Quote
Inside the band. Fees beat the cost of the stock moving.
After hourspool read 2h agoreal print Thu 4:28 PM ET
pool $267.01−0.45%
real $268.20
$265.12$270.81
Where to quote
$265.12 to $270.81: the real price plus the usual drift each side, on this pool's tick grid (ticks 220200 to 220600).
At today's pool price that is 67% MRVL and 33% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
−0.45%
usual −1.1% to +1.0%
Reverts in
18 min
9.0 crossings a session
Stock's daily move
2.8%
the cost
Pool's daily move
4.0%
stock plus drift
The tape
since Sat 6:55 PM ET · 119 five-minute candles · studied 2h ago+2.7%+1.4%real−1.4%−2.7%
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
$11
$1.1k volume × 1%
Pool size
$20.9k
20% a year, pool average
Fee yield, this band
770%
a year in range, 101× vs the pool's 3×
Cost of the stock moving
252%
a year. Fees cover 306% of it.
Volume outside hours
48%
24% while the market is closed
Other pools for MRVL
Same token against USDG. Sizes are from discovery, not live.
- Uniswap v3 · 0.3% fee · pool$255k size · $2.51M volume 24h · $7.5k 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.