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 04-10-2026 to the Last Trade Date of 09-17-2026.]
Updated: Friday, Apr-10-2026
12:32am 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)
04-10-2026161 68.83 78.58 91.59 102.19 110.14 
04-13-2026158 66.97 76.54 89.31 99.72 107.52 
04-14-2026157 66.41 75.91 88.60 98.94 106.69 
04-15-2026156 66.30 75.74 88.35 98.62 106.32 
04-16-2026155 65.70 75.08 87.61 97.82 105.46 
04-17-2026154 65.06 74.38 86.82 96.96 104.56 
04-20-2026151 63.25 72.38 84.58 94.52 101.96 
04-21-2026150 62.61 71.69 83.80 93.67 101.06 
04-22-2026149 62.08 71.09 83.12 92.92 100.26 
04-23-2026148 61.51 70.46 82.41 92.15 99.44 
04-24-2026147 61.19 70.08 81.94 91.61 98.85 
04-27-2026144 59.38 68.08 79.70 89.16 96.26 
04-28-2026143 58.72 67.36 78.89 88.29 95.34 
04-29-2026142 58.06 66.64 78.09 87.42 94.42 
04-30-2026141 57.93 66.44 77.81 87.08 94.02 
05-01-2026140 57.51 65.97 77.26 86.46 93.35 
05-04-2026137 55.70 63.97 75.02 84.02 90.76 
05-05-2026136 55.16 63.37 74.33 83.26 89.95 
05-06-2026135 54.76 62.91 73.79 82.65 89.29 
05-07-2026134 54.15 62.23 73.03 81.83 88.42 
05-08-2026133 54.39 62.41 73.12 81.86 88.40 
05-11-2026130 53.08 60.92 71.38 79.92 86.30 
05-12-2026129 52.48 60.26 70.65 79.11 85.45 
05-13-2026128 52.60 60.31 70.62 79.02 85.30 
05-14-2026127 52.10 59.76 69.98 78.31 84.55 
05-15-2026126 52.57 60.17 70.31 78.57 84.76 
05-18-2026123 51.03 58.44 68.33 76.40 82.44 
05-19-2026122 50.82 58.17 67.98 75.98 81.97 
05-20-2026121 50.46 57.75 67.48 75.41 81.35 
05-21-2026120 50.69 57.91 67.56 75.43 81.31 
05-22-2026119 50.43 57.59 67.16 74.95 80.79 
05-26-2026115 48.34 55.26 64.50 72.03 77.67 
05-27-2026114 47.70 54.55 63.71 71.18 76.77 
05-28-2026113 47.07 53.86 62.94 70.34 75.88 
05-29-2026112 46.87 53.60 62.60 69.93 75.42 
06-01-2026109 45.72 52.27 61.03 68.16 73.50 
06-02-2026108 45.20 51.69 60.36 67.42 72.71 
06-03-2026107 44.66 51.09 59.67 66.67 71.91 
06-04-2026106 44.52 50.88 59.39 66.33 71.52 
06-05-2026105 44.69 51.00 59.43 66.29 71.43 
06-08-2026102 42.85 48.98 57.16 63.83 68.82 
06-09-2026101 42.45 48.52 56.62 63.22 68.16 
06-10-2026100 42.30 48.31 56.32 62.86 67.75 
06-11-202699 41.65 47.59 55.53 62.00 66.84 
06-12-202698 41.18 47.06 54.91 61.32 66.11 
06-15-202695 41.03 46.72 54.34 60.54 65.19 
06-16-202694 40.64 46.28 53.81 59.95 64.54 
06-17-202693 40.09 45.66 53.11 59.19 63.73 
06-18-202692 39.52 45.04 52.41 58.41 62.91 
06-22-202688 37.66 42.93 49.98 55.72 60.02 
06-23-202687 37.16 42.38 49.34 55.02 59.26 
06-24-202686 36.53 41.68 48.56 54.17 58.37 
