ANTHROPIC · Convergence Trade
Profit Calculator
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 3.11% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$311.36 | +$261.36 | +$211.36 |
| Round-trip fees | −$28.00 | −$28.00 | −$28.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$1.14 | +$1.14 | +$1.14 |
| Net potential | +$271.42 | +$221.42 | +$171.42 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 3.18%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 247 samples
Live spread — order book
on size $10,000Rebuilt from stored order books (last 3h) and updated every ~15s while the page is open. IN is the spread to open the position, OUT is the spread to close it; positive means the trade works in your favour. Both are walked for your position size, so they already include what depth costs you.
- Mark Price
- $2,099.82
- Exchange Ticker
- ANTHROPIC-USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- -83.95%
- OI
- $41.70K
- 24h Vol
- $37.48K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $2,165.2
- Exchange Ticker
- io:ANTH
- Taker / Maker
- 0.09% / 0.03%
- Funding APR(1h)
- +16.30%
- OI
- $36.01M
- 24h Vol
- $3.43M
233 long / 234 short samples · 2 days · auto-refresh every 30s