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IndexArb Values vs. Time
S&P 500 JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 02-18-2026 to the Last Trade Date of 06-17-2026.]
Updated: Tuesday, Feb-17-2026
11:40pm ET

S&P 500 JUN 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)
02-18-2026120 27.34 39.92 56.90 74.15 86.92 
02-19-2026119 27.86 40.33 57.17 74.27 86.93 
02-20-2026118 27.75 40.12 56.82 73.78 86.34 
02-23-2026115 26.85 38.91 55.20 71.74 83.99 
02-24-2026114 26.94 38.90 55.05 71.45 83.60 
02-25-2026113 26.73 38.59 54.60 70.86 82.91 
02-26-2026112 26.38 38.14 54.01 70.13 82.07 
02-27-2026111 26.63 38.29 54.02 70.00 81.84 
03-02-2026108 26.02 37.37 52.68 68.24 79.76 
03-03-2026107 25.90 37.15 52.32 67.74 79.16 
03-04-2026106 25.61 36.76 51.79 67.06 78.38 
03-05-2026105 25.48 36.53 51.43 66.56 77.77 
03-06-2026104 25.97 36.91 51.67 66.66 77.77 
03-09-2026101 25.39 36.02 50.36 64.93 75.73 
03-10-2026100 25.86 36.39 50.60 65.02 75.72 
03-11-202699 25.56 36.00 50.06 64.34 74.93 
03-12-202698 25.47 35.80 49.72 63.86 74.35 
03-13-202697 25.77 36.00 49.78 63.78 74.16 
03-16-202694 25.56 35.48 48.84 62.41 72.48 
03-17-202693 25.41 35.23 48.45 61.88 71.85 
03-18-202692 25.05 34.77 47.85 61.14 71.00 
03-19-202691 24.64 34.25 47.20 60.34 70.10 
03-20-202690 24.70 34.20 47.01 60.01 69.66 
03-23-202687 23.83 33.03 45.41 57.99 67.33 
03-24-202686 23.42 32.51 44.76 57.19 66.42 
03-25-202685 23.22 32.21 44.31 56.60 65.73 
03-26-202684 22.86 31.75 43.71 55.86 64.88 
03-27-202683 22.61 31.39 43.21 55.22 64.14 
03-30-202680 21.30 29.77 41.17 52.75 61.36 
03-31-202679 21.48 29.85 41.11 52.54 61.04 
04-01-202678 21.37 29.64 40.76 52.05 60.44 
04-02-202677 21.15 29.31 40.29 51.44 59.73 
04-06-202673 20.16 27.90 38.32 48.89 56.76 
04-07-202672 19.78 27.42 37.70 48.13 55.89 
04-08-202671 19.33 26.86 37.00 47.29 54.94 
04-09-202670 18.96 26.40 36.39 46.54 54.09 
04-10-202669 19.36 26.69 36.54 46.54 53.99 
04-13-202666 17.99 25.01 34.43 44.01 51.13 
04-14-202665 17.63 24.54 33.82 43.25 50.27 
04-15-202664 17.75 24.56 33.70 42.99 49.90 
04-16-202663 17.55 24.25 33.25 42.39 49.20 
04-17-202662 17.15 23.74 32.60 41.60 48.30 
04-20-202659 15.84 22.12 30.56 39.13 45.51 
04-21-202658 15.37 21.54 29.84 38.26 44.54 
04-22-202657 15.14 21.21 29.36 37.64 43.81 
04-23-202656 14.66 20.63 28.64 36.77 42.84 
04-24-202655 14.51 20.38 28.25 36.24 42.19 
04-27-202652 13.23 18.78 26.22 33.79 39.42 
04-28-202651 12.75 18.19 25.49 32.91 38.43 
04-29-202650 12.28 17.61 24.78 32.05 37.47 
04-30-202649 12.30 17.53 24.55 31.68 36.99 
05-01-202648 12.03 17.15 24.03 31.01 36.22 
05-04-202645 10.71 15.52 21.97 28.52 33.41 
05-05-202644 10.01 14.81 21.26 27.81 32.70 
05-06-202643 9.52 14.33 20.78 27.33 32.21 
05-07-202642 8.85 13.65 20.10 26.65 31.54 
05-08-202641 9.01 13.81 20.26 26.81 31.69 
05-11-202638 7.41 12.22 18.67 25.22 30.09 
05-12-202637 6.72 11.52 17.97 24.52 29.40 
05-13-202636 6.68 11.48 17.93 24.48 29.35 
05-14-202635 6.08 10.88 17.33 23.88 28.75 
05-15-202634 6.29 11.09 17.54 24.09 28.97 
05-18-202631 4.59 9.38 15.83 22.38 27.25 
05-19-202630 4.28 9.08 15.53 22.08 26.94 
05-20-202629 4.23 8.88 15.14 21.49 26.21 
05-21-202628 4.68 9.18 15.24 21.39 25.96 
05-22-202627 4.46 8.82 14.69 20.64 25.06 
05-26-202623 2.81 6.59 11.68 16.84 20.66 
05-27-202622 2.29 5.93 10.83 15.78 19.46 
05-28-202621 1.80 5.30 10.00 14.76 18.29 
05-29-202620 1.74 5.09 9.60 14.16 17.54 
06-01-202617 1.10 4.01 7.94 11.90 14.84 
06-02-202616 0.75 3.51 7.25 11.01 13.80 
06-03-202615 0.39 3.01 6.55 10.11 12.76 
06-04-202614 0.46 2.94 6.28 9.64 12.14 
06-05-202613 0.84 3.17 6.32 9.48 11.83 
06-08-202610 -0.36 1.53 4.09 6.67 8.58 
06-09-20269 -0.53 1.22 3.59 5.96 7.72 
06-10-20268 -0.44 1.16 3.33 5.51 7.12 
06-11-20267 -0.85 0.61 2.58 4.56 6.03 
06-12-20266 -1.07 0.24 2.02 3.80 5.12 
06-15-20263 -0.41 0.47 1.65 2.85 3.72 
06-16-20262 -0.51 0.22 1.21 2.21 2.94 
06-17-20261 -0.77 -0.19 0.61 1.40 1.98 

 
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