Simplify Analytics
IWM

IWM

$285.58 unadjusted close, 2026-09-21
as of 2026-09-21
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
17.0%
IV percentile
7.2%
own all (<3y) · n=242
IV rank
5.6%
own all (<1y) · n=242
range
16.0% – 34.0%
own all (<1y) · n=242
low 16.0%242 sessions, all (<1y) · today 17.0%high 34.0%

Term structure · constant maturity

7 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)1d5d7d14d30d60d90d180d365d21.7%14.0%
━ 2026-09-21┅ 2026-08-20 (21 sessions earlier)◆ scheduled release, at the first tenor spanning ittenors 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: no earnings (ETF): the vendor serves no reports for the funds whose holdings are collected here, and this symbol is one of them.

90-day IV
18.9%
own all (<3y) 4.8% · n=242
slope, 30d − 90d
-1.9 pts
own all (<3y) 9.1% · n=242
variance risk premium, 30d
+5.3 pts
own all (<3y) 72.4% · n=237

Skew · risk reversal

25-delta
+1.2 pts
own all (<3y) 4.2% · n=36
10-delta
+2.9 pts
own all (<3y) 1.4% · n=36

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

3d2026-09-21 · short
2026-09-21: 14 put and 11 call strikes within ±4.0%, IV 9% to 20%strike 282.5: IV 11.0%, beyond the shared scalestrike 283: IV 10.7%, beyond the shared scalestrike 284: IV 10.0%, beyond the shared scalestrike 285: IV 9.3%, beyond the shared scalestrike 286: IV 9.0%, beyond the shared scalestrike 287: IV 8.8%, beyond the shared scalestrike 288: IV 9.0%, beyond the shared scalestrike 289: IV 9.2%, beyond the shared scalestrike 290: IV 9.8%, beyond the shared scale33%11%−4.0%book spot+4.0%
7d2026-09-25 · short
2026-09-25: 18 put and 19 call strikes within ±6.1%, IV 12% to 23%33%11%−6.1%book spot+6.1%
12d2026-09-30
2026-09-30: 21 put and 17 call strikes within ±7.9%, IV 12% to 25%33%11%−7.9%book spot+7.9%
14d2026-10-02
2026-10-02: 24 put and 27 call strikes within ±8.6%, IV 13% to 26%33%11%−8.6%book spot+8.6%
28d2026-10-16
2026-10-16: 19 put and 33 call strikes within ±12%, IV 14% to 28%33%11%−12%book spot+12%
63d2026-11-20
2026-11-20: 10 put and 11 call strikes within ±18%, IV 16% to 30%33%11%−18%book spot+18%
91d2026-12-18
2026-12-18: 12 put and 13 call strikes within ±22%, IV 16% to 31%33%11%−22%book spot+22%
119d2027-01-15
2027-01-15: 12 put and 15 call strikes within ±25%, IV 16% to 32%33%11%−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 (11%–33%), set by the expiries past 7 DTE. 9 short-dated points beyond it are pinned to the edge as open circles.

Expiry window · 35–65 DTE

Next earnings: no earnings (ETF): the vendor serves no reports for the funds whose holdings are collected here, and this symbol is one of them.

expiryDTE28-DTE exitthesisearningsATM IV · 09-18expected move
2026-10-30 Friweekly392026-10-0211dno earnings (ETF)17.8% p 284—
2026-11-20 Fri602026-10-2332dno earnings (ETF)18.0% c 285—

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 IWM 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
-$3.74bn per 1%
own all (<3y) 16.2% · n=65
gamma flip
$298.48
flip within ±25% of book spot
flip distance
+4.14 ATR
own all (<3y) 94.6% · n=65
0DTE share of volume
42.8%
own all (<3y) 30.0% · n=65

