Simplify Analytics
XLF

XLF

$54.80 unadjusted close, 2026-09-22
as of 2026-09-21
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
15.0%
IV percentile
22.7%
own all (<3y) · n=242
IV rank
15.0%
own all (<1y) · n=242
range
12.6% – 28.6%
own all (<1y) · n=242
low 12.6%242 sessions, all (<1y) · today 15.0%high 28.6%

Term structure · constant maturity

37 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)1d5d7d14d30d60d90d180d365d18.9%12.7%
━ 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
16.1%
own all (<3y) 16.3% · n=242
slope, 30d − 90d
-1.1 pts
own all (<3y) 39.7% · n=242
variance risk premium, 30d
+1.1 pts
own all (<3y) 28.5% · n=237

Skew · risk reversal

25-delta
+7.3 pts
own all (<3y) 98.6% · n=36
10-delta
+6.0 pts
own all (<3y) 93.1% · 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

7d2026-09-25 · short
2026-09-25: 5 put and 6 call strikes within ±6.1%, IV 10% to 23%28%9%−6.1%book spot+6.1%
12d2026-09-30
2026-09-30: 2 put and 4 call strikes within ±7.9%, IV 10% to 19%28%9%−7.9%book spot+7.9%
14d2026-10-02
2026-10-02: 7 put and 7 call strikes within ±8.6%, IV 12% to 22%28%9%−8.6%book spot+8.6%
21d2026-10-09
2026-10-09: 7 put and 8 call strikes within ±11%, IV 12% to 20%28%9%−11%book spot+11%
28d2026-10-16
2026-10-16: 5 put and 7 call strikes within ±12%, IV 12% to 26%28%9%−12%book spot+12%
63d2026-11-20
2026-11-20: 8 put and 11 call strikes within ±18%, IV 14% to 25%28%9%−18%book spot+18%
91d2026-12-18
2026-12-18: 10 put and 11 call strikes within ±22%, IV 14% to 26%28%9%−22%book spot+22%
119d2027-01-15
2027-01-15: 9 put and 9 call strikes within ±25%, IV 14% to 27%28%9%−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 (9%–28%), 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 · 09-18expected move
2026-10-30 Friweekly392026-10-0211dno earnings (ETF)13.9% c 56—
2026-11-20 Fri602026-10-2332dno earnings (ETF)14.3% c 56—

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 XLF 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
-$183.2m per 1%
own all (<3y) 3.8% · n=65
gamma flip
$58.03
flip within ±25% of book spot
flip distance
+2.86 ATR
own all (<3y) 97.6% · n=62
0DTE share of volume
not listed daily

book spot $55.86 (unadjusted close, 2026-09-18) · call wall $57.00 (+2.04% from book spot) · put wall $56.00 (+0.25% from book spot) · max pain $56.00 (+0.25% 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 $55.86 × (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. XLF headlines $54.80, its newest unadjusted close, on 2026-09-22; the book was taken at $55.86 on 2026-09-18, because the book trails the page by the one session counted above and the headline is newer still than 2026-09-21: a session's close is stored before its metrics are materialised, and the headline does not wait for them. 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 58 (Δ 0.18), put 54 (Δ -0.22).

