Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 0s agoreal print Fri 3:59 PM ET
pool $141.12−0.91%
real $142.41
$140.70$144.14
Where to quote
$140.70 to $144.14: the real price plus the usual drift each side, on this pool's tick grid (ticks 226600 to 227000).
At today's pool price that is 88% ORCL and 12% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
−0.91%
usual −1.2% to +1.2%
Reverts in
32 min
7.0 crossings a session
Stock's daily move
3.0%
the cost
Pool's daily move
3.4%
stock plus drift
The tape
since Mon 5:15 AM ET · 122 five-minute candles · studied 0s ago+3.0%+1.5%real−1.5%−3.0%
Mon, Sep 28Tue, Sep 29Wed, Sep 30Thu, Oct 1Fri, Oct 2Sat, Oct 3
usual band pre and after hours market closed
Hover the tape for a reading.
Fees / day
$396
$39.6k volume × 1%
Pool size
$129k
112% a year, pool average
Fee yield, this band
889%
a year in range, 101× vs the pool's 13×
Cost of the stock moving
282%
a year. Fees cover 315% of it.
Volume outside hours
34%
10% while the market is closed
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.