book spot $284.10 (unadjusted close, 2026-09-18) · call wall $290.00 (+2.08% from book spot) · put wall $280.00 (-1.44% from book spot) · max pain $293.00 (+3.13% 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 $284.10 × (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. IWM headlines $285.58, its newest unadjusted close, on 2026-09-21; the book was taken at $284.10 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 2026-11-20 expiry: 60 calendar days from 2026-09-21 (63 from the book date), inside 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 305 (Δ 0.17), put 265 (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% move355350345340335330325320315310305300295290285280275270265260255250245240235230225220215put strike nearest 0.20 delta: 265call strike nearest 0.20 delta: 30549k049k6.2k6.2k25%10%10%25%-$52.4m+$52.4mγ flip 298.48call wall 290book spot 284.1put wall 280strike 355 calls: OI 2,138 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.03, spread 100.0% of mid · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.65 × 71.09, spread 0.6% of mid · Δ -1.00 net GEX +$73k per 1% (calls +$73k, puts +$0)strike 350 calls: OI 3,793 (-1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.02 × 0.04, spread 66.7% of mid · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.65 × 66.09, spread 0.7% of mid · Δ -1.00 net GEX +$172k per 1% (calls +$172k, puts +$0)strike 345 calls: OI 5,876 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.05, spread 85.7% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.65 × 61.09, spread 0.7% of mid · Δ -1.00 net GEX +$352k per 1% (calls +$352k, puts +$0)strike 340 calls: OI 6,067 (-128) · vol 3 (at ask 0, at bid 2, multi-leg 1) · NBBO 0.04 × 0.06, spread 40.0% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.65 × 56.09, spread 0.8% of mid · Δ -1.00 net GEX +$489k per 1% (calls +$489k, puts +$0)strike 335 calls: OI 7,953 (-38) · vol 3 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.06 × 0.08, spread 28.6% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.65 × 51.09, spread 0.9% of mid · Δ -1.00 net GEX +$896k per 1% (calls +$896k, puts +$0)strike 330 calls: OI 2,520 (-4) · vol 101 (at ask 0, at bid 0, multi-leg 101) · NBBO 0.11 × 0.13, spread 16.7% of mid · Δ 0.02 puts: OI 127 (+0) · vol 500 (at ask 0, at bid 500) · NBBO 45.65 × 46.09, spread 1.0% of mid · Δ -1.00 net GEX +$437k per 1% (calls +$438k, puts -$339)strike 325 calls: OI 10,300 (+2) · vol 7 (at ask 2, at bid 1, multi-leg 3) · NBBO 0.18 × 0.20, spread 10.5% of mid · Δ 0.03 puts: OI 5 (+0) · vol 3 (at ask 1, at bid 2) · NBBO 40.65 × 41.10, spread 1.1% of mid · Δ -1.00 net GEX +$2.6m per 1% (calls +$2.6m, puts -$18)strike 320 calls: OI 8,015 (+3,107) · vol 434 (at ask 112, at bid 37, sweep 5, multi-leg 354) · NBBO 0.31 × 0.35, spread 12.1% of mid · Δ 0.04 puts: OI 38 (-2) · vol 103 (at ask 0, at bid 100) · NBBO 35.63 × 36.11, spread 1.3% of mid · Δ -1.00 net GEX +$3.1m per 1% (calls +$3.1m, puts -$202)strike 315 calls: OI 5,763 (+702) · vol 200 (at ask 84, at bid 106, multi-leg 178) · NBBO 0.56 × 0.59, spread 5.2% of mid · Δ 0.07 puts: OI 62 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 30.63 × 31.11, spread 1.6% of mid · Δ -1.00 net GEX +$3.2m per 1% (calls +$3.2m, puts -$499)strike 310 calls: OI 23,168 (+2,875) · vol 4,827 (at ask 3,688, at bid 85, multi-leg 3,563) · NBBO 0.98 × 1.03, spread 5.0% of mid · Δ 0.11 puts: OI 843 (+195) · vol 210 (at ask 181, at bid 29, sweep 70) · NBBO 25.68 × 26.14, spread 1.8% of mid · Δ -0.98 net GEX +$17.6m per 1% (calls +$17.9m, puts -$259k)strike 305 calls: OI 14,442 (+955) · vol 2,570 (at ask 309, at bid 702, sweep 9, multi-leg 1,601) · NBBO 1.69 × 1.74, spread 2.9% of mid · Δ 0.17 puts: OI 496 (+218) · vol 159 (at ask 102, at bid 49, sweep 47, multi-leg 6) · NBBO 21.21 × 21.53, spread 1.5% of mid · Δ -0.92 net GEX +$14.1m per 1% (calls +$14.5m, puts -$419k)strike 300 calls: OI 18,147 (+433) · vol 5,091 (at ask 1,136, at bid 3,881, sweep 86, multi-leg 3,472) · NBBO 2.77 × 2.82, spread 1.8% of mid · Δ 0.24 puts: OI 18,189 (+3) · vol 517 (at ask 421, at bid 78, sweep 90, multi-leg 22) · NBBO 17.07 × 17.30, spread 1.3% of mid · Δ -0.84 net GEX -$1.6m per 1% (calls +$22.0m, puts -$23.6m)strike 295 calls: OI 9,381 (+45) · vol 1,204 (at ask 803, at bid 390, sweep 52, multi-leg 58) · NBBO 4.32 × 4.39, spread 1.6% of mid · Δ 0.32 puts: OI 4,982 (-11) · vol 19 (at ask 9, at bid 7, sweep 1, multi-leg 7) · NBBO 13.48 × 13.68, spread 1.5% of mid · Δ -0.73 net GEX +$4.7m per 1% (calls +$12.6m, puts -$8.0m)strike 290 calls: OI 10,772 (+3,371) · vol 1,294 (at ask 680, at bid 542, sweep 105, multi-leg 148) · NBBO 6.43 × 