SP500 · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 2m old-0.084%higher than 12% of spread values(window 1D)
long $7,647.6 · short $7,641.2(long 2m / short 2m old)
Entry Spread (order book)-0.111%on $10,000
long $7,647.2 · short $7,638.68(average execution prices, not mark)
market median $7,651.25· long -0.0%· short -0.1%
⚠ Spread is inverted — Pacifica is cheaper than Lighter. Convergence trade only profits with positive spread.
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
Convergence trade not applicable
Current spread is negative — short leg is cheaper than long. Either wait for spread to flip positive, or swap legs (button in Hero above) to invert the trade direction.
Spread Statistics
Window: 24h · 264 samples
Current
-0.084%
12 pct
Median
-0.031%
Average
-0.023%
P25 → P75
-0.058% … +0.029%
Range
-0.173% … +0.093%
Std dev
±0.055%
Size per leg$= $20,000 total
chart range
Loading Mark Prices…
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Live spread — order book
on size $10,000Collecting live order-book data…
Rebuilt 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.
LONG
Lighter(dex)
- Mark Price
- $7,647.6
- Exchange Ticker
- US500-USDC
- Taker / Maker
- 0% / 0%
- Funding APR(1h)
- -39.45%
- OI
- $1.73M
- 24h Vol
- $13.62M
SHORT
Pacifica(dex)
- Mark Price
- $7,641.2
- Exchange Ticker
- SP500
- Taker / Maker
- 0.04% / 0.015%
- Funding APR(1h)
- +7.04%
- OI
- $290.02K
- 24h Vol
- $188.47K
260 long / 264 short samples · 1 day · auto-refresh every 30s