SKHYNIX · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.43% 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 | +$43.50 | -$6.50 | -$56.50 |
| Round-trip fees | −$21.00 | −$21.00 | −$21.00 |
| Slippage(orderbook) | −$9.54 | −$9.54 | −$9.54 |
| Funding drag(est. 1h hold) | −$0.75 | −$0.75 | −$0.75 |
| Net potential | +$12.21 | -$37.79 | -$87.79 |
⏱ Hold time (estimated from history)
Over 1D the spread rarely converged to the median 0.02% (100% of episodes never did). The spread may be structural rather than mean-reverting — do not count on a quick exit; take profit on actual compression, not on a timer.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 284 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
- $885.1000
- Exchange Ticker
- SKHYNIX-USDT-SWAP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- -179.34%
- OI
- $70.39M
- 24h Vol
- $67.55M
- Mark Price
- $888.9500
- Exchange Ticker
- SKHYNIXUSDT
- Taker / Maker
- 0.055% / 0.02%
- Funding APR(8h)
- -244.67%
- OI
- $40.27M
- 24h Vol
- $27.07M
284 long / 284 short samples · 2 days · auto-refresh every 30s