-26-2026115 44.44 55.81 71.07 83.07 92.01 
05-27-2026114 43.87 55.14 70.27 82.16 91.02 
05-28-2026113 43.31 54.49 69.48 81.27 90.06 
05-29-2026112 43.17 54.25 69.11 80.80 89.50 
06-01-2026109 42.26 53.05 67.51 78.88 87.36 
06-02-2026108 41.81 52.49 66.82 78.09 86.49 
06-03-2026107 41.33 51.92 66.12 77.28 85.61 
06-04-2026106 41.26 51.75 65.82 76.87 85.12 
06-05-2026105 41.47 51.86 65.80 76.75 84.92 
06-08-2026102 39.83 49.92 63.46 74.10 82.04 
06-09-2026101 39.49 49.49 62.90 73.43 81.29 
06-10-2026100 39.41 49.30 62.58 73.01 80.79 
06-11-202699 38.81 48.61 61.75 72.08 79.79 
06-12-202698 38.40 48.10 61.11 71.34 78.97 
06-15-202695 38.43 47.84 60.45 70.36 77.76 
06-16-202694 38.11 47.42 59.89 69.70 77.02 
06-17-202693 37.61 46.82 59.17 68.87 76.11 
06-18-202692 37.10 46.21 58.43 68.03 75.19 
06-22-202688 35.46 44.18 55.87 65.05 71.90 
06-23-202687 35.02 43.64 55.19 64.27 71.05 
06-24-202686 34.43 42.96 54.37 63.35 70.05 
06-25-202685 33.85 42.28 53.56 62.43 69.06 
06-26-202684 33.44 41.76 52.91 61.68 68.23 
06-29-202681 31.66 39.69 50.44 58.90 65.21 
06-30-202680 31.62 39.55 50.17 58.52 64.76 
07-01-202679 31.40 39.23 49.72 57.97 64.12 
07-02-202678 31.08 38.81 49.17 57.31 63.39 
07-06-202674 29.43 36.77 46.59 54.32 60.09 
07-07-202673 28.92 36.16 45.85 53.48 59.17 
07-08-202672 28.31 35.45 45.01 52.53 58.15 
07-09-202671 27.84 34.88 44.31 51.72 57.26 
07-10-202670 27.94 34.88 44.18 51.49 56.95 
07-13-202667 26.12 32.77 41.67 48.67 53.89 
07-14-202666 25.51 32.06 40.83 47.72 52.87 
07-15-202665 25.58 32.03 40.66 47.45 52.52 
07-16-202664 25.08 31.43 39.94 46.62 51.61 
07-17-202663 24.68 30.93 39.30 45.88 50.80 
07-20-202660 22.94 28.90 36.87 43.13 47.81 
07-21-202659 22.35 28.21 36.05 42.21 46.81 
07-22-202658 21.86 27.61 35.32 41.40 45.94 
07-23-202657 21.30 26.95 34.53 40.52 45.00 
07-24-202656 21.08 26.64 34.08 39.99 44.40 
07-27-202653 19.30 24.56 31.60 37.26 41.49 
07-28-202652 18.68 23.84 30.75 36.32 40.48 
07-29-202651 18.06 23.12 29.90 35.39 39.48 
07-30-202650 17.45 22.42 29.06 34.46 38.50 
07-31-202649 17.81 22.68 29.19 34.51 38.48 
08-03-202646 16.22 20.80 26.93 31.98 35.75 
08-04-202645 15.66 20.14 26.13 31.10 34.81 
08-05-202644 15.12 19.50 25.36 30.24 33.89 
08-06-202643 14.57 18.86 24.60 29.39 32.96 
08-07-202642 14.28 18.47 24.08 28.78 32.29 
08-10-202639 13.34 17.24 22.47 26.90 30.21 
08-11-202638 12.72 16.53 21.63 25.97 29.21 
08-12-202637 12.11 15.83 20.80 25.05 28.23 
08-13-202636 12.14 15.76 20.61 24.77 27.87 
08-14-202635 12.66 16.18 20.91 24.98 28.01 
08-17-202632 11.25 14.50 18.85 22.64 25.47 
08-18-202631 10.70 13.86 18.08 21.78 24.54 
08-19-202630 10.81 13.87 17.97 21.58 24.27 
08-20-202629 10.93 13.90 17.88 21.39 24.01 
08-21-202628 10.55 13.43 17.29 20.71 23.26 
08-24-202625 8.31 10.92 14.41 17.54 19.88 
08-25-202624 8.00 10.52 13.89 16.93 19.19 
08-26-202623 7.29 9.72 12.97 15.91 18.10 
08-27-202622 6.61 8.94 12.07 14.91 17.03 
08-28-202621 6.08 8.33 11.34 14.09 16.13 
08-31-202618 4.60 6.58 9.23 11.68 13.51 
09-01-202617 4.34 6.24 8.77 11.12 12.88 
09-02-202616 3.76 5.57 7.99 10.24 11.92 
09-03-202615 3.51 5.23 7.53 9.68 11.29 
09-04-202614 3.94 5.57 7.75 9.80 11.33 
09-08-202610 1.56 2.84 4.57 6.21 7.44 
09-09-20269 1.43 2.63 4.24 5.78 6.93 
09-10-20268 1.06 2.17 3.67 5.11 6.18 
09-11-20267 0.69 1.72 3.10 4.44 5.43 
09-14-20264 -0.61 0.16 1.20 2.23 2.99 
09-15-20263 0.18 0.87 1.80 2.72 3.40 
09-16-20262 -0.27 0.34 1.16 1.97 2.57 
09-17-20261 -0.62 -0.11 0.60 1.31 1.82 

 
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 2000-2025 Ergo Inc. All Rights Reserved Worldwide.