PYTH Whale vs Retail Delta: Top Traders vs Accounts

PYTH Whale vs Retail Delta

The PYTH whale vs retail delta: the share of top traders' PYTH position that is long minus the share of all accounts that are long, in percentage points. The chart runs back to 2020 on Binance and 2023 on Gate. Below it: where today's reading ranks in the past 30 days and year, and what price did after the year's most extreme readings.

PYTH whales are 5.6 pp more long than retail (Binance top traders' positions 73.3% long vs 67.7% of all accounts). The delta is up 7.4 pp in 24 hours. Since 26 Sep 2026 it ranged from -1.8 pp (27 Sep 2026) to +5.6 pp (28 Sep 2026).

Binance top traders vs all accounts50 hourly readings in the past yearAs of 14:00 UTC

PYTH whale vs retail Binance

+5.6 pp

top traders 73.3% longaccounts 67.7%

Percentile

— of 1y

— of the past 30 days24h change +7.4 pp

Range since 26 Sep 2026

-1.8 to +5.6

low 27 Sep 2026high 28 Sep 2026

Other exchange

—

only Binance publishes both ratios for PYTH

PYTH top traders vs all accounts

Top trader positions long minus accounts long, pp

Loading chart…

Chart: TradingView Lightweight Charts™

What PYTH did after extreme readings

This needs at least 30 days of hourly readings for PYTH; the table appears once there are enough.

How to read it. The delta is the share of top traders' PYTH position that is long minus the share of all accounts that are long, in percentage points. Retail accounts usually lean long, so the delta sits below zero much of the time; what matters is where it stands against its own history. The chart shows Binance and Gate separately. Compare every coin on the whale vs retail hub and the long/short ratio page.

PYTH whale vs retail FAQ

What is the PYTH whale vs retail delta?

The share of PYTH's top traders' combined position that is long, minus the share of all accounts with a PYTH position that are long, in percentage points. Top traders are Binance's top 20% of futures users by margin balance, weighted by position size; the accounts ratio counts every account once.

How is the "after extremes" table built?

We take the hourly readings of the past year, keep the highest 5% and the lowest 5%, and compare PYTH's Binance spot price at each reading with the price 24 hours and 7 days later: from hourly closes where this site has them, else from daily closes. The hit rate is how often price moved the way the whales leaned (up after the top 5%, down after the bottom 5%). Readings bunch together in episodes, so the number of distinct days is shown too.

Is it a trading signal?

No. The table describes what happened after past readings, before fees and funding, and a year holds only a handful of episodes. Nothing here is financial advice.