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 06-04-2026 to the Last Trade Date of 09-17-2026.]
Updated: Wednesday, June-03-2026
9:44pm 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)
06-04-2026106 43.48 50.22 60.68 68.24 73.10 
06-05-2026105 43.90 50.58 60.94 68.42 73.24 
06-08-2026102 44.04 50.66 60.86 68.22 73.00 
06-09-2026101 44.51 51.13 61.30 68.64 73.42 
06-10-2026100 44.89 51.52 61.65 68.96 73.74 
06-11-202699 45.16 51.78 61.87 69.16 73.94 
06-12-202698 45.68 52.30 62.35 69.61 74.39 
06-15-202695 47.85 54.45 64.38 71.55 76.32 
06-16-202694 48.16 54.75 64.64 71.78 76.54 
06-17-202693 48.31 54.90 64.74 71.85 76.60 
06-18-202692 48.41 54.98 64.78 71.85 76.60 
06-22-202688 49.18 55.70 65.30 72.22 76.93 
06-23-202687 49.36 55.86 65.40 72.29 76.99 
06-24-202686 49.32 55.81 65.29 72.14 76.82 
06-25-202685 49.33 55.79 65.22 72.03 76.70 
06-26-202684 49.45 55.90 65.27 72.03 76.69 
06-29-202681 49.12 55.49 64.68 71.31 75.92 
06-30-202680 49.52 55.86 64.99 71.57 76.16 
07-01-202679 49.69 56.00 65.06 71.61 76.17 
07-02-202678 49.80 56.09 65.08 71.58 76.12 
07-06-202674 49.60 55.75 64.47 70.77 75.21 
07-07-202673 49.34 55.46 64.11 70.35 74.77 
07-08-202672 49.07 55.14 63.72 69.91 74.30 
07-09-202671 48.93 54.97 63.46 69.60 73.96 
07-10-202670 49.26 55.26 63.69 69.77 74.10 
07-13-202667 48.17 54.04 62.22 68.13 72.37 
07-14-202666 47.76 53.59 61.69 67.54 71.75 
07-15-202665 47.98 53.75 61.77 67.57 71.74 
07-16-202664 47.65 53.38 61.32 67.05 71.19 
07-17-202663 47.43 53.11 60.96 66.63 70.73 
07-20-202660 46.07 51.59 59.18 64.65 68.64 
07-21-202659 45.54 51.01 58.50 63.92 67.86 
07-22-202658 45.11 50.52 57.93 63.28 67.18 
07-23-202657 44.61 49.96 57.27 62.55 66.42 
07-24-202656 44.43 49.73 56.94 62.16 65.98 
07-27-202653 42.67 47.78 54.70 59.71 63.39 
07-28-202652 42.02 47.06 53.89 58.82 62.46 
07-29-202651 41.36 46.33 53.06 57.92 61.51 
07-30-202650 40.69 45.60 52.23 57.01 60.56 
07-31-202649 40.95 45.79 52.32 57.03 60.52 
08-03-202646 39.05 43.68 49.88 54.36 57.71 
08-04-202645 38.35 42.90 49.00 53.40 56.69 
08-05-202644 37.46 42.02 48.12 52.52 55.81 
08-06-202643 36.56 41.12 47.22 51.62 54.91 
08-07-202642 35.90 40.46 46.55 50.96 54.25 
08-10-202639 33.72 38.27 44.37 48.77 52.06 
08-11-202638 32.65 37.21 43.30 47.71 51.00 
08-12-202637 31.58 36.13 42.23 46.63 49.92 
08-13-202636 31.11 35.66 41.76 46.16 49.45 
08-14-202635 31.14 35.69 41.79 46.19 49.48 
08-17-202632 28.14 32.69 38.79 43.19 46.47 
08-18-202631 27.02 31.57 37.66 42.07 45.35 
08-19-202630 26.52 31.07 37.16 41.57 44.85 
08-20-202629 25.13 29.68 35.78 40.18 43.46 
08-21-202628 23.30 27.84 33.94 38.34 41.63 
08-24-202625 16.95 21.49 27.59 31.99 35.27 
08-25-202624 15.36 19.90 26.00 30.40 33.68 
08-26-202623 13.41 17.95 24.05 28.45 31.73 
08-27-202622 11.53 16.06 22.16 26.56 29.84 
08-28-202621 9.85 14.39 20.49 24.89 28.16 
08-31-202618 5.17 9.70 15.80 20.20 23.47 
09-01-202617 3.94 8.47 14.57 18.97 22.24 
09-02-202616 2.43 6.95 13.05 17.45 20.72 
09-03-202615 1.29 5.81 11.91 16.31 19.57 
09-04-202614 1.58 6.09 12.19 16.59 19.85 
09-08-202610 -0.79 2.46 6.85 10.30 12.85 
09-09-20269 -0.83 2.11 6.10 9.29 11.65 
09-10-20268 -1.08 1.56 5.14 8.08 10.24 
09-11-20267 -1.30 1.05 4.23 6.90 8.87 
09-14-20264 -1.95 -0.46 1.57 3.40 4.75 
09-15-20263 -0.84 0.38 2.04 3.57 4.70 
09-16-20262 -0.98 -0.03 1.27 2.50 3.40 
09-17-20261 -0.99 -0.31 0.64 1.56 2.22 

 
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.