Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 0s agoreal print Thu 3:59 PM ET
pool $348.47+1.36%
real $343.80
$340.97$350.30
Where to quote
$340.97 to $350.30: the real price plus the usual drift each side, on this pool's tick grid (ticks -217900 to -217600).
At today's pool price that is 20% AVGO and 80% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+1.36%
usual −0.8% to +1.9%
Reverts in
1.6 h
4.3 crossings a session
Stock's daily move
1.6%
the cost
Pool's daily move
1.9%
stock plus drift
The tape
since Mon 5:05 AM ET · 24 five-minute candles · studied 10h ago+2.1%+1.1%real−1.1%−2.1%
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
$17
$1.7k volume × 1%
Pool size
$32.3k
19% a year, pool average
Fee yield, this band
211%
a year in range, 134× vs the pool's 10×
Cost of the stock moving
101%
a year. Fees cover 208% of it.
Volume outside hours
11%
1% while the market is closed