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
€1,117,027,768
2.59%
weighted avg yield
· 81 prints across 9 sessions
Largest print:
€247,650,000
· 1000/6000
· 2.59%
SPX · this month
$3,163,151,004
4.61%
weighted avg yield
· 1368 prints across 9 sessions
Largest print:
$149,688,000
· 7000/8000
· 4.86%
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 |
|---|---|---|---|---|---|---|
| 5 Aug | ESTX50 | 18 Dec 2026 | 1000/6000 | 5000 | €247,650,000 | 2.59% |
| 13 Aug | ESTX50 | 18 Sep 2026 | 1000/6000 | 4000 | €199,500,000 | 2.57% |
| 6 Aug | ESTX50 | 18 Dec 2026 | 1000/6000 | 4000 | €198,120,000 | 2.61% |
| 5 Aug | SPX | 21 Aug 2026 | 7000/8000 | 1500 | $149,688,000 | 4.86% |
| 10 Aug | ESTX50 | 18 Dec 2026 | 1000/6000 | 3000 | €148,635,000 | 2.60% |
| 10 Aug | ESTX50 | 18 Dec 2026 | 1000/6000 | 3000 | €148,635,000 | 2.60% |
| 14 Jul | SPX | 18 Sep 2026 | 7000/8000 | 1100 | $109,142,000 | 4.43% |
| 12 Aug | SPX | 21 Aug 2026 | 7000/8000 | 1000 | $99,890,000 | 4.56% |
| 12 Aug | SPX | 21 Aug 2026 | 7000/8000 | 1000 | $99,867,000 | 5.55% |
| 5 Aug | SPX | 21 Aug 2026 | 7000/8000 | 1000 | $99,790,000 | 4.91% |