NVDA · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.18% 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 | +$17.88 | -$32.12 | -$82.12 |
| Round-trip fees | −$19.00 | −$19.00 | −$19.00 |
| Slippage(orderbook) | −$5.51 | −$5.51 | −$5.51 |
| Funding drag(est. 1h hold) | −$0.30 | −$0.30 | −$0.30 |
| Net potential | -$6.93 | -$56.93 | -$106.93 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.15% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 227 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 · 1,803 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
- $225.6066
- Exchange Ticker
- NVDA-USD.P
- Taker / Maker
- 0.035% / 0.015%
- Funding APR(1h)
- +5.52%
- OI
- $1.22M
- 24h Vol
- $1.85M
- Mark Price
- $226.0100
- Exchange Ticker
- NVDA-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- -20.35%
- OI
- $714.99K
- 24h Vol
- $214.86K
1679 long / 1676 short samples · 8 days · auto-refresh every 30s