Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 20m agoreal print Thu 3:59 PM ET
pool $543.84+0.42%
real $541.56
$535.56$548.71
Where to quote
$535.56 to $548.71: the real price plus the usual drift each side, on this pool's tick grid (ticks 213200 to 213600).
At today's pool price that is 37% DELL and 63% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.42%
usual −1.1% to +1.3%
Reverts in
22 min
10.5 crossings a session
Stock's daily move
2.5%
the cost
Pool's daily move
4.4%
stock plus drift
The tape
since Sat 8:20 PM ET · 151 five-minute candles · studied 20m ago+2.0%+1.0%real−1.0%−2.0%
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
$876
$87.6k volume × 1%
Pool size
$269k
119% a year, pool average
Fee yield, this band
574%
a year in range, 101× vs the pool's 21×
Cost of the stock moving
205%
a year. Fees cover 280% of it.
Volume outside hours
29%
12% while the market is closed
Before you quote
- Market closed. The real price is the last print, so part of the gap may be news the tape has not priced.