Quote
Inside the band. Fees beat the cost of the stock moving.
After hourspool read 33m agoreal print Thu 3:59 PM ET
pool $248.51+0.10%
real $248.27
$247.40$249.21
Where to quote
$247.40 to $249.21: the real price plus the usual drift each side, on this pool's tick grid (ticks -221220 to -221100).
At today's pool price that is 39% AMZN and 61% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.10%
usual −0.4% to +0.4%
Reverts in
2 min
31.3 crossings a session
Stock's daily move
1.2%
the cost
Pool's daily move
3.1%
stock plus drift
The tape
since Sat 8:10 PM ET · 836 five-minute candles · studied 33m ago+1.1%+0.5%real−0.5%−1.1%
Mon, Sep 28Tue, Sep 29Wed, Sep 30Thu, Oct 1
usual band pre and after hours market closed
Hover the tape for a reading.
Fees / day
$1.4k
$455k volume × 0.3%
Pool size
$864k
58% a year, pool average
Fee yield, this band
364%
a year in range, 334× vs the pool's 53×
Cost of the stock moving
152%
a year. Fees cover 240% of it.
Volume outside hours
38%
21% while the market is closed
Other pools for AMZN
Same token against USDG. Sizes are from discovery, not live.
- Uniswap v4 · 0.3% fee · pool$12.3k size · $17.1k volume 24h · $51 fee pot / day
Before you quote
- After hours. The real price is the last print, so part of the gap may be news the tape has not priced.