ASML · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.09% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.5% | 1.0% |
|---|---|---|---|
| Gross profit | +$8.68 | -$41.32 | -$91.32 |
| Round-trip fees | −$18.00 | −$18.00 | −$18.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$9.32 | -$59.32 | -$109.32 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.06% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 254 comparable episodes over 7D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,970 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.
OKX(cex)- Mark Price
- $1,887.84
- Exchange Ticker
- ASML-USDT-SWAP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +0.00%
- OI
- $623.52K
- 24h Vol
- $392.71K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Aster(dex)- Mark Price
- $1,889.48
- Exchange Ticker
- ASMLUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(8h)
- +0.00%
- OI
- $26.91K
- 24h Vol
- $3.40K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1965 long / 1965 short samples · 8 days · auto-refresh every 30s