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IndexArb Values vs. Time
S&P 500 SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-18-2026 to the Last Trade Date of 09-17-2026.]
Updated: Saturday, May-16-2026
2:00pm 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)
05-18-2026123 48.03 56.53 68.16 77.21 83.82 
05-19-2026122 47.90 56.33 67.87 76.84 83.40 
05-20-2026121 47.45 55.81 67.26 76.16 82.66 
05-21-2026120 47.88 56.18 67.54 76.37 82.83 
05-22-2026119 47.84 56.08 67.35 76.12 82.53 
05-26-2026115 46.38 54.38 65.30 73.80 80.02 
05-27-2026114 45.96 53.90 64.74 73.17 79.34 
05-28-2026113 45.51 53.39 64.14 72.50 78.63 
05-29-2026112 45.45 53.26 63.93 72.22 78.30 
06-01-2026109 44.76 52.39 62.79 70.89 76.82 
06-02-2026108 44.33 51.90 62.22 70.24 76.13 
06-03-2026107 43.94 51.45 61.67 69.63 75.47 
06-04-2026106 44.01 51.45 61.59 69.48 75.27 
06-05-2026105 44.33 51.72 61.77 69.59 75.33 
06-08-2026102 43.11 50.31 60.10 67.71 73.31 
06-09-2026101 42.87 50.00 59.70 67.24 72.79 
06-10-2026100 42.52 49.59 59.20 66.67 72.17 
06-11-202699 42.02 49.03 58.55 65.95 71.40 
06-12-202698 41.69 48.63 58.07 65.40 70.80 
06-15-202695 41.94 48.69 57.86 64.99 70.24 
06-16-202694 41.57 48.26 57.34 64.40 69.60 
06-17-202693 41.11 47.73 56.72 63.71 68.86 
06-18-202692 40.64 47.20 56.10 63.02 68.12 
06-22-202688 39.18 45.48 54.02 60.65 65.56 
06-23-202687 38.83 45.06 53.50 60.07 64.92 
06-24-202686 38.27 44.44 52.80 59.29 64.09 
06-25-202685 37.78 43.88 52.14 58.57 63.32 
06-26-202684 37.39 43.43 51.60 57.95 62.65 
06-29-202681 35.69 41.53 49.42 55.57 60.11 
06-30-202680 35.70 41.47 49.28 55.35 59.84 
07-01-202679 35.46 41.17 48.88 54.88 59.32 
07-02-202678 35.18 40.82 48.44 54.37 58.76 
07-06-202674 33.58 38.96 46.21 51.85 56.03 
07-07-202673 33.03 38.34 45.50 51.07 55.20 
07-08-202672 32.43 37.68 44.74 50.23 54.31 
07-09-202671 31.97 37.14 44.11 49.54 53.56 
07-10-202670 32.06 37.17 44.04 49.39 53.36 
07-13-202667 30.24 35.15 41.74 46.88 50.69 
07-14-202666 29.63 34.46 40.97 46.03 49.79 
07-15-202665 29.69 34.46 40.87 45.85 49.56 
07-16-202664 29.19 33.89 40.20 45.12 48.77 
07-17-202663 28.80 33.43 39.65 44.49 48.09 
07-20-202660 27.02 31.45 37.38 42.00 45.44 
07-21-202659 26.42 30.77 36.62 41.16 44.54 
07-22-202658 25.91 30.19 35.94 40.41 43.74 
07-23-202657 25.33 29.54 35.19 39.59 42.86 
07-24-202656 25.09 29.23 34.79 39.11 42.33 
07-27-202653 23.24 27.17 32.44 36.54 39.60 
07-28-202652 22.59 26.45 31.63 35.65 38.65 
07-29-202651 21.94 25.73 30.81 34.76 37.71 
07-30-202650 21.31 25.03 30.01 33.88 36.78 
07-31-202649 21.60 25.25 30.14 33.94 36.78 
08-03-202646 19.92 23.36 27.96 31.53 34.21 
08-04-202645 19.33 22.69 27.19 30.69 33.31 
08-05-202644 18.58 21.94 26.44 29.94 32.56 
08-06-202643 17.83 21.19 25.69 29.19 31.81 
08-07-202642 17.33 20.70 25.20 28.70 31.31 
08-10-202639 15.75 19.11 23.61 27.11 29.73 
08-11-202638 14.92 18.28 22.78 26.28 28.90 
08-12-202637 14.10 17.46 21.96 25.46 28.08 
08-13-202636 13.89 17.25 21.75 25.25 27.87 
08-14-202635 14.20 17.56 22.06 25.56 28.18 
08-17-202632 12.16 15.52 20.02 23.52 26.13 
08-18-202631 11.39 14.75 19.25 22.75 25.36 
08-19-202630 11.29 14.55 18.91 22.33 24.88 
08-20-202629 11.36 14.52 18.74 22.08 24.57 
08-21-202628 10.95 14.01 18.10 21.35 23.78 
08-24-202625 8.63 11.38 15.07 18.06 20.30 
08-25-202624 8.29 10.94 14.50 17.41 19.58 
08-26-202623 7.55 10.11 13.53 16.35 18.46 
08-27-202622 6.84 9.30 12.59 15.33 17.37 
08-28-202621 6.30 8.66 11.82 14.46 16.44 
08-31-202618 4.75 6.82 9.59 11.97 13.74 
09-01-202617 4.48 6.45 9.09 11.38 13.08 
09-02-202616 3.88 5.76 8.28 10.47 12.10 
09-03-202615 3.61 5.39 7.78 9.88 11.45 
09-04-202614 4.03 5.72 7.99 9.99 11.49 
09-08-202610 1.60 2.92 4.69 6.32 7.52 
09-09-20269 1.46 2.69 4.34 5.87 7.00 
09-10-20268 1.08 2.22 3.75 5.18 6.24 
09-11-20267 0.70 1.75 3.16 4.49 5.47 
09-14-20264 -0.62 0.16 1.22 2.24 3.00 
09-15-20263 0.19 0.89 1.83 2.75 3.43 
09-16-20262 -0.26 0.35 1.18 1.99 2.59 
09-17-20261 -0.62 -0.10 0.61 1.32 1.83 

 
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