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% move69686766656463626160595857565554535251504948474645444342put strike nearest 0.20 delta: 54call strike nearest 0.20 delta: 58204k0204k18k18k25%10%10%25%-$96.0m+$96.0mγ flip 58.03call wall 57put wall 56max pain 56book spot 55.86strike 69 calls: OI 5 (+0) · vol 3 (at ask 0, at bid 3) · NBBO 0.00 × 0.03, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.20 × 15.50, spread 32.2% of mid · Δ -1.00 net GEX +$0 per 1% (calls +$0, puts +$0)strike 68 calls: OI 1 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.20 × 14.50, spread 34.8% of mid · Δ -1.00 net GEX +$0 per 1% (calls +$0, puts +$0)strike 67 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.05 × 13.50, spread 39.5% of mid · Δ -1.00 net GEX +$1 per 1% (calls +$1, puts +$0)strike 66 calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.10 × 12.50, spread 42.7% of mid · Δ -1.00 net GEX +$25 per 1% (calls +$25, puts +$0)strike 65 calls: OI 7,763 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.02, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 18 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.10 × 11.50, spread 47.3% of mid · Δ -0.99 net GEX +$39k per 1% (calls +$39k, puts -$327)strike 64 calls: OI 10,331 (+0) · vol 22 (at ask 22, at bid 0, multi-leg 22) · NBBO 0.00 × 0.12, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 20 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.20 × 10.50, spread 51.5% of mid · Δ -0.99 net GEX +$126k per 1% (calls +$126k, puts -$659)strike 63 calls: OI 6,885 (-1) · vol 22 (at ask 22, at bid 0, sweep 7) · NBBO 0.00 × 0.20, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.10 × 9.50, spread 60.3% of mid · Δ -0.97 net GEX +$186k per 1% (calls +$187k, puts -$733)strike 62 calls: OI 4,053 (-1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.00 × 0.50, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 29 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 4.10 × 8.50, spread 69.8% of mid · Δ -0.95 net GEX +$221k per 1% (calls +$224k, puts -$3k)strike 61 calls: OI 6,946 (-3) · vol 4,202 (at ask 2, at bid 4,000, multi-leg 4,002) · NBBO 0.00 × 0.24, spread no two-sided quote (zero bid) · Δ 0.03 puts: OI 136 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.00 × 7.50, spread 85.7% of mid · Δ -0.94 net GEX +$526k per 1% (calls +$542k, puts -$17k)strike 60 calls: OI 55,007 (-111) · vol 440 (at ask 27, at bid 406, multi-leg 7) · NBBO 0.03 × 0.20, spread 147.8% of mid · Δ 0.04 puts: OI 338 (-3) · vol 20 (at ask 20, at bid 0) · NBBO 3.75 × 4.40, spread 16.0% of mid · Δ -0.92 net GEX +$6.6m per 1% (calls +$6.7m, puts -$56k)strike 59 calls: OI 17,330 (-42) · vol 38 (at ask 0, at bid 22, multi-leg 16) · NBBO 0.08 × 0.10, spread 22.2% of mid · Δ 0.09 puts: OI 976 (-35) · vol 25 (at ask 25, at bid 0) · NBBO 2.83 × 4.35, spread 42.3% of mid · Δ -0.90 net GEX +$3.7m per 1% (calls +$3.9m, puts -$234k)strike 58 calls: OI 37,287 (+589) · vol 1,802 (at ask 431, at bid 142, sweep 107, multi-leg 196) · NBBO 0.19 × 0.25, spread 27.3% of mid · Δ 0.18 puts: OI 7,842 (-5) · vol 29 (at ask 12, at bid 2, multi-leg 17) · NBBO 1.95 × 2.48, spread 23.9% of mid · Δ -0.83 net GEX +$11.0m per 1% (calls +$14.0m, puts -$3.0m)strike 57 calls: OI 40,529 (+3,356) · vol 5,490 (at ask 2,630, at bid 2,796, sweep 34, multi-leg 1,010) · NBBO 0.32 × 0.73, spread 78.1% of mid · Δ 0.32 puts: OI 49,880 (-53) · vol 35 (at ask 12, at bid 16, multi-leg 27) · NBBO 1.04 × 1.69, spread 47.6% of mid · Δ -0.67 net GEX -$4.0m per 1% (calls +$20.8m, puts -$24.8m)strike 56 calls: OI 17,563 (+26) · vol 4,099 (at ask 357, at bid 198, sweep 41, multi-leg 176) · NBBO 0.61 × 1.06, spread 53.9% of mid · Δ 0.49 puts: OI 203,488 (-650) · vol 1,789 (at ask 1,427, at bid 214, sweep 105, multi-leg 197) · NBBO 0.80 × 1.21, spread 40.8% of mid · Δ -0.50 net GEX -$96.0m per 1% (calls +$9.7m, puts -$105.7m)strike 55 calls: OI 31,693 (+16) · vol 37 (at ask 23, at bid 9, multi-leg 