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IndexArb Values vs. Time
S&P 500 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-09-2026 to the Last Trade Date of 09-17-2026.]
Updated: Monday, June-08-2026
9:50pm 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)
06-09-2026101 44.14 48.59 56.35 66.94 73.00 
06-10-2026100 43.66 48.06 55.75 66.23 72.23 
06-11-202699 43.08 47.44 55.04 65.42 71.36 
06-12-202698 45.26 49.66 57.28 67.67 73.68 
06-15-202695 52.19 56.72 64.37 74.80 80.98 
06-16-202694 54.01 58.59 66.24 76.67 82.92 
06-17-202693 55.65 60.27 67.92 78.36 84.65 
06-18-202692 57.25 61.90 69.55 79.99 86.33 
06-22-202688 63.39 68.17 75.80 86.21 92.72 
06-23-202687 64.84 69.64 77.26 87.66 94.21 
06-24-202686 66.04 70.86 78.47 88.85 95.43 
06-25-202685 67.25 72.09 79.69 90.05 96.66 
06-26-202684 68.51 73.38 80.96 91.30 97.93 
06-29-202681 71.47 76.38 83.90 94.16 100.86 
06-30-202680 72.89 77.81 85.31 95.54 102.25 
07-01-202679 74.05 78.98 86.45 96.65 103.37 
07-02-202678 75.12 80.06 87.50 97.66 104.39 
07-06-202674 78.40 83.34 90.66 100.64 107.38 
07-07-202673 78.93 83.87 91.15 101.08 107.82 
07-08-202672 79.40 84.34 91.58 101.46 108.19 
07-09-202671 79.98 84.91 92.11 101.93 108.66 
07-10-202670 81.00 85.92 93.08 102.84 109.55 
07-13-202667 81.75 86.64 93.65 103.22 109.89 
07-14-202666 81.89 86.76 93.73 103.23 109.87 
07-15-202665 82.62 87.47 94.39 103.82 110.43 
07-16-202664 82.78 87.61 94.47 103.83 110.42 
07-17-202663 83.00 87.81 94.61 103.89 110.45 
07-20-202660 82.78 87.51 94.14 103.18 109.63 
07-21-202659 82.59 87.29 93.86 102.81 109.22 
07-22-202658 82.45 87.12 93.62 102.48 108.85 
07-23-202657 82.19 86.83 93.26 102.04 108.36 
07-24-202656 82.23 86.83 93.20 101.88 108.15 
07-27-202653 80.91 85.40 91.55 99.94 106.06 
07-28-202652 80.35 84.80 90.87 99.15 105.21 
07-29-202651 79.74 84.14 90.14 98.32 104.32 
07-30-202650 79.09 83.45 89.37 97.44 103.38 
07-31-202649 79.33 83.64 89.48 97.44 103.31 
08-03-202646 77.20 81.35 86.94 94.56 100.22 
08-04-202645 76.36 80.46 85.96 93.46 99.05 
08-05-202644 75.34 79.44 84.94 92.44 98.03 
08-06-202643 74.27 78.37 83.87 91.37 96.96 
08-07-202642 73.41 77.51 83.01 90.51 96.09 
08-10-202639 70.43 74.53 80.03 87.53 93.11 
08-11-202638 69.04 73.13 78.63 86.13 91.71 
08-12-202637 67.60 71.70 77.20 84.70 90.28 
08-13-202636 66.73 70.83 76.32 83.83 89.41 
08-14-202635 66.33 70.42 75.92 83.42 89.00 
08-17-202632 61.87 65.96 71.46 78.96 84.53 
08-18-202631 60.20 64.28 69.78 77.28 82.85 
08-19-202630 59.11 63.20 68.70 76.20 81.77 
08-20-202629 55.66 59.74 65.24 72.74 78.31 
08-21-202628 51.83 55.91 61.41 68.91 74.47 
08-24-202625 39.89 43.97 49.47 56.97 62.53 
08-25-202624 36.58 40.65 46.15 53.65 59.21 
08-26-202623 32.97 37.04 42.54 50.04 55.59 
08-27-202622 29.50 33.57 39.07 46.57 52.12 
08-28-202621 26.31 30.37 35.87 43.37 48.92 
08-31-202618 17.49 21.54 27.04 34.54 40.07 
09-01-202617 15.01 19.07 24.57 32.07 37.59 
09-02-202616 12.33 16.38 21.88 29.38 34.90 
09-03-202615 10.09 14.13 19.63 27.13 32.65 
09-04-202614 9.34 13.38 18.88 26.38 31.88 
09-08-202610 0.65 4.65 10.15 17.65 23.10 
09-09-20269 -0.76 3.23 8.73 16.23 21.66 
09-10-20268 -1.55 2.12 7.18 13.81 18.61 
09-11-20267 -2.16 1.16 5.75 11.54 15.73 
09-14-20264 -3.22 -1.03 1.99 5.41 7.89 
09-15-20263 -1.99 -0.22 2.23 4.91 6.85 
09-16-20262 -1.87 -0.53 1.32 3.29 4.71 
09-17-20261 -1.49 -0.61 0.62 1.90 2.80 

 
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