Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 2h agoreal print Thu 3:59 PM ET
pool $1,152.39+0.15%
real $1,150.63
$1,133.59$1,165.78
Where to quote
$1,133.59 to $1,165.78: the real price plus the usual drift each side, on this pool's tick grid (ticks 205600 to 206000).
At today's pool price that is 41% LLY and 59% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.15%
usual −1.5% to +1.3%
Reverts in
37 min
6.0 crossings a session
Stock's daily move
1.9%
the cost
Pool's daily move
3.2%
stock plus drift
The tape
since Sun 7:20 AM ET · 60 five-minute candles · studied 2h ago+1.8%+0.9%real−0.9%−1.8%
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
$282
$28.2k volume × 1%
Pool size
$219k
47% a year, pool average
Fee yield, this band
154%
a year in range, 101× vs the pool's 31×
Cost of the stock moving
117%
a year. Fees cover 132% of it.
Volume outside hours
21%
9% while the market is closed
Other pools for LLY
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.