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 2027-01-15 expiry: 116 calendar days from 2026-09-21 (119 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 310 (Δ 0.21), put 260 (Δ -0.21).

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: 260call strike nearest 0.20 delta: 310109k0109k4.1k4.1k25%10%10%25%-$122.2m+$122.2mγ flip 298.48call wall 290book spot 284.1put wall 280strike 355 calls: OI 7,933 (+10) · vol 2 (at ask 1, at bid 1) · NBBO 0.08 × 0.17, spread 72.0% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.85 × 72.84, spread 4.2% of mid · Δ -1.00 net GEX +$794k per 1% (calls +$794k, puts +$0)strike 350 calls: OI 7,231 (+1) · vol 33 (at ask 2, at bid 20, multi-leg 2) · NBBO 0.18 × 0.23, spread 24.4% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.85 × 67.84, spread 4.5% of mid · Δ -1.00 net GEX +$1.0m per 1% (calls +$1.0m, puts +$0)strike 345 calls: OI 515 (+0) · vol 3 (at ask 1, at bid 1, multi-leg 2) · NBBO 0.20 × 0.32, spread 46.2% of mid · Δ 0.03 puts: OI 1 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 59.85 × 62.84, spread 4.9% of mid · Δ -1.00 net GEX +$95k per 1% (calls +$95k, puts -$2)strike 340 calls: OI 3,379 (+0) · vol 901 (at ask 586, at bid 65) · NBBO 0.33 × 0.46, spread 32.9% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.85 × 57.84, spread 5.3% of mid · Δ -1.00 net GEX +$792k per 1% (calls +$792k, puts +$0)strike 335 calls: OI 7,400 (+0) · vol 8 (at ask 1, at bid 5, multi-leg 8) · NBBO 0.48 × 0.61, spread 23.9% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.85 × 52.84, spread 5.8% of mid · Δ -1.00 net GEX +$2.2m per 1% (calls +$2.2m, puts +$0)strike 330 calls: OI 3,692 (+7) · vol 64 (at ask 3, at bid 59, multi-leg 57) · NBBO 0.71 × 0.87, spread 20.3% of mid · Δ 0.07 puts: OI 37 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.85 × 47.84, spread 6.5% of mid · Δ -1.00 net GEX +$1.4m per 1% (calls +$1.4m, puts -$357)strike 325 calls: OI 9,730 (+1) · vol 76 (at ask 17, at bid 58, multi-leg 55) · NBBO 1.07 × 1.27, spread 17.1% of mid · Δ 0.09 puts: OI 4 (-1) · vol 2 (at ask 0, at bid 2) · NBBO 39.85 × 42.85, spread 7.3% of mid · Δ -0.99 net GEX +$4.7m per 1% (calls +$4.7m, puts -$625)strike 320 calls: OI 7,822 (-345) · vol 14 (at ask 0, at bid 10, multi-leg 3) · NBBO 1.56 × 1.73, spread 10.3% of mid · Δ 0.12 puts: OI 59 (-20) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 35.01 × 37.88, spread 7.9% of mid · Δ -0.95 net GEX +$4.6m per 1% (calls +$4.6m, puts -$25k)strike 315 calls: OI 10,825 (+0) · vol 237 (at ask 39, at bid 197, multi-leg 4) · NBBO 2.27 × 2.46, spread 8.0% of mid · Δ 0.16 puts: OI 215 (+0) · vol 34 (at ask 32, at bid 1, multi-leg 32) · NBBO 30.67 × 33.22, spread 8.0% of mid · Δ -0.90 net GEX +$7.4m per 1% (calls +$7.6m, puts -$138k)strike 310 calls: OI 9,962 (-15) · vol 641 (at ask 305, at bid 329, multi-leg 12) · NBBO 3.17 × 3.41, spread 7.3% of mid · Δ 0.21 puts: OI 1,209 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.32 × 28.90, spread 9.3% of mid · Δ -0.85 net GEX +$7.0m per 1% (calls +$8.0m, puts -$991k)strike 305 calls: OI 15,219 (-10) · vol 69 (at ask 7, at bid 62, multi-leg 1) · NBBO 4.41 × 4.68, spread 5.9% of mid · Δ 0.27 puts: OI 5,529 (-6) · vol 1 (at ask 1, at bid 0) · NBBO 22.36 × 24.98, spread 11.1% of mid · Δ -0.80 net GEX +$8.1m per 1% (calls +$13.6m, puts -$5.4m)strike 300 calls: OI 21,707 (-1,173) · vol 285 (at ask 111, at bid 174, sweep 1, multi-leg 