Wait, above band
The pool is above its band. Hold USDG until it comes back.
Market closedpool read 2h agoreal print Thu 3:59 PM ET
pool $767.70+0.47%
real $764.10
$764.96$766.04
Where to quote
$764.96 to $766.04: the real price plus the usual drift each side, on this pool's tick grid (ticks -209930 to -209900).
At today's pool price that is 0% SPY and 100% USDG.
The pool is above its band. A new position would be all USDG and would buy SPY above the real price. Wait for it to come back.
Premium now
+0.47%
usual +0.1% to +0.3%
Reverts in
2 min
32.0 crossings a session
Stock's daily move
0.6%
the cost
Pool's daily move
0.7%
stock plus drift
The tape
since Mon 1:40 AM ET · 1000 five-minute candles · studied 2h ago+0.7%+0.3%real−0.3%−0.7%
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
$386
$771k volume × 0.05%
Pool size
$352k
40% a year, pool average
Fee yield, this band
635%
a year in range, 1334× vs the pool's 84×
Cost of the stock moving
151%
a year. Fees cover 422% of it.
Volume outside hours
51%
18% while the market is closed
Other pools for SPY
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.
- This pool usually sits 0.18% above the real price. That gap is not yours to earn. If it closes suddenly you hold the wrong side.