Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 0s agoreal print Thu 3:59 PM ET
pool $339.61−0.66%
real $341.85
$337.06$346.98
Where to quote
$337.06 to $346.98: 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
−0.66%
usual −1.4% to +1.5%
Reverts in
43 min
8.0 crossings a session
Stock's daily move
2.6%
the cost
Pool's daily move
3.6%
stock plus drift
The tape
since Sun 12:45 AM ET · 82 five-minute candles · studied 7h ago+1.9%+1.0%real−1.0%−1.9%
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
$96
$9.6k volume × 1%
Pool size
$55.7k
63% a year, pool average
Fee yield, this band
292%
a year in range, 101× vs the pool's 24×
Cost of the stock moving
210%
a year. Fees cover 139% of it.
Volume outside hours
40%
4% 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.