Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 3m agoreal print Thu 3:59 PM ET
pool $137.84−0.16%
real $138.06
$136.38$139.74
Where to quote
$136.38 to $139.74: the real price plus the usual drift each side, on this pool's tick grid (ticks 226800 to 227200).
At today's pool price that is 56% ORCL and 44% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
−0.16%
usual −1.2% to +1.2%
Reverts in
38 min
5.5 crossings a session
Stock's daily move
2.6%
the cost
Pool's daily move
3.5%
stock plus drift
The tape
since Sat 10:25 PM ET · 110 five-minute candles · studied 3m ago+3.0%+1.5%real−1.5%−3.0%
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
$166
$16.6k volume × 1%
Pool size
$135k
45% a year, pool average
Fee yield, this band
383%
a year in range, 101× vs the pool's 12×
Cost of the stock moving
210%
a year. Fees cover 182% of it.
Volume outside hours
50%
35% 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.