Simplify Analytics
DE

DE

$684.73 unadjusted close, 2026-09-21
as of 2026-09-21
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
29.4%
IV percentile
29.5%
own all (<3y) · n=242
IV rank
46.9%
own all (<1y) · n=242
range
19.5% – 40.6%
own all (<1y) · n=242
low 19.5%242 sessions, all (<1y) · today 29.4%high 40.6%

Term structure · constant maturity

22 consecutive sessions in contango (the normal upward slope).

1 calendar day out: every tenor of 1d or longer spans it Tue 09-22 13:00 ET · Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society Baltimore22 calendar days out: every tenor of 2d or longer spans it Wed 09-23 09:45 ET · US Flash Services PMI (September) Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September)43 calendar days out: every tenor of 3d or longer spans it Thu 09-24 08:30 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)24 calendar days out: every tenor of 4d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 11-25 time?Earnings 2026-11-25, time unknown - date stated by the vendor's estimate First session it can move: 2026-11-25, 65 calendar days from the 2026-09-21 curve - every tenor of 65d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d47.3%29.4%
━ 2026-09-21┅ 2026-08-20 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-21 close, from the 2026-09-21 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Tue 09-22 13:00 · 1d Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society Baltimore
  • Wed 09-23 09:45 · 2d US Flash Services PMI (September) · f 55.9 · prev 56.8
  • Wed 09-23 09:45 · 2d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2
  • Thu 09-24 08:30 · 3d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 3d Weekly Jobless Claims (September) · f 204000 · prev 196000
  • Thu 09-24 10:00 · 3d New Home Sales (August) · f 620000 · prev 607000
  • Thu 09-24 11:00 · 3d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 4d Durable Goods (August) · f -0.3% · prev 1.1%
  • Fri 09-25 10:00 · 4d U. Michigan Final Consumer Survey (September) · f 47.1 · prev 51.7

Earnings: 2026-11-25 time unknown, stated by the vendor's estimate, first moves the 2026-11-25 session (65d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-21.

90-day IV
32.8%
own all (<3y) 59.3% · n=242
slope, 30d − 90d
-3.4 pts
own all (<3y) 11.8% · n=242
variance risk premium, 30d
-1.7 pts
own all (<3y) 39.5% · n=237

Skew · risk reversal

25-delta4d old
+1.3 pts
own all (<3y) 81.4% · n=35
10-delta4d old
+8.4 pts
own all (<3y) 98.6% · n=35

Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.

Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-18

7d2026-09-25 · short
2026-09-25: 11 put and 15 call strikes within ±6.1%, IV 26% to 32%39%23%−6.1%book spot+6.1%
14d2026-10-02
2026-10-02: 7 put and 6 call strikes within ±8.6%, IV 24% to 31%39%23%−8.6%book spot+8.6%
21d2026-10-09
2026-10-09: 3 put and 4 call strikes within ±11%, IV 26% to 32%39%23%−11%book spot+11%
28d2026-10-16
2026-10-16: 8 put and 8 call strikes within ±12%, IV 27% to 31%39%23%−12%book spot+12%
35d2026-10-23
2026-10-23: 2 put and 4 call strikes within ±14%, IV 28% to 31%39%23%−14%book spot+14%
42d2026-10-30
2026-10-30: 4 put and 5 call strikes within ±15%, IV 29% to 33%39%23%−15%book spot+15%
91d2026-12-18
2026-12-18: 8 put and 9 call strikes within ±22%, IV 31% to 36%39%23%−22%book spot+22%
119d2027-01-15
2027-01-15: 3 put and 4 call strikes within ±25%, IV 31% to 38%39%23%−25%book spot+25%
IV against strike, out-of-the-money side. Each window widens with √DTE, to ±25% at the longest expiry, so every panel shows a comparable slice of its smile; all share one IV scale (23%–39%), set by the expiries past 7 DTE.

Expiry window · 35–65 DTE

Next earnings: 2026-11-25 time unknown, stated by the vendor's estimate, first moves the 2026-11-25 session, no expected move served. As the vendor's calendar stood on 2026-09-21.

expiryDTE28-DTE exitthesisearnings 11-25 time?
the vendor's estimate
ATM IV · 09-18expected move
2026-10-30 Friweekly392026-10-0211dclear · 26dno IV at 680—
2026-11-20 Fri602026-10-2332dclear · 5d31.3% p 680—

DTE counts calendar days from 2026-09-21, the page's date and the earliest an entry could be made - not from the 2026-09-18 book the expiries and IVs come from, which would overstate it by 3 days; an expiry first listed after 2026-09-18 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-21 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-21, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-18 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.

