Equity perp spreads widen 7.1x on average during earnings windows but the reaction is bimodal.

Some names blow out while others barely move. Even with wide spreads and high carry costs, traders are already using perps as leveraged event plays. If you capture the directional move the spread is a non-issue and carry is tolerable.

Traders are paying 15-40%+ annualized funding and eating wide spreads just to get leveraged access to earnings moves.

The cost structure compresses once the rails catch up. Between the NYSE moving toward 24/7 trading and the CFTC chief talking about clearing a path for U.S. perps, those catalysts are already in motion.

Equity perps have found product market fit. Now the infrastructure needs to catch up.

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