8) · NBBO 5.98 × 6.26, spread 4.6% of mid · Δ 0.33 puts: OI 7,735 (-162) · vol 89 (at ask 27, at bid 9, multi-leg 7) · NBBO 19.25 × 19.64, spread 2.0% of mid · Δ -0.74 net GEX +$11.8m per 1% (calls +$20.7m, puts -$8.9m)strike 295 calls: OI 9,193 (-24) · vol 221 (at ask 75, at bid 144, multi-leg 5) · NBBO 7.91 × 8.16, spread 3.1% of mid · Δ 0.39 puts: OI 10,223 (-18) · vol 2,045 (at ask 37, at bid 8, multi-leg 2,010) · NBBO 16.14 × 16.50, spread 2.2% of mid · Δ -0.65 net GEX -$3.4m per 1% (calls +$9.1m, puts -$12.4m)strike 290 calls: OI 11,396 (+2) · vol 1,522 (at ask 9, at bid 12, multi-leg 1,503) · NBBO 10.21 × 10.53, spread 3.1% of mid · Δ 0.45 puts: OI 108,634 (+56) · vol 181 (at ask 89, at bid 49, multi-leg 12) · NBBO 13.42 × 13.77, spread 2.6% of mid · Δ -0.57 net GEX -$122.2m per 1% (calls +$11.2m, puts -$133.4m)strike 285 calls: OI 2,073 (-36) · vol 33 (at ask 8, at bid 21, multi-leg 11) · NBBO 12.90 × 13.22, spread 2.5% of mid · Δ 0.51 puts: OI 11,857 (-177) · vol 1,814 (at ask 228, at bid 81, multi-leg 1,511) · NBBO 11.21 × 11.44, spread 2.0% of mid · Δ -0.49 net GEX -$12.0m per 1% (calls +$2.0m, puts -$14.0m)strike 280 calls: OI 4,329 (+66) · vol 99 (at ask 67, at bid 30, multi-leg 4) · NBBO 15.93 × 16.26, spread 2.1% of mid · Δ 0.57 puts: OI 18,053 (+38) · vol 683 (at ask 284, at bid 316, multi-leg 234) · NBBO 9.14 × 9.48, spread 3.7% of mid · Δ -0.42 net GEX -$16.2m per 1% (calls +$3.9m, puts -$20.1m)strike 275 calls: OI 3,155 (+3) · vol 4 (at ask 4, at bid 0, multi-leg 2) · NBBO 19.27 × 19.62, spread 1.8% of mid · Δ 0.62 puts: OI 21,409 (+1,250) · vol 4,110 (at ask 40, at bid 70, multi-leg 7) · NBBO 7.58 × 7.85, spread 3.5% of mid · Δ -0.36 net GEX -$19.0m per 1% (calls +$2.6m, puts -$21.6m)strike 270 calls: OI 4,822 (+1) · vol 5 (at ask 3, at bid 2, sweep 1, multi-leg 1) · NBBO 22.41 × 23.25, spread 3.7% of mid · Δ 0.67 puts: OI 49,025 (+8) · vol 391 (at ask 337, at bid 51, multi-leg 136) · NBBO 6.23 × 6.50, spread 4.2% of mid · Δ -0.30 net GEX -$40.5m per 1% (calls +$3.7m, puts -$44.2m)strike 265 calls: OI 11,366 (+0) · vol 4 (at ask 2, at bid 2, multi-leg 4) · NBBO 26.26 × 27.12, spread 3.2% of mid · Δ 0.72 puts: OI 27,329 (-47) · vol 122 (at ask 90, at bid 32, multi-leg 2) · NBBO 5.08 × 5.35, spread 5.2% of mid · Δ -0.25 net GEX -$13.8m per 1% (calls +$7.9m, puts -$21.7m)strike 260 calls: OI 9,615 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 30.30 × 31.16, spread 2.8% of mid · Δ 0.75 puts: OI 33,412 (-33) · vol 2,654 (at ask 147, at bid 3, multi-leg 2,502) · NBBO 4.18 × 4.44, spread 6.0% of mid · Δ -0.21 net GEX -$17.0m per 1% (calls +$5.9m, puts -$23.0m)strike 255 calls: OI 1,687 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 34.52 × 35.36, spread 2.4% of mid · Δ 0.79 puts: OI 8,769 (+5) · vol 181 (at ask 107, at bid 74) · NBBO 3.45 × 3.65, spread 5.6% of mid · Δ -0.18 net GEX -$4.3m per 1% (calls +$924k, puts -$5.2m)strike 250 calls: OI 5,171 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.86 × 39.71, spread 2.2% of mid · Δ 0.81 puts: OI 26,750 (+48) · vol 194 (at ask 119, at bid 53, multi-leg 100) · NBBO 2.86 × 3.12, spread 8.7% of mid · Δ -0.15 net GEX -$11.0m per 1% (calls +$2.5m, puts -$13.4m)strike 245 calls: OI 9,472 (-1) · vol 23 (at ask 23, at bid 0, multi-leg 23) · NBBO 43.32 × 44.14, spread 1.9% of mid · Δ 0.83 puts: OI 15,247 (+14) · vol 41 (at ask 39, at bid 2, multi-leg 2) · NBBO 2.37 × 2.60, spread 9.3% of mid · Δ -0.12 net GEX -$2.5m per 1% (calls +$4.0m, puts -$6.5m)strike 240 calls: OI 4,730 (+0) · vol 4 (at ask 0, at bid 3) · NBBO 47.79 × 49.54, spread 3.6% of mid · Δ 0.85 puts: OI 38,575 (+3) · vol 77 (at ask 66, at bid 11, multi-leg 2) · NBBO 1.99 × 2.21, spread 10.5% of mid · Δ -0.10 net GEX -$12.1m per 1% (calls +$1.8m, puts -$13.9m)strike 235 calls: OI 2,497 (+0) · vol 20 (at ask 0, at bid 20, multi-leg 20) · NBBO 51.15 × 54.14, spread 5.7% of mid · Δ 0.87 puts: OI 9,396 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 1.67 × 1.87, spread 11.3% of mid · Δ -0.09 net GEX -$2.0m per 1% (calls +$818k, puts -$2.9m)strike 230 calls: OI 5,027 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.82 × 58.80, spread 5.2% of mid · Δ 0.88 puts: OI 14,061 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 1.44 × 1.62, spread 11.8% of mid · Δ -0.07 net GEX -$2.2m per 1% (calls +$1.5m, puts -$3.6m)strike 225 calls: OI 6,653 (+0) · vol 25 (at ask 25, at bid 0, multi-leg 25) · NBBO 60.54 × 63.51, spread 4.8% of mid · Δ 0.90 puts: OI 17,284 (+2) · vol 3 (at ask 2, at bid 1) · NBBO 1.21 × 1.38, spread 13.1% of mid · Δ -0.06 net GEX -$2.1m per 1% (calls +$1.7m, puts -$3.7m)strike 220 calls: OI 4,168 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 65.30 × 68.26, spread 4.4% of mid · Δ 0.91 puts: OI 13,084 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 1.04 × 1.17, spread 11.8% of mid · Δ -0.05 net GEX -$1.5m per 1% (calls +$936k, puts -$2.4m)strike 215 calls: OI 323 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.09 × 73.04, spread 4.1% of mid · Δ 0.92 puts: OI 7,481 (-1) · vol 496 (at ask 148, at bid 312, multi-leg 10) · NBBO 0.90 × 1.01, spread 11.5% of mid · Δ -0.04 net GEX -$1.1m per 1% (calls +$64k, puts -$1.2m)

2027-01-15 expiry, 29 strikes within ±25% of book spot (the flip search band); 47 hidden (12 above, 35 below), 47 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$247.7m 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
+0000000-1.004.2%72.8469.853550.080.1772.0%0.01211007,933+10+$0+$794k+$794k
+0000000-1.004.5%67.8464.853500.180.2324.4%0.0233220027,231+1+$0+$1.0m+$1.0m
+0100011-1.004.9%62.8459.853450.200.3246.2%0.0331102515+0-$2+$95k+$95k
+0000000-1.005.3%57.8454.853400.330.4632.9%0.0490158665003,379+0+$0+$792k+$792k
+0000000-1.005.8%52.8449.853350.480.6123.9%0.05815087,400+0+$0+$2.2m+$2.2m
+03700000-1.006.5%47.8444.853300.710.8720.3%0.07643590573,692+7-$357+$1.4m+$1.4m
-1400202-0.997.3%42.8539.853251.071.2717.1%0.097617580559,730+1-$625+$4.7m+$4.7m
-205910011-0.957.9%37.8835.013201.561.7310.3%0.1214010037,822-345-$25k+$4.6m+$4.6m
+021532013234-0.908.0%33.2230.673152.272.468.0%0.16237391970410,825+0-$138k+$7.6m+$7.4m
+01,20900000-0.859.3%28.9026.323103.173.417.3%0.216413053290129,962-15-$991k+$8.0m+$7.0m
-65,52900011-0.8011.1%24.9822.363054.414.685.9%0.27697620115,219-10-$5.4m+$13.6m+$8.1m
-1627,7357092789-0.742.0%19.6419.253005.986.264.6%0.332851111741821,707-1,173-$8.9m+$20.7m+$11.8m
-1810,2232,01008372,045-0.652.2%16.5016.142957.918.163.1%0.3922175144059,193-24-$12.4m+$9.1m-$3.4m
+56108,6341204989181-0.572.6%13.7713.4229010.2110.533.1%0.451,52291201,50311,396+2-$133.4m+$11.2m-$122.2m
-17711,8571,5110812281,814-0.492.0%11.4411.2128512.9013.222.5%0.51338210112,073-36-$14.0m+$2.0m-$12.0m
+3818,0532340316284683-0.423.7%9.489.1428015.9316.262.1%0.57996730044,329+66-$20.1m+$3.9m-$16.2m
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