data as of
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Price arb /

SPX

all SPX markets
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Checked every minute; it has to hold two checks in a row. Delivery to Telegram comes later, so for now alerts appear on the alerts page.

After costs, if the gap returns to its 7d average, $10k−$136
spread now+0.305%7d average+0.211%fees + slippage, in and out−$145spread needed1.454%
Long on BybitShort on Kraken Futures
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBybit SPXUSDT0.49860.0100pay 0.0050% / 4h2h 15m$11.4M$14.0M50x
ShortKraken Futures PF_SPXUSD0.50010.1638get 0.0205% / 1h15m 06s$243K$348K20x

Price spread history

latest
Range statsloading…

How often the spread is this wide

share of time at each level, last 7D

Backtest

opened in the past, held until now, after costs
Backtest 7 daysBacktest 30 daysBacktest 90 daysopens the backtester with this pair and $10,000 a leg

Profit calculator

Spread captured
$30.49
Funding while held
$46.15
Slippage, 4 orders
−$124.38
Fee Bybit: 5.5 bp × 2 orders
−$11
Fee Kraken Futures: 5 bp × 2 orders
−$10
Net
−$68.74
Spread needed to break even
1.454%
Slippage from Bybit: live order book, 5 min ago; Kraken Futures: live order book, 24 min ago.

Cost of waiting

funding view
Funding /8h
+0.1538%
Per $10,000 a day
+$46.15
Average in range /8h
—

Cost to enter

taker fee + slippage from the mid, one side; closing costs about the same again
LegHalf-spread$10k$100k$1M$5M
Buy Bybit live order book, 5 min ago1.00 bp13.2 bp −$1341.0 bp −$410doesn't fitdoesn't fit
Sell Kraken Futures live order book, 24 min ago14.95 bp35.3 bp −$35161.7 bp −$1,617doesn't fitdoesn't fit

SPX price on every exchange

against the cheapest. Click to use as the short leg.
Injective0.4979cheapestSunX0.4981+0.040%
Bybit0.4986+0.141%
BloFin0.4987+0.161%Variational Omni0.4990+0.219%Bitget0.4990+0.221%Extended0.4991+0.233%Gate0.4991+0.241%MEXC0.4991+0.241%KuCoin0.4991+0.241%OKX0.4992+0.261%Binance0.4994+0.300%BingX0.4996+0.341%Aster0.4996+0.348%Lighter0.4998+0.380%Orderly0.5001+0.442%
Kraken Futures0.5001+0.446%
ApeX Omni0.5003+0.482%Hyperliquid0.5004+0.496%

SPX on 19 venues

cheapest first. Swap a leg.
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
Injective SPX/USDC PERP−0.140%+0.0033%1h$9$4K5.5xas long as short
SunX SPX-USDT−0.100%+0.0100%4h$8K$1.4M20xas long as short
Bybit SPXUSDTlong0.000%+0.0100%4h$11.4M$14.0M50x
BloFin SPX-USDT+0.020%+0.0340%4h$256K$912K75xas long as short
Variational Omni SPX+0.079%−0.0218%4h$829K$1.2M—as long as short
Bitget SPXUSDT+0.080%+0.0100%4h$2.5M$1.2M50xas long as short
Extended SPX-USD+0.093%+0.0104%1h$34K$218K10xas long as short
Gate SPX_USDT+0.100%+0.0088%4h$991K$393K50xas long as short
MEXC SPX_USDT+0.100%+0.0100%4h$9.6M$4.3M100xas long as short
KuCoin SPXUSDTM+0.100%+0.0100%4h$3.7M$5.1M50xas long as short
Show all 19 venues
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
OKX SPX-USDT-SWAP+0.120%+0.0100%4h$982K$2.3M20xas long as short
Binance SPXUSDT+0.159%+0.0100%4h$4.8M$16.6M75xas long as short
BingX SPX-USDT+0.201%+0.0100%4h—$6.8M—as long as short
Aster SPXUSDT+0.207%+0.0100%4h$130K$80K10xas long as short
Lighter SPX+0.239%+0.0096%1h$142K$263K5xas long as short
Orderly PERP_SPX_USDC+0.301%+0.0100%4h$19K$20010xas long as short
Kraken Futures PF_SPXUSDshort+0.305%+0.1638%1h$243K$348K20x
ApeX Omni SPXUSDT+0.341%+0.0100%1h$48K$243K25xas long as short
Hyperliquid SPX+0.355%+0.0100%1h$9.2M$5.5M5xas long as short