NBIS · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.10% 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 | +$9.73 | -$40.27 | -$90.27 |
| Round-trip fees | −$16.00 | −$16.00 | −$16.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$5.12 | −$5.12 | −$5.12 |
| Net potential | -$11.39 | -$61.39 | -$111.39 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.15%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 200 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
- $269.0900
- Exchange Ticker
- NBIS
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- +10.95%
- OI
- $2.48K
- 24h Vol
- $208.31K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $269.3518
- Exchange Ticker
- NBIS-PERP
- Taker / Maker
- 0.035% / 0.01%
- Funding APR(1h)
- -437.34%
- OI
- $189.98K
- 24h Vol
- $70.48K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short195 long / 195 short samples · 2 days · auto-refresh every 30s