Simplify Analytics
XLE

XLE

$64.31 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
25.5%
IV percentile
55.2%
own all (<3y) · n=241
IV rank
48.2%
own all (<1y) · n=241
range
17.6% – 34.0%
own all (<1y) · n=241
low 17.6%241 sessions, all (<1y) · today 25.5%high 34.0%

Term structure · constant maturity

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

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 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)27 calendar days out: every tenor of 7d 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)1d5d7d14d30d60d90d180d365d26.8%14.9%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning ittenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · 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
26.8%
own all (<3y) 77.4% · n=241
slope, 30d − 90d
-1.3 pts
own all (<3y) 10.0% · n=241
variance risk premium, 30d
+5.4 pts
own all (<3y) 80.7% · n=236

Skew · risk reversal

25-delta
-0.3 pts
own all (<3y) 87.1% · n=35
10-delta
+1.5 pts
own all (<3y) 87.1% · 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 2026-09-17

1d2026-09-18 · short
2026-09-18: 2 put and 2 call strikes within ±2.3%, IV 23% to 28%31%20%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 8 put and 6 call strikes within ±6.5%, IV 21% to 31%31%20%−6.5%book spot+6.5%
13d2026-09-30
2026-09-30: 5 put and 5 call strikes within ±8.2%, IV 22% to 30%31%20%−8.2%book spot+8.2%
29d2026-10-16
2026-10-16: 8 put and 8 call strikes within ±12%, IV 22% to 30%31%20%−12%book spot+12%
64d2026-11-20
2026-11-20: 12 put and 12 call strikes within ±18%, IV 25% to 31%31%20%−18%book spot+18%
92d2026-12-18
2026-12-18: 10 put and 7 call strikes within ±22%, IV 25% to 30%31%20%−22%book spot+22%
105d2026-12-31
2026-12-31: 3 put and 3 call strikes within ±23%, IV 24% to 30%31%20%−23%book spot+23%
120d2027-01-15
2027-01-15: 6 put and 5 call strikes within ±25%, IV 25% to 30%31%20%−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 (20%–31%), set by the expiries past 7 DTE.

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 · 09-17expected move
2026-10-23 Friweekly352026-09-257dno earnings (ETF)24.0% c 64.5—
2026-10-30 Friweekly422026-10-0214dno earnings (ETF)24.7% c 64.5—
2026-11-20 Fri632026-10-2335dno earnings (ETF)28.4% p 64—

DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 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 2026-09-18 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 2026-09-18, 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 2026-09-17 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 2026-09-17: 1 session behind 2026-09-18: no XLE chain statistics (net_gex) dated after 2026-09-17 are knowable as of 2026-09-18, and no ticker has newer ones. The strikes drawn below are 2026-09-17's rows as stored now; the levels and statistics are the readings dated 2026-09-17, computed from those rows when the readings were derived, and a fetch of 2026-09-17 after that can revise rows. Open interest is what entered 2026-09-17 (OCC's settlement of 2026-09-16), valued at the 2026-09-17 close.

net GEX · carried book
+$23.7m per 1%
own all (<3y) 38.3% · n=64
gamma flip
$64.06
flip within ±25% of book spot
flip distance
-0.32 ATR
own all (<3y) 73.4% · n=62
0DTE share of volume
not listed daily

book spot $64.48 (unadjusted close, 2026-09-17) · call wall $65.00 (+0.81% from book spot) · put wall $64.00 (-0.74% from book spot) · max pain $63.00 (-2.30% 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 $64.48 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. XLE headlines $64.31, its newest unadjusted close, on 2026-09-18; the book was taken at $64.48 on 2026-09-17, 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 2026-09-17 book's levels, on the 2026-09-17 close.

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

Tradability of the 2026-09-28 expiry: 10 calendar days from 2026-09-18 (11 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 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 (no strike drawn reaches 500 on either side, before or after 2026-09-16's trading, so that line is off the panel), and the strike nearest 0.20 delta on each side - call 67 (Δ 0.18), put 62 (Δ -0.18).

