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
€6,153,648,777
2.79%
weighted avg yield
· 83 prints across 8 sessions
Largest print:
€546,040,000
· 1000/6000
· 2.67%
SPX · this month
$3,693,679,457
4.67%
weighted avg yield
· 1040 prints across 7 sessions
Largest print:
$234,682,750
· 7000/8000
· 5.05%
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 |
|---|---|---|---|---|---|---|
| 9 Sep | ESTX50 | 18 Dec 2026 | 1000/6000 | 11000 | €546,040,000 | 2.67% |
| 28 Aug | ESTX50 | 18 Dec 2026 | 1000/6000 | 9450 | €468,720,000 | 2.65% |
| 10 Sep | ESTX50 | 18 Sep 2026 | 1000/6000 | 7500 | €374,737,500 | 3.25% |
| 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% |
| 18 Aug | SPX | 21 Aug 2026 | 7000/8000 | 2818 | $281,670,372 | 5.76% |
| 9 Sep | ESTX50 | 18 Sep 2026 | 1000/6000 | 5500 | €274,796,500 | 3.05% |