data as of
Settings8H · net · $10k
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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−$169
spread now−0.041%7d average−0.179%fees + slippage, in and out−$183spread needed1.830%
Long on Kraken FuturesShort on Extended
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongKraken Futures PF_SPXUSD0.49460.0971pay 0.0121% / 1h56m 11s$238K$356K20x
ShortExtended SPX-USD0.49440.0104get 0.0013% / 1h56m 11s$34K$218K10x

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
−$4.13
Funding while held
−$26
Slippage, 4 orders
−$168.02
Fee Kraken Futures: 5 bp × 2 orders
−$10
Fee Extended: 2.5 bp × 2 orders
−$5
Net
−$213.14
Spread needed to break even
1.830%
Slippage from Kraken Futures: live order book, 43 min ago; Extended: live order book, 58 min ago.

Cost of waiting

funding view
Funding /8h
−0.0867%
Per $10,000 a day
−$26.00
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 Kraken Futures live order book, 43 min ago14.95 bp78.6 bp −$79doesn't fitdoesn't fitdoesn't fit
Sell Extended live order book, 58 min ago3.35 bp37.2 bp −$37237.4 bp −$2,374doesn't fitdoesn't fit

SPX price on every exchange

against the cheapest. Click to use as the short leg.
SunX0.4937cheapestOKX0.4940+0.061%Bybit0.4943+0.122%
Extended0.4944+0.150%
Binance0.4945+0.162%BingX0.4946+0.182%
Kraken Futures0.4946+0.191%
MEXC0.4947+0.203%Variational Omni0.4947+0.212%Lighter0.4949+0.233%KuCoin0.4950+0.263%Aster0.4951+0.282%Gate0.4951+0.284%Hyperliquid0.4952+0.300%Bitget0.4952+0.304%Orderly0.4953+0.324%ApeX Omni0.4958+0.425%BloFin0.4962+0.506%Injective0.4979+0.851%

SPX on 19 venues

cheapest first. Swap a leg.
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
SunX SPX-USDT−0.191%+0.0100%4h$8K$1.5M20xas long as short
OKX SPX-USDT-SWAP−0.130%+0.0100%4h$969K$2.3M20xas long as short
Bybit SPXUSDT−0.070%+0.0100%4h$11.3M$14.3M50xas long as short
Extended SPX-USDshort−0.041%+0.0104%1h$34K$218K10x
Binance SPXUSDT−0.029%+0.0100%4h$4.7M$17.2M75xas long as short
BingX SPX-USDT−0.009%+0.0100%4h—$6.8M—as long as short
Kraken Futures PF_SPXUSDlong0.000%+0.0971%1h$238K$356K20x
MEXC SPX_USDT+0.011%+0.0100%4h$10.1M$4.4M100xas long as short
Variational Omni SPX+0.021%−0.0187%4h$816K$1.2M—as long as short
Lighter SPX+0.042%+0.0096%1h$117K$294K5xas long as short
Show all 19 venues
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
KuCoin SPXUSDTM+0.072%+0.0100%4h$3.7M$5.1M50xas long as short
Aster SPXUSDT+0.091%+0.0100%4h$129K$81K10xas long as short
Gate SPX_USDT+0.092%+0.0100%4h$987K$401K50xas long as short
Hyperliquid SPX+0.108%+0.0100%1h$9.1M$5.7M5xas long as short
Bitget SPXUSDT+0.112%+0.0100%4h$2.5M$1.2M50xas long as short
Orderly PERP_SPX_USDC+0.133%+0.0100%4h$19K$20010xas long as short
ApeX Omni SPXUSDT+0.234%+0.0100%1h$45K$245K25xas long as short
BloFin SPX-USDT+0.315%+0.0340%4h$253K$921K75xas long as short
Injective SPX/USDC PERP+0.658%+0.0033%1h$9$4K5.5xas long as short