SPY · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 1m old-0.057%higher than 13% of spread values(window 1D)
long $766.4170 · short $765.9800(long 1m / short 1m old)
Entry Spread (order book)-0.074%on $10,000
long $766.3620 · short $765.7931(average execution prices, not mark)
market median $766.6800· long -0.0%· short -0.1%
⚠ Spread is inverted — Crypto.com is cheaper than Variational. Convergence trade only profits with positive spread.
Size per leg$= $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
-0.057%
13 pct
Median
-0.027%
Average
-0.024%
P25 → P75
-0.044% … -0.013%
Range
-0.121% … +0.280%
Std dev
±0.041%
tf
LONG
Variational(dex)
Variational(dex)- Mark Price
- $766.4170
- Exchange Ticker
- US500
- Taker / Maker
- 0% / 0%
- Funding APR(8h)
- +0.00%
- OI
- $21.60M
- 24h Vol
- $3.31M
SHORT
Crypto.com(cex)
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
267 long / 163 short samples · 2 days · auto-refresh every 30s