Quote
Inside the band. Fees beat the cost of the stock moving.
After hourspool read 30m agoreal print Thu 3:59 PM ET
pool $382.41−0.10%
real $382.78
$381.21$384.73
Where to quote
$381.21 to $384.73: the real price plus the usual drift each side, on this pool's tick grid (ticks 216780 to 216900).
At today's pool price that is 66% GLD and 34% 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 +0.5%
Reverts in
3 min
29.5 crossings a session
Stock's daily move
1.0%
the cost
Pool's daily move
3.2%
stock plus drift
The tape
since Sat 8:55 PM ET · 1000 five-minute candles · studied 30m ago+0.8%+0.4%real−0.4%−0.8%
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
$453k volume × 0.3%
Pool size
$3.00M
17% a year, pool average
Fee yield, this band
259%
a year in range, 334× vs the pool's 21×
Cost of the stock moving
95%
a year. Fees cover 272% of it.
Volume outside hours
72%
38% while the market is closed
Other pools for GLD
Same token against USDG. Sizes are from discovery, not live.
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.