6.49, spread 0.9% of mid · Δ 0.41 puts: OI 19,001 (+486) · vol 828 (at ask 315, at bid 437, sweep 1, multi-leg 490) · NBBO 10.51 × 10.69, spread 1.7% of mid · Δ -0.62 net GEX -$17.6m per 1% (calls +$15.0m, puts -$32.6m)strike 285 calls: OI 6,955 (-3) · vol 1,447 (at ask 170, at bid 250, sweep 50, multi-leg 29) · NBBO 9.05 × 9.13, spread 0.9% of mid · Δ 0.50 puts: OI 25,975 (-2,305) · vol 1,242 (at ask 313, at bid 887, sweep 202, multi-leg 237) · NBBO 8.15 × 8.23, spread 1.0% of mid · Δ -0.50 net GEX -$33.7m per 1% (calls +$9.4m, puts -$43.2m)strike 280 calls: OI 1,792 (-9) · vol 41 (at ask 5, at bid 36, sweep 1, multi-leg 5) · NBBO 12.11 × 12.27, spread 1.3% of mid · Δ 0.58 puts: OI 36,085 (+5,528) · vol 976 (at ask 316, at bid 614, sweep 29, multi-leg 161) · NBBO 6.25 × 6.34, spread 1.4% of mid · Δ -0.41 net GEX -$52.4m per 1% (calls +$2.2m, puts -$54.6m)strike 275 calls: OI 1,548 (-18) · vol 25 (at ask 15, at bid 5, multi-leg 7) · NBBO 15.66 × 15.81, spread 1.0% of mid · Δ 0.65 puts: OI 34,564 (+189) · vol 5,080 (at ask 4,524, at bid 513, sweep 71, multi-leg 4,151) · NBBO 4.80 × 4.88, spread 1.7% of mid · Δ -0.32 net GEX -$43.7m per 1% (calls +$1.7m, puts -$45.5m)strike 270 calls: OI 1,271 (+85) · vol 11 (at ask 4, at bid 7, sweep 2, multi-leg 5) · NBBO 19.54 × 19.68, spread 0.7% of mid · Δ 0.71 puts: OI 43,558 (-686) · vol 3,067 (at ask 1,410, at bid 1,492, sweep 8, multi-leg 351) · NBBO 3.69 × 3.76, spread 1.9% of mid · Δ -0.25 net GEX -$47.1m per 1% (calls +$1.2m, puts -$48.3m)strike 265 calls: OI 604 (+194) · vol 3 (at ask 0, at bid 2, multi-leg 2) · NBBO 23.64 × 23.82, spread 0.8% of mid · Δ 0.76 puts: OI 48,738 (+2,261) · vol 6,233 (at ask 1,260, at bid 4,843, sweep 1,099, multi-leg 76) · NBBO 2.85 × 2.91, spread 2.1% of mid · Δ -0.20 net GEX -$43.9m per 1% (calls +$497k, puts -$44.4m)strike 260 calls: OI 628 (+38) · vol 17 (at ask 16, at bid 0, sweep 3, multi-leg 2) · NBBO 27.99 × 28.29, spread 1.1% of mid · Δ 0.79 puts: OI 19,452 (+50) · vol 2,770 (at ask 784, at bid 1,843, sweep 43, multi-leg 89) · NBBO 2.21 × 2.27, spread 2.7% of mid · Δ -0.16 net GEX -$13.9m per 1% (calls +$438k, puts -$14.4m)strike 255 calls: OI 116 (+46) · vol 0 (at ask 0, at bid 0) · NBBO 32.47 × 32.78, spread 1.0% of mid · Δ 0.83 puts: OI 3,990 (+407) · vol 4,821 (at ask 46, at bid 4,664, multi-leg 4,538) · NBBO 1.74 × 1.78, spread 2.3% of mid · Δ -0.12 net GEX -$2.3m per 1% (calls +$69k, puts -$2.4m)strike 250 calls: OI 3,919 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 37.06 × 37.39, spread 0.9% of mid · Δ 0.85 puts: OI 38,312 (-1,073) · vol 183 (at ask 75, at bid 106, multi-leg 31) · NBBO 1.38 × 1.43, spread 3.6% of mid · Δ -0.10 net GEX -$16.3m per 1% (calls +$2.0m, puts -$18.2m)strike 245 calls: OI 213 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 41.76 × 42.13, spread 0.9% of mid · Δ 0.87 puts: OI 2,236 (+232) · vol 3,245 (at ask 870, at bid 2,283, multi-leg 4) · NBBO 1.11 × 1.15, spread 3.5% of mid · Δ -0.08 net GEX -$761k per 1% (calls +$91k, puts -$852k)strike 240 calls: OI 175 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.41 × 46.89, spread 1.0% of mid · Δ 0.89 puts: OI 19,792 (-55) · vol 3,123 (at ask 123, at bid 2,391, sweep 1, multi-leg 8) · NBBO 0.91 × 0.94, spread 3.2% of mid · Δ -0.06 net GEX -$6.0m per 1% (calls +$64k, puts -$6.1m)strike 235 calls: OI 168 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 51.21 × 51.68, spread 0.9% of mid · Δ 0.90 puts: OI 4,875 (-13) · vol 22 (at ask 14, at bid 4, multi-leg 4) · NBBO 0.75 × 0.78, spread 3.9% of mid · Δ -0.05 net GEX -$1.2m per 1% (calls +$53k, puts -$1.2m)strike 230 calls: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.06 × 56.53, spread 0.8% of mid · Δ 0.91 puts: OI 1,557 (+38) · vol 535 (at ask 30, at bid 445, multi-leg 532) · NBBO 0.63 × 0.64, spread 1.6% of mid · Δ -0.04 net GEX -$302k per 1% (calls +$8k, puts -$310k)strike 225 calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.93 × 61.39, spread 0.8% of mid · Δ 0.92 puts: OI 893 (+45) · vol 18 (at ask 2, at bid 16) · NBBO 0.53 × 0.55, spread 3.7% of mid · Δ -0.03 net GEX -$141k per 1% (calls +$4k, puts -$145k)strike 220 calls: OI 71 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.82 × 66.27, spread 0.7% of mid · Δ 0.93 puts: OI 8,251 (+2) · vol 2,069 (at ask 2,037, at bid 2, multi-leg 32) · NBBO 0.45 × 0.47, spread 4.3% of mid · Δ -0.03 net GEX -$1.1m per 1% (calls +$15k, puts -$1.1m)strike 215 calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.72 × 71.16, spread 0.6% of mid · Δ 0.93 puts: OI 1,166 (+111) · vol 1 (at ask 0, at bid 1) · NBBO 0.39 × 0.41, spread 5.0% of mid · Δ -0.02 net GEX -$127k per 1% (calls +$2k, puts -$128k)