call put OI carried through 2026-09-16 · opened by 2026-09-16'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 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move79787776757473727170696867666564636261605958575655545352515049put strike nearest 0.20 delta: 62call strike nearest 0.20 delta: 678208249749725%10%10%25%-$30k+$30kcall wall 65book spot 64.48γ flip 64.06put wall 64strike 79 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.50 × 16.85, spread 15.0% of mid · Δ -0.98 no GEX (no side has both gamma and open interest)strike 78 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.55 × 14.10, spread 4.0% of mid · Δ -0.97 no GEX (no side has both gamma and open interest)strike 77 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.55 × 13.25, spread 5.4% of mid · Δ -0.96 no GEX (no side has both gamma and open interest)strike 76 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.55 × 12.10, spread 4.7% of mid · Δ -0.95 no GEX (no side has both gamma and open interest)strike 75 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.07, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.55 × 11.25, spread 6.4% of mid · Δ -0.93 no GEX (no side has both gamma and open interest)strike 74 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.55 × 10.25, spread 7.1% of mid · Δ -0.91 no GEX (no side has both gamma and open interest)strike 73 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.07, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.55 × 9.25, spread 7.9% of mid · Δ -0.89 no GEX (no side has both gamma and open interest)strike 72 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.55 × 8.10, spread 7.0% of mid · Δ -0.88 no GEX (no side has both gamma and open interest)strike 71 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.07, spread 150.0% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.55 × 7.10, spread 8.1% of mid · Δ -0.86 net GEX +$89 per 1% (calls +$89, puts +$0)strike 70 calls: OI 0 (+0) · vol 9 (at ask 2, at bid 7, sweep 7) · NBBO 0.02 × 0.09, spread 127.3% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.60 × 6.15, spread 9.4% of mid · Δ -0.84 no GEX (no side has both gamma and open interest)strike 69 calls: OI 7 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 0.05 × 0.09, spread 57.1% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.60 × 5.10, spread 10.3% of mid · Δ -0.82 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 68 calls: OI 64 (+13) · vol 7 (at ask 1, at bid 6, multi-leg 2) · NBBO 0.06 × 0.15, spread 85.7% of mid · Δ 0.10 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.65 × 4.15, spread 12.8% of mid · Δ -0.78 net GEX +$18k per 1% (calls +$18k, puts +$0)strike 67 calls: OI 27 (+15) · vol 3 (at ask 3, at bid 0) · NBBO 0.19 × 0.44, spread 79.4% of mid · Δ 0.18 puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 2.81 × 3.25, spread 14.5% of mid · Δ -0.73 net GEX +$12k per 1% (calls +$12k, puts +$0)strike 66 calls: OI 15 (+4) · vol 13 (at ask 12, at bid 1, multi-leg 8) · NBBO 0.30 × 0.50, spread 50.0% of mid · Δ 0.28 puts: OI 30 (-4) · vol 3 (at ask 1, at bid 1, multi-leg 3) · NBBO 1.90 × 2.38, spread 22.4% of mid · Δ -0.66 net GEX -$5k per 1% (calls +$9k, puts -$14k)strike 65 calls: OI 52 (+35) · vol 50 (at ask 11, at bid 26, multi-leg 1) · NBBO 0.60 × 0.99, spread 49.1% of mid · Δ 0.44 puts: OI 8 (+1) · vol 36 (at ask 2, at bid 34, multi-leg 4) · NBBO 1.38 × 1.67, spread 19.0% of mid · Δ -0.54 net GEX +$30k per 1% (calls +$34k, puts -$4k)strike 64 calls: OI 10 (+3) · vol 23 (at ask 8, at bid 9, multi-leg 8) · NBBO 1.09 × 1.40, spread 24.9% of mid · Δ 0.60 puts: OI 30 (+5) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 0.70 × 1.07, spread 41.8% of mid · Δ -0.41 net GEX -$10k per 1% (calls +$7k, puts -$17k)strike 63 calls: OI 3 (+2) · vol 8 (at ask 3, at bid 4, multi-leg 8) · NBBO 1.68 × 2.02, spread 18.4% of mid · Δ 0.78 puts: OI 49 (-33) · vol 0 (at ask 0, at bid 0) · NBBO 0.35 × 0.69, spread 65.4% of mid · Δ -0.28 net GEX -$22k per 1% (calls +$2k, puts -$24k)strike 62 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.44 × 2.86, spread 15.8% of mid · Δ 0.92 puts: OI 3 (+0) · vol 12 (at ask 11, at bid 1, multi-leg 2) · NBBO 0.21 × 0.40, spread 62.3% of mid · Δ -0.18 net GEX -$776 per 1% (calls +$334, puts -$1k)strike 61 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.30 × 3.85, spread 15.4% of mid · Δ 0.98 puts: OI 4 (+3) · vol 497 (at ask 0, at bid 497) · NBBO 0.15 × 0.24, spread 46.2% of mid · Δ -0.12 net GEX -$1k per 1% (calls +$0, puts -$1k)strike 60 calls: OI 2 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 4.30 × 4.85, spread 12.0% of mid · Δ 1.00 puts: OI 1 (+0) · vol 127 (at ask 1, at bid 76, multi-leg 2) · NBBO 0.05 × 0.18, spread 113.0% of mid · Δ -0.08 net GEX -$150 per 1% (calls +$28, puts -$178)strike 59 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.30 × 5.85, spread 9.9% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.12, spread 169.2% of mid · Δ -0.04 no GEX (no side has both gamma and open interest)strike 58 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.30 × 6.85, spread 8.4% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.09, spread no two-sided quote (zero bid) · Δ -0.03 no GEX (no side has both gamma and open interest)strike 57 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.30 × 7.85, spread 7.3% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ -0.02 no GEX (no side has both gamma and open interest)strike 56 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.30 × 8.85, spread 6.4% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.07, spread no two-sided quote (zero bid) · Δ -0.01 no GEX (no side has both gamma and open interest)strike 55 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.25 × 9.85, spread 6.3% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ -0.00 no GEX (no side has both gamma and open interest)strike 54 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.25 × 10.85, spread 5.7% of mid · Δ 1.00 puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.03, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$5 per 1% (calls +$0, puts -$5)strike 53 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.25 × 11.85, spread 5.2% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ -0.00 no GEX (no side has both gamma and open interest)strike 52 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.30 × 12.85, spread 4.4% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ -0.00 no GEX (no side has both gamma and open interest)strike 51 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.95 × 15.35, spread 24.9% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ -0.00 no GEX (no side has both gamma and open interest)strike 50 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.95 × 16.30, spread 22.9% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ -0.00 no GEX (no side has both gamma and open interest)strike 49 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.10 × 16.70, spread 16.9% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ -0.00 no GEX (no side has both gamma and open interest)

