Quote
Inside the band. Fees beat the cost of the stock moving.
After hourspool read 1h agoreal print Thu 3:59 PM ET
pool $5.67+0.28%
real $5.65
$5.63$5.67
Where to quote
$5.63 to $5.67: the real price plus the usual drift each side, on this pool's tick grid (ticks 258960 to 259080).
At today's pool price that is 13% SNAP and 87% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.28%
usual −0.4% to +0.4%
Reverts in
4 min
22.8 crossings a session
Stock's daily move
3.1%
the cost
Pool's daily move
3.1%
stock plus drift
The tape
since Sat 8:05 PM ET · 286 five-minute candles · studied 1h ago+5.0%+2.5%real−2.5%−5.0%
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
$246
$82.2k volume × 0.3%
Pool size
$56.6k
159% a year, pool average
Fee yield, this band
1882%
a year in range, 334× vs the pool's 28×
Cost of the stock moving
1020%
a year. Fees cover 185% of it.
Volume outside hours
55%
7% 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.