2026-11-20 expiry, 29 strikes within ±25% of book spot (the flip search band); 32 hidden (8 above, 24 below), 32 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$235.1m 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.

max pain $293.00 belongs to the 2026-10-16 monthly (28 days from 2026-09-18, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.

Table view · 29 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.000.6%71.0970.653550.010.03100.0%0.00000002,138+0+$0+$73k+$73k
+0000000-1.000.7%66.0965.653500.020.0466.7%0.00101013,793-1+$0+$172k+$172k
+0000000-1.000.7%61.0960.653450.020.0585.7%0.01000005,876+0+$0+$352k+$352k
+0000000-1.000.8%56.0955.653400.040.0640.0%0.01302016,067-128+$0+$489k+$489k
+0000000-1.000.9%51.0950.653350.060.0828.6%0.01310017,953-38+$0+$896k+$896k
+0127005000500-1.001.0%46.0945.653300.110.1316.7%0.021010001012,520-4-$339+$438k+$437k
+0500213-1.001.1%41.1040.653250.180.2010.5%0.037210310,300+2-$18+$2.6m+$2.6m
-238001000103-1.001.3%36.1135.633200.310.3512.1%0.044341123753548,015+3,107-$202+$3.1m+$3.1m
-56200000-1.001.6%31.1130.633150.560.595.2%0.072008410601785,763+702-$499+$3.2m+$3.2m
+19584307029181210-0.981.8%26.1425.683100.981.035.0%0.114,8273,6888503,56323,168+2,875-$259k+$17.9m+$17.6m
+21849664749102159-0.921.5%21.5321.213051.691.742.9%0.172,57030970291,60114,442+955-$419k+$14.5m+$14.1m
+318,189229078421517-0.841.3%17.3017.073002.772.821.8%0.245,0911,1363,881863,47218,147+433-$23.6m+$22.0m-$1.6m
-114,982717919-0.731.5%13.6813.482954.324.391.6%0.321,20480339052589,381+45-$8.0m+$12.6m+$4.7m
+48619,0014901437315828-0.621.7%10.6910.512906.436.490.9%0.411,29468054210514810,772+3,371-$32.6m+$15.0m-$17.6m
-2,30525,9752372028873131,242-0.501.0%8.238.152859.059.130.9%0.501,44717025050296,955-3-$43.2m+$9.4m-$33.7m
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