Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 7s agoreal print Thu 3:59 PM ET
pool $101.04+0.63%
real $100.41
$100.72$101.35
Where to quote
$100.72 to $101.35: the real price plus the usual drift each side, on this pool's tick grid (ticks 230100 to 230220).
At today's pool price that is 49% SGOV and 51% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.63%
usual +0.3% to +0.9%
Reverts in
15 min
12.3 crossings a session
Stock's daily move
0.0%
the cost
Pool's daily move
2.3%
stock plus drift
The tape
since Sat 8:35 PM ET · 526 five-minute candles · studied 7s ago+0.9%+0.4%real−0.4%−0.9%
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
$352
$117k volume × 0.3%
Pool size
$1.79M
7% a year, pool average
Fee yield, this band
4%
a year in range, 334× vs the pool's 575×
Cost of the stock moving
0%
a year. Fees cover 13361% of it.
Volume outside hours
26%
18% while the market is closed
Other pools for SGOV
Same token against USDG. Sizes are from discovery, not live.
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.
- This pool usually sits 0.34% above the real price. That gap is not yours to earn. If it closes suddenly you hold the wrong side.