SPY · Convergence Trade
Current Spread (mark)
updated 1m ago-0.155%higher than 23% of spread values(window 1D)
long $767.1700 · short $765.9800(long 1m / short 1m old)
Entry Spread (order book)-0.181%on $10,000
long $767.1800 · short $765.7931(average execution prices, not mark)
market median $766.6800· long +0.1%· short -0.1%
⚠ Spread is inverted — Crypto.com is cheaper than BloFin. Convergence trade only profits with positive spread.
Size per leg$= $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 · 273 samples
Current
-0.155%
23 pct
Median
-0.142%
Average
-0.135%
P25 → P75
-0.154% … -0.125%
Range
-0.278% … +0.116%
Std dev
±0.040%
tf
LONG
BloFin(cex)
- Mark Price
- $767.1700
- Exchange Ticker
- SPY-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +13.15%
- OI
- $1.22M
- 24h Vol
- $286.75K
SHORT
Crypto.com(cex)
- Mark Price
- $765.9800
- Exchange Ticker
- SPYUSD-PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- +42.34%
- OI
- $519.07K
- 24h Vol
- $92.41K
266 long / 163 short samples · 2 days · auto-refresh every 30s