Chain · one strike axis

Book as of 2026-09-18: 1 session behind 2026-09-21: no DE chain statistics (net_gex) dated after 2026-09-18 are knowable as of 2026-09-21, and no ticker has newer ones. The strikes drawn below are 2026-09-18's rows as stored now; the levels and statistics are the readings dated 2026-09-18, computed from those rows when the readings were derived, and a fetch of 2026-09-18 after that can revise rows. Open interest is what entered 2026-09-18 (OCC's settlement of 2026-09-17), valued at the 2026-09-18 close.

net GEX · carried book
+$4.0m per 1%
own all (<3y) 34.6% · n=65
gamma flip
$683.25
flip within ±25% of book spot
flip distance
-0.04 ATR
own all (<3y) 85.3% · n=58
0DTE share of volume
not listed daily

book spot $683.99 (unadjusted close, 2026-09-18) · call wall $700.00 (+2.34% from book spot) · put wall $650.00 (-4.97% from book spot) · max pain $660.00 (-3.51% from book spot, 2026-10-16 monthly)

Each level is stored as a distance from the book's own spot, so each is drawn at $683.99 × (1 + that distance) - the 2026-09-18 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. DE headlines $684.73, its newest unadjusted close, on 2026-09-21; the book was taken at $683.99 on 2026-09-18, because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-18 book's levels, on the 2026-09-18 close.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-10-16 expiry: 25 calendar days from 2026-09-21 (28 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-18 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 730 (Δ 0.21), put 640 (Δ -0.20).

