Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 2h agoreal print Thu 3:59 PM ET
pool $192.78+0.19%
real $192.42
$191.62$193.11
Where to quote
$191.62 to $193.11: the real price plus the usual drift each side, on this pool's tick grid (ticks -223800 to -223680).
At today's pool price that is 22% BA and 78% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.19%
usual −0.4% to +0.4%
Reverts in
5 min
18.3 crossings a session
Stock's daily move
2.4%
the cost
Pool's daily move
3.2%
stock plus drift
The tape
since Sun 2:35 AM ET · 336 five-minute candles · studied 2h ago+2.9%+1.5%real−1.5%−2.9%
Mon, Sep 28Tue, Sep 29Wed, Sep 30Thu, Oct 1Fri, Oct 2
usual band pre and after hours market closed
Hover the tape for a reading.
Fees / day
$242
$80.7k volume × 0.3%
Pool size
$112k
79% a year, pool average
Fee yield, this band
896%
a year in range, 334× vs the pool's 29×
Cost of the stock moving
617%
a year. Fees cover 145% of it.
Volume outside hours
31%
11% while the market is closed
Other pools for BA
Same token against USDG. Sizes are from discovery, not live.
- Uniswap v3 · 1% fee · pool$18.6k size · $43.1k volume 24h · $431 fee pot / day
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.