Quote
Inside the band. Fees beat the cost of the stock moving.
After hourspool read 30m agoreal print Thu 3:59 PM ET
pool $107.43−0.01%
real $107.44
$107.01$107.90
Where to quote
$107.01 to $107.90: the real price plus the usual drift each side, on this pool's tick grid (ticks 229500 to 229620).
At today's pool price that is 53% BABA and 47% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
−0.01%
usual −0.4% to +0.4%
Reverts in
11 min
13.5 crossings a session
Stock's daily move
1.4%
the cost
Pool's daily move
2.0%
stock plus drift
The tape
since Sat 9:20 PM ET · 239 five-minute candles · studied 30m ago+1.3%+0.6%real−0.6%−1.3%
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
$66
$22.1k volume × 0.3%
Pool size
$76.2k
32% a year, pool average
Fee yield, this band
505%
a year in range, 334× vs the pool's 21×
Cost of the stock moving
200%
a year. Fees cover 253% of it.
Volume outside hours
51%
44% while the market is closed
Other pools for BABA
Same token against USDG. Sizes are from discovery, not live.
- Uniswap v3 · 1% fee · pool$9.1k size · $104k volume 24h · $1.0k 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.