Made a website to show the real time quotes for box spreads. Includes live data on open offers on both sides (i.e. for borrowing and lending) and implied interest rates. Take the guesswork out of the picture, and get immediate fills 🙂

    https://app.syntheticfi.com/cob

    Box spread trades are super useful but are kind of a black box. I use Schwab, so I had to guess a rate based on historical data, undershoot a bit, and adjust up my order, never knowing for sure if it could be filled.

    Built this tool so I have real time data to get positions filled immediately. I got the data off CBOE's complex order book, so it's currently just on SPX index options.

    Let me know if y'all find this helpful – and how I could make it an even more useful tool! First learned about using box spreads to borrow a couple of years ago, thanks to all the helpful posts on Reddit and the OG boxtrades.com, so I want to give back 🙂

    Real-Time Box Spread Quotes with Implied Interest Rates – no more waiting on fills
    byu/tonyyanga inoptions



    Posted by tonyyanga

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