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
€1,828,296,443
2.73%
weighted avg yield
· 229 prints across 20 sessions
Largest print:
€174,366,500
· 1000/6000
· 2.48%
SPX · this month
$8,142,432,412
4.67%
weighted avg yield
· 4414 prints across 21 sessions
Largest print:
$249,900,000
· 7000/8000
· 3.72%
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 |
|---|---|---|---|---|---|---|
| 14 Oct | SPX | 16 Oct 2026 | 7000/8000 | 2500 | $249,900,000 | 3.72% |
| 12 Oct | SPX | 16 Oct 2026 | 7000/8000 | 2500 | $249,857,500 | 3.53% |
| 12 Oct | SPX | 18 Dec 2026 | 7000/8000 | 2500 | $247,912,500 | 4.54% |
| 13 Oct | SPX | 16 Oct 2026 | 7000/8000 | 2000 | $199,906,000 | 3.49% |
| 16 Oct | SPX | 18 Dec 2026 | 7000/8000 | 1800 | $178,632,000 | 4.52% |
| 27 Oct | ESTX50 | 18 Dec 2026 | 1000/6000 | 3500 | €174,366,500 | 2.48% |
| 13 Oct | ESTX50 | 15 Dec 2028 | 1000/6000 | 3500 | €163,345,000 | 3.21% |
| 19 Oct | ESTX50 | 18 Dec 2026 | 1000/6000 | 2800 | €139,342,000 | 2.81% |
| 19 Oct | ESTX50 | 17 Dec 2027 | 1000/6000 | 2800 | €135,114,000 | 3.09% |
| 12 Oct | ESTX50 | 18 Dec 2026 | 1000/6000 | 2500 | €124,400,000 | 2.58% |