Box spread liquidity
Browse every print →Real box-spread executions detected in the SPX and ESTX50 options trade tape — not quotes. Volume and notional-weighted implied rate per session, updated every trading day.
ESTX50 · this month
€10,342,030,546
2.86%
weighted avg yield
· 288 prints across 20 sessions
Largest print:
€546,040,000
· 1000/6000
· 2.67%
SPX · this month
$12,375,819,804
5.03%
weighted avg yield
· 3636 prints across 19 sessions
Largest print:
$599,820,000
· 7000/8000
· 5.63%
ESTX50 · EUR
Volume (bars) · weighted rate (line)
SPX · USD
Volume (bars) · weighted rate (line)
Largest prints — last 30 days
| Date | Index | Expiry | Strikes | Contracts | Notional | Implied rate |
|---|---|---|---|---|---|---|
| 16 Sep | SPX | 18 Sep 2026 | 7000/8000 | 6000 | $599,820,000 | 5.63% |
| 9 Sep | ESTX50 | 18 Dec 2026 | 1000/6000 | 11000 | €546,040,000 | 2.67% |
| 14 Sep | ESTX50 | 18 Sep 2026 | 1000/6000 | 10500 | €524,790,000 | 3.72% |
| 10 Sep | ESTX50 | 18 Sep 2026 | 1000/6000 | 7500 | €374,737,500 | 3.25% |
| 16 Sep | SPX | 18 Sep 2026 | 7000/8000 | 3500 | $349,912,500 | 4.67% |
| 3 Sep | ESTX50 | 18 Dec 2026 | 1000/6000 | 7000 | €347,340,000 | 2.66% |
| 10 Sep | ESTX50 | 18 Sep 2026 | 1000/6000 | 6000 | €299,802,000 | 3.06% |
| 2 Sep | ESTX50 | 18 Sep 2026 | 1000/6000 | 6000 | €299,670,000 | 2.54% |
| 10 Sep | ESTX50 | 18 Dec 2026 | 1000/6000 | 6000 | €297,882,000 | 2.65% |
| 2 Sep | ESTX50 | 18 Dec 2026 | 1000/6000 | 6000 | €297,720,000 | 2.64% |