SPY · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 3m old-0.061%higher than 17% of spread values(window 1D)
long $770.4300 · short $769.9600(long 3m / short 1m old)
Entry Spread (order book)-0.118%on $10,000
long $770.5703 · short $769.6639(average execution prices, not mark)
market median $770.0650· long +0.0%· short -0.0%
⚠ Spread is inverted — Crypto.com is cheaper than Bitget. Convergence trade only profits with positive spread.
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
Convergence trade not applicable
Current spread is negative — short leg is cheaper than long. Either wait for spread to flip positive, or swap legs (button in Hero above) to invert the trade direction.
Spread Statistics
Window: 24h · 245 samples
Current
-0.061%
17 pct
Median
-0.051%
Average
-0.050%
P25 → P75
-0.058% … -0.042%
Range
-0.093% … -0.009%
Std dev
±0.012%
Size per leg$= $20,000 total
chart range
Loading Mark Prices…
Loading Price Spread…
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
Bitget(cex)
Bitget(cex)- Mark Price
- $770.4300
- Exchange Ticker
- SPYUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +0.00%
- OI
- $10.29M
- 24h Vol
- $402.70K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
Crypto.com(cex)
Crypto.com(cex)- Mark Price
- $769.9600
- Exchange Ticker
- SPYUSD-PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- +5.01%
- OI
- $359.91K
- 24h Vol
- $21.12K
232 long / 229 short samples · 2 days · auto-refresh every 30s