SPX · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.15% 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 | +$15.01 | -$34.99 | -$84.99 |
| Round-trip fees | −$13.00 | −$13.00 | −$13.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.15 | −$0.15 | −$0.15 |
| Net potential | +$1.86 | -$48.14 | -$98.14 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.18%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,763 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.
Extended(dex)- Mark Price
- $0.3179
- Exchange Ticker
- SPX-USD
- Taker / Maker
- 0.025% / 0%
- Funding APR(1h)
- +11.39%
- OI
- $34.04K
- 24h Vol
- $287.96K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Aster(dex)- Mark Price
- $0.3184
- Exchange Ticker
- SPXUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(1h)
- -2.08%
- OI
- $15.68K
- 24h Vol
- $5.43K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1604 long / 1601 short samples · 8 days · auto-refresh every 30s