call put OI carried through 2026-09-17 · opened by 2026-09-17's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-17's trading; volume is 2026-09-18's.◀ put OIcall OI ▶entering 2026-09-18◀ put volcall vol ▶traded 2026-09-18◀ putcall ▶spread, % of mid− net GEX+$ per 1% move830820810800790780770760750740730720710700690680670660650640630620610600590580570560550540530520put strike nearest 0.20 delta: 640call strike nearest 0.20 delta: 7301.5k01.5k535325%10%10%25%-$2.6m+$2.6mcall wall 700book spot 683.99γ flip 683.25max pain 660put wall 650strike 830 calls: OI 7 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 0.00 × 0.70, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 143.00 × 151.20, spread 5.6% of mid · Δ -0.99 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 820 calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.85, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 133.10 × 141.50, spread 6.1% of mid · Δ -0.98 net GEX +$3k per 1% (calls +$3k, puts +$0)strike 810 calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.85, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.80 × 131.30, spread 6.7% of mid · Δ -0.97 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 800 calls: OI 47 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.40 × 121.40, spread 6.8% of mid · Δ -0.96 net GEX +$21k per 1% (calls +$21k, puts +$0)strike 790 calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.10 × 1.95, spread 180.5% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 103.50 × 111.20, spread 7.2% of mid · Δ -0.96 net GEX +$5k per 1% (calls +$5k, puts +$0)strike 780 calls: OI 18 (+6) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 0.65 × 2.70, spread 122.4% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.70 × 101.70, spread 8.2% of mid · Δ -0.95 net GEX +$17k per 1% (calls +$17k, puts +$0)strike 770 calls: OI 24 (+1) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 1.00 × 4.10, spread 121.6% of mid · Δ 0.08 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.10 × 92.00, spread 9.0% of mid · Δ -0.94 net GEX +$29k per 1% (calls +$29k, puts +$0)strike 760 calls: OI 86 (+7) · vol 7 (at ask 7, at bid 0) · NBBO 1.00 × 5.20, spread 135.5% of mid · Δ 0.10 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.60 × 82.30, spread 9.8% of mid · Δ -0.92 net GEX +$128k per 1% (calls +$128k, puts +$0)strike 750 calls: OI 95 (+4) · vol 4 (at ask 3, at bid 0) · NBBO 1.85 × 5.80, spread 103.3% of mid · Δ 0.12 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.20 × 73.40, spread 11.8% of mid · Δ -0.90 net GEX +$172k per 1% (calls +$172k, puts +$0)strike 740 calls: OI 238 (+0) · vol 22 (at ask 0, at bid 22, multi-leg 22) · NBBO 1.25 × 8.00, spread 145.9% of mid · Δ 0.16 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.20 × 64.70, spread 14.1% of mid · Δ -0.87 net GEX +$521k per 1% (calls +$521k, puts +$0)strike 730 calls: OI 123 (+38) · vol 5 (at ask 4, at bid 0) · NBBO 2.00 × 9.10, spread 127.9% of mid · Δ 0.21 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.00 × 55.10, spread 13.8% of mid · Δ -0.81 net GEX +$314k per 1% (calls +$314k, puts +$0)strike 720 calls: OI 234 (+2) · vol 4 (at ask 1, at bid 3) · NBBO 7.30 × 10.20, spread 33.1% of mid · Δ 0.27 puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.00 × 46.50, spread 15.0% of mid · Δ -0.74 net GEX +$658k per 1% (calls +$670k, puts -$12k)strike 710 calls: OI 266 (+85) · vol 48 (at ask 5, at bid 21, multi-leg 24) · NBBO 7.00 × 15.20, spread 73.9% of mid · Δ 0.34 puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 33.00 × 39.40, spread 17.7% of mid · Δ -0.68 net GEX +$807k per 1% (calls +$827k, puts -$20k)strike 700 calls: OI 229 (+10) · vol 14 (at ask 4, at bid 10, multi-leg 4) · NBBO 13.00 × 18.80, spread 36.5% of mid · Δ 0.40 puts: OI 53 (+11) · vol 0 (at ask 0, at bid 0) · NBBO 26.00 × 34.00, spread 26.7% of mid · Δ -0.61 net GEX +$553k per 1% (calls +$742k, puts -$189k)strike 690 calls: OI 177 (+4) · vol 2 (at ask 0, at bid 2, sweep 1) · NBBO 16.30 × 22.60, spread 32.4% of mid · Δ 0.47 puts: OI 103 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.00 × 28.70, spread 31.0% of mid · Δ -0.53 net GEX +$231k per 1% (calls +$591k, puts -$360k)strike 680 calls: OI 162 (+8) · vol 3 (at ask 0, at bid 2, multi-leg 1) · NBBO 19.60 × 28.00, spread 35.3% of mid · Δ 0.55 puts: OI 374 (+14) · vol 25 (at ask 14, at bid 9, multi-leg 17) · NBBO 16.60 × 23.60, spread 34.8% of mid · Δ -0.45 net GEX -$699k per 1% (calls +$550k, puts -$1.2m)strike 670 calls: OI 122 (+8) · vol 0 (at ask 0, at bid 0) · NBBO 25.00 × 33.60, spread 29.4% of mid · Δ 0.62 puts: OI 139 (+3) · vol 53 (at ask 27, at bid 23, multi-leg 18) · NBBO 12.70 × 19.70, spread 43.2% of mid · Δ -0.38 net GEX -$43k per 1% (calls +$399k, puts -$442k)strike 660 calls: OI 177 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.30 × 40.40, spread 22.3% of mid · Δ 0.68 puts: OI 130 (+11) · vol 3 (at ask 3, at bid 0) · NBBO 7.70 × 14.20, spread 59.4% of mid · Δ -0.32 net GEX +$128k per 1% (calls +$517k, puts -$389k)strike 650 calls: OI 590 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.50 × 45.50, spread 14.1% of mid · Δ 0.74 puts: OI 1,534 (+29) · vol 4 (at ask 3, at bid 1) · NBBO 6.70 × 11.20, spread 50.3% of mid · Δ -0.25 net GEX -$2.6m per 1% (calls +$1.5m, puts -$4.1m)strike 640 calls: OI 16 (-1) · vol 5 (at ask 4, at bid 1, multi-leg 3) · NBBO 46.50 × 55.00, spread 16.7% of mid · Δ 0.80 puts: OI 205 (+9) · vol 5 (at ask 2, at bid 2, multi-leg 3) · NBBO 5.20 × 8.40, spread 47.1% of mid · Δ -0.20 net GEX -$434k per 1% (calls +$36k, puts -$471k)strike 630 calls: OI 47 (+1) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 55.50 × 63.00, spread 12.7% of mid · Δ 0.84 puts: OI 344 (+0) · vol 8 (at ask 4, at bid 4, multi-leg 1) · NBBO 4.20 × 6.10, spread 36.9% of mid · Δ -0.16 net GEX -$572k per 1% (calls +$90k, puts -$662k)strike 620 calls: OI 18 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 65.00 × 71.80, spread 9.9% of mid · Δ 0.87 puts: OI 623 (-13) · vol 10 (at ask 0, at bid 9, multi-leg 9) · NBBO 3.10 × 4.90, spread 45.0% of mid · Δ -0.11 net GEX -$944k per 1% (calls +$29k, puts -$972k)strike 610 calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.00 × 80.20, spread 9.4% of mid · Δ 0.90 puts: OI 1,483 (+0) · vol 17 (at ask 5, at bid 11, multi-leg 6) · NBBO 1.85 × 4.00, spread 73.5% of mid · Δ -0.08 net GEX -$1.8m per 1% (calls +$5k, puts -$1.8m)strike 600 calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.10 × 89.50, spread 8.6% of mid · Δ 0.94 puts: OI 253 (-3) · vol 11 (at ask 6, at bid 4, multi-leg 6) · NBBO 1.00 × 3.80, spread 116.7% of mid · Δ -0.06 net GEX -$231k per 1% (calls +$11k, puts -$242k)strike 590 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 91.50 × 99.00, spread 7.9% of mid · Δ 0.97 puts: OI 405 (+0) · vol 16 (at ask 11, at bid 5, multi-leg 15) · NBBO 0.00 × 2.30, spread no two-sided quote (zero bid) · Δ -0.04 net GEX -$287k per 1% (calls +$3k, puts -$290k)strike 580 calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 101.60 × 108.60, spread 6.7% of mid · Δ 0.98 puts: OI 76 (-4) · vol 3 (at ask 0, at bid 2, multi-leg 3) · NBBO 0.25 × 1.00, spread 120.0% of mid · Δ -0.03 net GEX -$34k per 1% (calls +$2k, puts -$37k)strike 570 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.00 × 118.60, spread 7.5% of mid · Δ 0.99 puts: OI 58 (+1) · vol 20 (at ask 8, at bid 12, multi-leg 8) · NBBO 0.10 × 1.00, spread 163.6% of mid · Δ -0.01 net GEX -$16k per 1% (calls +$1k, puts -$17k)strike 560 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.80 × 128.40, spread 6.9% of mid · Δ 0.99 puts: OI 41 (-1) · vol 6 (at ask 0, at bid 6, multi-leg 6) · NBBO 0.00 × 0.65, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$9k per 1% (calls +$0, puts -$9k)strike 550 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.20 × 138.40, spread 6.1% of mid · Δ 0.99 puts: OI 73 (-1) · vol 3 (at ask 1, at bid 2, multi-leg 1) · NBBO 0.00 × 1.05, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$12k per 1% (calls +$532, puts -$13k)strike 540 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 140.10 × 148.30, spread 5.7% of mid · Δ 0.99 puts: OI 17 (+0) · vol 12 (at ask 12, at bid 0, multi-leg 12) · NBBO 0.00 × 0.35, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$2k per 1% (calls +$0, puts -$2k)strike 530 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 150.10 × 158.20, spread 5.3% of mid · Δ 1.00 puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.65, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$435 per 1% (calls +$65, puts -$499)strike 520 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 160.10 × 168.00, spread 4.8% of mid · Δ 1.00 puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.60, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$174 per 1% (calls +$0, puts -$174)

