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IndexArb Values vs. Time
S&P 500 SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-07-2025 to the Last Trade Date of 09-18-2025.]
Updated: Friday, July-04-2025
1:10am ET

S&P 500 SEP 2025 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)
07-07-202574 39.60 42.52 46.42 53.52 58.82 
07-08-202573 38.84 41.74 45.63 52.61 57.83 
07-09-202572 38.12 41.00 44.87 51.74 56.87 
07-10-202571 38.22 41.09 44.93 51.69 56.74 
07-11-202570 37.43 40.28 44.10 50.75 55.72 
07-14-202567 35.06 37.86 41.61 47.93 52.66 
07-15-202566 34.86 37.64 41.37 47.58 52.23 
07-16-202565 34.07 36.83 40.53 46.64 51.21 
07-17-202564 33.35 36.09 39.76 45.77 50.25 
07-18-202563 32.95 35.67 39.31 45.21 49.62 
07-21-202560 30.81 33.46 37.01 42.61 46.79 
07-22-202559 30.06 32.69 36.21 41.70 45.80 
07-23-202558 29.35 31.96 35.45 40.84 44.87 
07-24-202557 28.62 31.21 34.66 39.96 43.91 
07-25-202556 28.18 30.74 34.16 39.36 43.23 
07-28-202553 25.87 28.35 31.67 36.57 40.23 
07-29-202552 25.09 27.55 30.83 35.63 39.22 
07-30-202551 24.34 26.76 30.01 34.72 38.23 
07-31-202550 24.10 26.50 29.71 34.32 37.76 
08-01-202549 23.62 25.99 29.16 33.68 37.06 
08-04-202546 21.48 23.76 26.81 31.05 34.22 
08-05-202545 20.78 23.03 26.04 30.19 33.29 
08-06-202544 20.08 22.30 25.27 29.33 32.36 
08-07-202543 19.42 21.61 24.54 28.51 31.47 
08-08-202542 19.30 21.46 24.34 28.22 31.11 
08-11-202539 17.67 19.72 22.48 26.09 28.78 
08-12-202538 16.92 18.94 21.65 25.17 27.80 
08-13-202537 16.84 18.82 21.49 24.92 27.49 
08-14-202536 16.21 18.17 20.79 24.14 26.64 
08-15-202535 16.65 18.57 21.14 24.40 26.84 
08-18-202532 14.83 16.64 19.07 22.08 24.33 
08-19-202531 14.57 16.34 18.72 21.65 23.84 
08-20-202530 13.91 15.65 17.97 20.82 22.94 
08-21-202529 13.87 15.57 17.85 20.61 22.67 
08-22-202528 13.20 14.86 17.08 19.77 21.77 
08-25-202525 10.79 12.33 14.40 16.84 18.67 
08-26-202524 10.40 11.91 13.92 16.28 18.05 
08-27-202523 9.61 11.08 13.04 15.33 17.03 
08-28-202522 8.86 10.28 12.19 14.39 16.04 
08-29-202521 8.81 10.20 12.05 14.18 15.77 
09-02-202517 6.26 7.48 9.11 10.93 12.28 
09-03-202516 5.54 6.71 8.29 10.03 11.33 
09-04-202515 5.24 6.37 7.89 9.56 10.81 
09-05-202514 5.48 6.56 8.02 9.62 10.81 
09-08-202511 3.40 4.35 5.64 7.01 8.04 
09-09-202510 3.15 4.06 5.28 6.59 7.56 
09-10-20259 2.63 3.50 4.66 5.89 6.81 
09-11-20258 1.96 2.78 3.88 5.04 5.90 
09-12-20257 1.55 2.32 3.36 4.45 5.26 
09-15-20254 1.18 1.81 2.67 3.54 4.19 
09-16-20253 0.59 1.18 1.97 2.77 3.37 
09-17-20252 0.11 0.65 1.38 2.11 2.65 
09-18-20251 -0.49 -0.01 0.65 1.32 1.81 

 
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