06-25-202685 35.89 40.98 47.79 53.33 57.48 
06-26-202684 35.41 40.44 47.16 52.64 56.74 
06-29-202681 33.49 38.34 44.82 50.10 54.05 
06-30-202680 33.40 38.19 44.59 49.80 53.70 
07-01-202679 33.14 37.86 44.18 49.33 53.18 
07-02-202678 32.77 37.43 43.67 48.75 52.55 
07-06-202674 30.93 35.36 41.27 46.09 49.70 
07-07-202673 30.38 34.75 40.58 45.33 48.89 
07-08-202672 29.73 34.03 39.78 44.47 47.98 
07-09-202671 29.21 33.46 39.13 43.75 47.21 
07-10-202670 29.27 33.46 39.05 43.60 47.01 
07-13-202667 27.32 31.33 36.68 41.07 44.35 
07-14-202666 26.66 30.61 35.89 40.23 43.47 
07-15-202665 26.68 30.57 35.78 40.06 43.27 
07-16-202664 26.14 29.97 35.10 39.34 42.51 
07-17-202663 25.69 29.47 34.52 38.71 41.84 
07-20-202660 23.82 27.43 32.25 36.28 39.29 
07-21-202659 23.18 26.74 31.48 35.46 38.44 
07-22-202658 22.64 26.14 30.81 34.74 37.67 
07-23-202657 22.04 25.48 30.08 33.95 36.84 
07-24-202656 21.78 25.17 29.69 33.51 36.37 
07-27-202653 19.88 23.09 27.39 31.05 33.79 
07-28-202652 19.22 22.38 26.60 30.21 32.91 
07-29-202651 18.56 21.66 25.81 29.37 32.02 
07-30-202650 17.91 20.96 25.04 28.54 31.16 
07-31-202649 18.23 21.22 25.23 28.67 31.25 
08-03-202646 16.54 19.37 23.15 26.44 28.90 
08-04-202645 15.95 18.72 22.43 25.66 28.08 
08-05-202644 15.37 18.09 21.73 24.90 27.28 
08-06-202643 14.80 17.46 21.02 24.14 26.48 
08-07-202642 14.48 17.09 20.58 23.64 25.94 
08-10-202639 13.45 15.90 19.17 22.07 24.24 
08-11-202638 12.81 15.20 18.40 21.25 23.38 
08-12-202637 12.18 14.52 17.65 20.44 22.52 
08-13-202636 12.18 14.47 17.53 20.26 22.30 
08-14-202635 12.68 14.91 17.90 20.58 22.58 
08-17-202632 11.22 13.29 16.06 18.57 20.45 
08-18-202631 10.65 12.67 15.37 17.82 19.66 
08-19-202630 10.74 12.71 15.34 17.74 19.53 
08-20-202629 10.90 12.82 15.38 17.71 19.46 
08-21-202628 10.56 12.42 14.91 17.19 18.89 
08-24-202625 8.40 10.11 12.39 14.50 16.07 
08-25-202624 8.13 9.78 11.99 14.04 15.57 
08-26-202623 7.44 9.04 11.18 13.17 14.66 
08-27-202622 6.77 8.32 10.39 12.33 13.77 
08-28-202621 6.27 7.76 9.77 11.64 13.04 
08-31-202618 4.82 6.16 7.96 9.66 10.93 
09-01-202617 4.57 5.86 7.59 9.23 10.46 
09-02-202616 4.00 5.24 6.90 8.48 9.66 
09-03-202615 3.75 4.94 6.53 8.05 9.18 
09-04-202614 4.17 5.31 6.84 8.30 9.39 
09-08-202610 1.78 2.71 3.97 5.19 6.10 
09-09-20269 1.64 2.53 3.72 4.87 5.74 
09-10-20268 1.25 2.09 3.21 4.31 5.13 
09-11-20267 0.86 1.65 2.71 3.74 4.52 
09-14-20264 -0.50 0.14 1.00 1.85 2.48 
09-15-20263 0.27 0.86 1.65 2.44 3.02 
09-16-20262 -0.21 0.33 1.06 1.79 2.32 
09-17-20261 -0.59 -0.11 0.56 1.22 1.70 

 
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.