Skip, volatile
The stock moves more than fees pay.
Market closedpool read 0s agoreal print Thu 3:59 PM ET
pool $376.52+0.36%
real $375.17
$370.15$377.71
Where to quote
$370.15 to $377.71: the real price plus the usual drift each side, on this pool's tick grid (ticks -217400 to -217000).
At today's pool price that is 16% VTI and 84% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.36%
usual −1.3% to +0.7%
Reverts in
36 min
3.0 crossings a session
Stock's daily move
0.6%
the cost
Pool's daily move
3.0%
stock plus drift
The tape
since Sat 12:30 PM ET · 50 five-minute candles · studied 10h ago+1.6%+0.8%real−0.8%−1.6%
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
$50
$5.0k volume × 1%
Pool size
$56.5k
32% a year, pool average
Fee yield, this band
9%
a year in range, 101× vs the pool's 56×
Cost of the stock moving
13%
a year. Fees cover 71% of it.
Volume outside hours
81%
72% while the market is closed