2026-09-28 expiry, 31 strikes within ±25% of book spot (the flip search band); 1 hidden (0 above, 1 below), 0 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$22k per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

max pain $63.00 belongs to the 2026-10-16 monthly (29 days from 2026-09-17, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.

Table view · 31 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.9815.0%16.8514.50790.000.05no two-sided quote0.00000000+0———
+0000000-0.974.0%14.1013.55780.000.05no two-sided quote0.00000000+0———
+0000000-0.965.4%13.2512.55770.000.06no two-sided quote0.00000000+0———
+0000000-0.954.7%12.1011.55760.000.06no two-sided quote0.00000000+0———
+0000000-0.936.4%11.2510.55750.000.07no two-sided quote0.00000000+0———
+0000000-0.917.1%10.259.55740.000.08no two-sided quote0.01000000+0———
+0000000-0.897.9%9.258.55730.000.07no two-sided quote0.01000000+0———
+0000000-0.887.0%8.107.55720.000.08no two-sided quote0.02000000+0———
+0000000-0.868.1%7.106.55710.010.07150.0%0.03000001+0+$0+$89+$89
+0000000-0.849.4%6.155.60700.020.09127.3%0.04927700+0———
+0000000-0.8210.3%5.104.60690.050.0957.1%0.06101007+1+$0+$1k+$1k
+0000000-0.7812.8%4.153.65680.060.1585.7%0.107160264+13+$0+$18k+$18k
+0010011-0.7314.5%3.252.81670.190.4479.4%0.183300027+15+$0+$12k+$12k
-43030113-0.6622.4%2.381.90660.300.5050.0%0.28131210815+4-$14k+$9k-$5k
+184034236-0.5419.0%1.671.38650.600.9949.1%0.445011260152+35-$4k+$34k+$30k
+53020123-0.4141.8%1.070.70641.091.4024.9%0.6023890810+3-$17k+$7k-$10k
-334900000-0.2865.4%0.690.35631.682.0218.4%0.78834083+2-$24k+$2k-$22k
+032011112-0.1862.3%0.400.21622.442.8615.8%0.92000001+0-$1k+$334-$776
+34004970497-0.1246.2%0.240.15613.303.8515.4%0.98000000+0-$1k+$0-$1k
+0120761127-0.08113.0%0.180.05604.304.8512.0%1.00330002+0-$178+$28-$150
+0000000-0.04169.2%0.120.01595.305.859.9%1.00000000+0———
+0000000-0.03no two-sided quote0.090.00586.306.858.4%1.00000000+0———
+0000000-0.02no two-sided quote0.080.00577.307.857.3%1.00000000+0———
+0000000-0.01no two-sided quote0.070.00568.308.856.4%1.00000000+0———
+0000000-0.00no two-sided quote0.060.00559.259.856.3%1.00000000+0———
+1100000-0.00no two-sided quote0.030.005410.2510.855.7%1.00000000+0-$5+$0-$5
+0000000-0.00no two-sided quote0.060.005311.2511.855.2%1.00000000+0———
+0000000-0.00no two-sided quote0.050.005212.3012.854.4%1.00000000+0———
+0000000-0.00no two-sided quote0.050.005111.9515.3524.9%1.00000000+0———
+0000000-0.00no two-sided quote0.060.005012.9516.3022.9%1.00000000+0———
+0000000-0.00no two-sided quote0.050.004914.1016.7016.9%1.00000000+0———