4) · NBBO 1.35 × 1.64, spread 19.4% of mid · Δ 0.66 puts: OI 42,388 (+11,638) · vol 2,085 (at ask 1,439, at bid 603, sweep 379, multi-leg 104) · NBBO 0.44 × 0.70, spread 45.6% of mid · Δ -0.34 net GEX -$5.1m per 1% (calls +$14.9m, puts -$20.0m)strike 54 calls: OI 2,447 (+18) · vol 9 (at ask 6, at bid 1, multi-leg 3) · NBBO 1.85 × 5.00, spread 92.0% of mid · Δ 0.77 puts: OI 52,327 (-882) · vol 17,801 (at ask 12,547, at bid 5,248, sweep 2, multi-leg 12,423) · NBBO 0.23 × 0.41, spread 56.2% of mid · Δ -0.22 net GEX -$17.8m per 1% (calls +$853k, puts -$18.6m)strike 53 calls: OI 2,456 (+0) · vol 21 (at ask 14, at bid 7) · NBBO 3.00 × 3.25, spread 8.0% of mid · Δ 0.86 puts: OI 45,739 (+12,543) · vol 609 (at ask 2, at bid 603, multi-leg 11) · NBBO 0.15 × 0.26, spread 53.7% of mid · Δ -0.14 net GEX -$10.6m per 1% (calls +$599k, puts -$11.2m)strike 52 calls: OI 4,410 (+1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 1.55 × 6.35, spread 121.5% of mid · Δ 0.92 puts: OI 29,962 (+2,650) · vol 740 (at ask 5, at bid 717, multi-leg 24) · NBBO 0.11 × 0.16, spread 37.0% of mid · Δ -0.09 net GEX -$4.2m per 1% (calls +$694k, puts -$4.9m)strike 51 calls: OI 2,682 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.55 × 7.25, spread 95.9% of mid · Δ 0.94 puts: OI 2,107 (+6) · vol 0 (at ask 0, at bid 0) · NBBO 0.03 × 0.57, spread 180.0% of mid · Δ -0.06 net GEX +$53k per 1% (calls +$292k, puts -$239k)strike 50 calls: OI 9,990 (+0) · vol 12,501 (at ask 12,501, at bid 0, multi-leg 12,500) · NBBO 4.35 × 7.00, spread 46.7% of mid · Δ 0.95 puts: OI 39,852 (+1,088) · vol 12,506 (at ask 12,501, at bid 1, multi-leg 12,504) · NBBO 0.06 × 0.09, spread 40.0% of mid · Δ -0.05 net GEX -$2.4m per 1% (calls +$805k, puts -$3.2m)strike 49 calls: OI 867 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.50 × 9.25, spread 69.1% of mid · Δ 0.96 puts: OI 12,183 (+0) · vol 60 (at ask 0, at bid 50, multi-leg 50) · NBBO 0.00 × 0.07, spread no two-sided quote (zero bid) · Δ -0.03 net GEX -$630k per 1% (calls +$54k, puts -$684k)strike 48 calls: OI 499 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.50 × 10.20, spread 59.9% of mid · Δ 0.97 puts: OI 1,902 (-4) · vol 20 (at ask 0, at bid 20) · NBBO 0.02 × 0.25, spread 170.4% of mid · Δ -0.03 net GEX -$57k per 1% (calls +$25k, puts -$81k)strike 47 calls: OI 38 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.50 × 11.25, spread 53.5% of mid · Δ 0.97 puts: OI 11,160 (-400) · vol 23 (at ask 22, at bid 0, multi-leg 23) · NBBO 0.00 × 2.16, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$382k per 1% (calls +$2k, puts -$383k)strike 46 calls: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.05 × 12.50, spread 43.3% of mid · Δ 0.97 puts: OI 28,909 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.16, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$814k per 1% (calls +$915, puts -$815k)strike 45 calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.60 × 13.15, spread 41.8% of mid · Δ 0.98 puts: OI 20,126 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.15, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$350k per 1% (calls +$211, puts -$350k)strike 44 calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.60 × 14.15, spread 38.3% of mid · Δ 0.99 puts: OI 444 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.15, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$4k per 1% (calls +$168, puts -$4k)strike 43 calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.50 × 15.20, spread 36.6% of mid · Δ 1.00 puts: OI 72 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.14, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$73 per 1% (calls +$320, puts -$392)strike 42 calls: OI 102 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.55 × 16.10, spread 32.9% of mid · Δ 1.00 puts: OI 81 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.14, spread no two-sided quote (zero bid) · Δ -0.00 net GEX +$187 per 1% (calls +$409, puts -$222)

