Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 0s agoreal print Thu 3:59 PM ET
pool $339.56−0.67%
real $341.85
$337.03$347.02
Where to quote
$337.03 to $347.02: the real price plus the usual drift each side, on this pool's tick grid (ticks 217800 to 218200).
At today's pool price that is 74% SNOW and 26% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
−0.67%
usual −1.4% to +1.5%
Reverts in
35 min
6.5 crossings a session
Stock's daily move
2.8%
the cost
Pool's daily move
3.9%
stock plus drift
The tape
since Sat 12:50 PM ET · 81 five-minute candles · studied 10h ago+2.0%+1.0%real−1.0%−2.0%
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
$104
$10.4k volume × 1%
Pool size
$55.4k
68% a year, pool average
Fee yield, this band
333%
a year in range, 101× vs the pool's 24×
Cost of the stock moving
242%
a year. Fees cover 138% of it.
Volume outside hours
40%
3% while the market is closed