2026-10-16 expiry, 32 strikes within ±25% of book spot (the flip search band); 6 hidden (0 above, 6 below), 5 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$4.1m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-18's own - whether it opened positions shows in the 2026-09-21 book's change.

Table view · 32 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.995.6%151.20143.008300.000.70no two-sided quote0.01202007+0+$0+$1k+$1k
+0000000-0.986.1%141.50133.108200.000.85no two-sided quote0.010000013+0+$0+$3k+$3k
+0000000-0.976.7%131.30122.808100.000.85no two-sided quote0.01000004+0+$0+$1k+$1k
+0000000-0.966.8%121.40113.408000.001.20no two-sided quote0.020000047+10+$0+$21k+$21k
+0000000-0.967.2%111.20103.507900.101.95180.5%0.04000007+0+$0+$5k+$5k
+0000000-0.958.2%101.7093.707800.652.70122.4%0.063030318+6+$0+$17k+$17k
+0000000-0.949.0%92.0084.107701.004.10121.6%0.082020224+1+$0+$29k+$29k
+0000000-0.929.8%82.3074.607601.005.20135.5%0.107700086+7+$0+$128k+$128k
+0000000-0.9011.8%73.4065.207501.855.80103.3%0.124300095+4+$0+$172k+$172k
+0000000-0.8714.1%64.7056.207401.258.00145.9%0.1622022022238+0+$0+$521k+$521k
+0000000-0.8113.8%55.1048.007302.009.10127.9%0.2154000123+38+$0+$314k+$314k
+0400000-0.7415.0%46.5040.007207.3010.2033.1%0.2741300234+2-$12k+$670k+$658k
+0600000-0.6817.7%39.4033.007107.0015.2073.9%0.3448521024266+85-$20k+$827k+$807k
+115300000-0.6126.7%34.0026.0070013.0018.8036.5%0.401441004229+10-$189k+$742k+$553k
+010300000-0.5331.0%28.7021.0069016.3022.6032.4%0.4720210177+4-$360k+$591k+$231k
+1437417091425-0.4534.8%23.6016.6068019.6028.0035.3%0.5530201162+8-$1.2m+$550k-$699k
+3139180232753-0.3843.2%19.7012.7067025.0033.6029.4%0.6200000122+8-$442k+$399k-$43k
+1113000033-0.3259.4%14.207.7066032.3040.4022.3%0.6800000177+0-$389k+$517k+$128k
+291,53400134-0.2550.3%11.206.7065039.5045.5014.1%0.7400000590+0-$4.1m+$1.5m-$2.6m
+920530225-0.2047.1%8.405.2064046.5055.0016.7%0.805410316-1-$471k+$36k-$434k
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