2026-10-16 expiry, 28 strikes within ±25% of book spot (the flip search band); 13 hidden (5 above, 8 below), 10 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$119.8m 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 · 28 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.0032.2%15.5011.20690.000.03no two-sided quote0.00303005+0+$0+$0+$0
+0000000-1.0034.8%14.5010.20680.004.80no two-sided quote0.00000001-1+$0+$0+$0
+0000000-1.0039.5%13.509.05670.004.80no two-sided quote0.00000001+0+$0+$1+$1
+0000000-1.0042.7%12.508.10660.004.80no two-sided quote0.000000013+0+$0+$25+$25
+01800000-0.9947.3%11.507.10650.000.02no two-sided quote0.00000007,763+0-$327+$39k+$39k
+02000000-0.9951.5%10.506.20640.000.12no two-sided quote0.002222002210,331+0-$659+$126k+$126k
+01300000-0.9760.3%9.505.10630.000.20no two-sided quote0.0122220706,885-1-$733+$187k+$186k
+102900000-0.9569.8%8.504.10620.000.50no two-sided quote0.02100014,053-1-$3k+$224k+$221k
+013600000-0.9485.7%7.503.00610.000.24no two-sided quote0.034,20224,00004,0026,946-3-$17k+$542k+$526k
-33380002020-0.9216.0%4.403.75600.030.20147.8%0.04440274060755,007-111-$56k+$6.7m+$6.6m
-359760002525-0.9042.3%4.352.83590.080.1022.2%0.093802201617,330-42-$234k+$3.9m+$3.7m
-57,84217021229-0.8323.9%2.481.95580.190.2527.3%0.181,80243114210719637,287+589-$3.0m+$14.0m+$11.0m
-5349,880270161235-0.6747.6%1.691.04570.320.7378.1%0.325,4902,6302,796341,01040,529+3,356-$24.8m+$20.8m-$4.0m
-650203,4881971052141,4271,789-0.5040.8%1.210.80560.611.0653.9%0.494,0993571984117617,563+26-$105.7m+$9.7m-$96.0m
+11,63842,3881043796031,4392,085-0.3445.6%0.700.44551.351.6419.4%0.66372390431,693+16-$20.0m+$14.9m-$5.1m
-88252,32712,42325,24812,54717,801-0.2256.2%0.410.23541.855.0092.0%0.77961032,447+18-$18.6m+$853k-$17.8m
+12,54345,7391106032609-0.1453.7%0.260.15533.003.258.0%0.8621147002,456+0-$11.2m+$599k-$10.6m
+2,65029,9622407175740-0.0937.0%0.160.11521.556.35121.5%0.92100014,410+1-$4.9m+$694k-$4.2m
+62,10700000-0.06180.0%0.570.03512.557.2595.9%0.94000002,682+0-$239k+$292k+$53k
+1,08839,85212,5040112,50112,506-0.0540.0%0.090.06504.357.0046.7%0.9512,50112,5010012,5009,990+0-$3.2m+$805k-$2.4m
+012,18350050060-0.03no two-sided quote0.070.00494.509.2569.1%0.9600000867+0-$684k+$54k-$630k
-41,9020020020-0.03170.4%0.250.02485.5010.2059.9%0.9700000499+0-$81k+$25k-$57k
-40011,16023002223-0.02no two-sided quote2.160.00476.5011.2553.5%0.970000038+0-$383k+$2k-$382k
+028,90900000-0.02no two-sided quote2.160.00468.0512.5043.3%0.970000028+0-$815k+$915-$814k
+120,12600000-0.01no two-sided quote2.150.00458.6013.1541.8%0.980000010+0-$350k+$211-$350k
+044400000-0.01no two-sided quote2.150.00449.6014.1538.3%0.990000013+0-$4k+$168-$4k
+07200000-0.00no two-sided quote2.140.004310.5015.2036.6%1.000000043+0-$392+$320-$73
+08100000-0.00no two-sided quote2.140.004211.5516.1032.9%1.0000000102+0-$222+$409+$187