SPY · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 11m old-0.039%higher than 31% of spread values(window 1D)
long $767.7100 · short $767.4081(long 11m / short 11m old)
Entry Spread (order book)-0.134%on $10,000
long $768.3366 · short $767.3071(average execution prices, not mark)
market median $767.7850· long -0.0%· short -0.0%
⚠ Spread is inverted — NADO is cheaper than TxFlow. Convergence trade only profits with positive spread.
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
Convergence trade not applicable
Current spread is negative — short leg is cheaper than long. Either wait for spread to flip positive, or swap legs (button in Hero above) to invert the trade direction.
Spread Statistics
Window: 24h · 245 samples
Current
-0.039%
31 pct
Median
-0.012%
Average
-0.023%
P25 → P75
-0.046% … +0.002%
Range
-0.173% … +0.043%
Std dev
±0.032%
Size per leg$= $20,000 total
chart range
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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
TxFlow(dex)
TxFlow(dex)- Mark Price
- $767.7100
- Exchange Ticker
- SPY
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- -13.59%
- OI
- $682.02K
- 24h Vol
- $310.37K
SHORT
NADO(dex)
NADO(dex)- Mark Price
- $767.4081
- Exchange Ticker
- SPY-PERP
- Taker / Maker
- 0.035% / 0.01%
- Funding APR(1h)
- -4.31%
- OI
- $1.54M
- 24h Vol
- $27.34K
233 long / 235 short samples · 2 days · auto-refresh every 30s