Quote
Inside the band. Fees beat the cost of the stock moving.
After hourspool read 43m agoreal print Thu 3:59 PM ET
pool $8.77−0.38%
real $8.80
$8.68$8.92
Where to quote
$8.68 to $8.92: the real price plus the usual drift each side, on this pool's tick grid (ticks -254800 to -254400).
At today's pool price that is 63% DJT and 37% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
−0.38%
usual −1.4% to +1.4%
Reverts in
5 min
18.0 crossings a session
Stock's daily move
2.7%
the cost
Pool's daily move
8.4%
stock plus drift
The tape
since Sat 8:00 PM ET · 473 five-minute candles · studied 43m ago+1.9%+0.9%real−0.9%−1.9%
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
$1.9k
$186k volume × 1%
Pool size
$381k
179% a year, pool average
Fee yield, this band
816%
a year in range, 101× vs the pool's 22×
Cost of the stock moving
236%
a year. Fees cover 346% of it.
Volume outside hours
36%
20% while the market is closed
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.