Simplify Analytics
XLF

XLF

$55.86 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
14.4%
IV percentile
13.5%
own all (<3y) · n=241
IV rank
11.3%
own all (<1y) · n=241
range
12.6% – 28.6%
own all (<1y) · n=241
low 12.6%241 sessions, all (<1y) · today 14.4%high 28.6%

Term structure · constant maturity

36 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)1d5d7d14d30d60d90d180d365d18.9%10.7%
━ 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
15.5%
own all (<3y) 2.1% · n=241
slope, 30d − 90d
-1.1 pts
own all (<3y) 39.6% · n=241
variance risk premium, 30d
+0.8 pts
own all (<3y) 26.1% · n=236

Skew · risk reversal

25-delta
-2.2 pts
own all (<3y) 1.4% · n=35
10-delta
+2.5 pts
own all (<3y) 50.0% · 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 3 call strikes within ±2.3%, IV 17% to 21%30%11%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 7 put and 7 call strikes within ±6.5%, IV 12% to 25%30%11%−6.5%book spot+6.5%
13d2026-09-30
2026-09-30: 3 put and 5 call strikes within ±8.2%, IV 12% to 23%30%11%−8.2%book spot+8.2%
15d2026-10-02
2026-10-02: 5 put and 9 call strikes within ±8.8%, IV 13% to 21%30%11%−8.8%book spot+8.8%
29d2026-10-16
2026-10-16: 6 put and 7 call strikes within ±12%, IV 14% to 26%30%11%−12%book spot+12%
64d2026-11-20
2026-11-20: 6 put and 11 call strikes within ±18%, IV 15% to 27%30%11%−18%book spot+18%
92d2026-12-18
2026-12-18: 12 put and 12 call strikes within ±22%, IV 15% to 28%30%11%−22%book spot+22%
120d2027-01-15
2027-01-15: 12 put and 9 call strikes within ±25%, IV 15% to 29%30%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%–30%), 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)14.7% c 56—
2026-10-30 Friweekly422026-10-0214dno earnings (ETF)14.8% c 56—
2026-11-20 Fri632026-10-2335dno earnings (ETF)15.5% c 56—

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 XLF 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
-$330.1m per 1%
own all (<3y) 0.8% · n=64
gamma flip
$57.56
flip within ±25% of book spot
flip distance
+2.21 ATR
own all (<3y) 95.9% · n=61
0DTE share of volume
not listed daily

book spot $55.88 (unadjusted close, 2026-09-17) · call wall $55.00 (-1.57% from book spot) · put wall $56.00 (+0.21% from book spot) · max pain $56.00 (+0.21% 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 $55.88 × (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. XLF headlines $55.86, its newest unadjusted close, on 2026-09-18; the book was taken at $55.88 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 2026-09-30 expiry: 12 calendar days from 2026-09-18 (13 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, and the strike nearest 0.20 delta on each side - call 57 (Δ 0.22), put 55 (Δ -0.25).

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% move69686766656463626160595857565554535251504948474645444342put strike nearest 0.20 delta: 55call strike nearest 0.20 delta: 5720k020k60660625%10%10%25%-$12.0m+$12.0mγ flip 57.56put wall 56book spot 55.88call wall 55strike 69 calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.13, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.25 × 15.40, spread 31.1% of mid · Δ -1.00 net GEX +$0 per 1% (calls +$0, puts +$0)strike 68 calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.13, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.30 × 13.25, spread 15.9% of mid · Δ -1.00 net GEX +$0 per 1% (calls +$0, puts +$0)strike 67 calls: OI 19 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.42, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.25 × 13.40, spread 36.6% of mid · Δ -1.00 net GEX +$0 per 1% (calls +$0, puts +$0)strike 66 calls: OI 241 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.13, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.25 × 12.30, spread 39.4% of mid · Δ -1.00 net GEX +$1 per 1% (calls +$1, puts +$0)strike 65 calls: OI 5,445 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.42, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.60 × 11.30, spread 39.2% of mid · Δ -0.99 net GEX +$122 per 1% (calls +$122, puts +$0)strike 64 calls: OI 10 (+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 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.25 × 10.30, spread 48.9% of mid · Δ -0.99 net GEX +$2 per 1% (calls +$2, puts +$0)strike 63 calls: OI 5,002 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.43, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.25 × 9.30, spread 55.7% of mid · Δ -0.98 net GEX +$5k per 1% (calls +$5k, puts -$501)strike 62 calls: OI 505 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.63, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.65 × 8.30, spread 56.4% of mid · Δ -0.96 net GEX +$3k per 1% (calls +$3k, puts -$167)strike 61 calls: OI 268 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.23, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 275 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.15 × 5.45, spread 5.7% of mid · Δ -0.93 net GEX -$30k per 1% (calls +$6k, puts -$36k)strike 60 calls: OI 4,306 (+1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.00 × 0.23, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 66 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 4.15 × 5.45, spread 27.1% of mid · Δ -0.88 net GEX +$292k per 1% (calls +$305k, puts -$13k)strike 59 calls: OI 634 (+0) · vol 1 (at ask 0, at bid 1, sweep 1) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ 0.03 puts: OI 355 (-3) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 3.15 × 5.00, spread 45.4% of mid · Δ -0.86 net GEX -$1k per 1% (calls +$89k, puts -$91k)strike 58 calls: OI 2,558 (-11) · vol 8 (at ask 0, at bid 7, multi-leg 4) · NBBO 0.03 × 0.08, spread 90.9% of mid · Δ 0.08 puts: OI 945 (-24) · vol 4 (at ask 0, at bid 4) · NBBO 2.19 × 2.60, spread 17.1% of mid · Δ -0.82 net GEX +$475k per 1% (calls +$826k, puts -$351k)strike 57 calls: OI 2,790 (+556) · vol 62 (at ask 12, at bid 46, multi-leg 3) · NBBO 0.01 × 0.21, spread 181.8% of mid · Δ 0.22 puts: OI 1,183 (-27) · vol 606 (at ask 1, at bid 604, sweep 49, multi-leg 1) · NBBO 1.35 × 1.48, spread 9.2% of mid · Δ -0.72 net GEX +$1.2m per 1% (calls +$1.9m, puts -$681k)strike 56 calls: OI 632 (+106) · vol 19 (at ask 5, at bid 2, multi-leg 15) · NBBO 0.24 × 0.72, spread 100.0% of mid · Δ 0.47 puts: OI 16,923 (-39) · vol 68 (at ask 2, at bid 3, multi-leg 1) · NBBO 0.48 × 0.77, spread 46.4% of mid · Δ -0.52 net GEX -$12.0m per 1% (calls +$626k, puts -$12.6m)strike 55 calls: OI 2,371 (-17) · vol 18 (at ask 9, at bid 9, multi-leg 18) · NBBO 1.00 × 1.36, spread 30.5% of mid · Δ 0.74 puts: OI 19,143 (-785) · vol 60 (at ask 23, at bid 25, multi-leg 8) · NBBO 0.09 × 0.36, spread 120.0% of mid · Δ -0.25 net GEX -$12.0m per 1% (calls +$1.7m, puts -$13.7m)strike 54 calls: OI 332 (+0) · vol 27 (at ask 8, at bid 19, multi-leg 16) · NBBO 1.69 × 2.04, spread 18.8% of mid · Δ 0.92 puts: OI 1,808 (+0) · vol 105 (at ask 1, at bid 104, sweep 100, multi-leg 5) · NBBO 0.05 × 0.36, spread 151.2% of mid · Δ -0.13 net GEX -$573k per 1% (calls +$112k, puts -$685k)strike 53 calls: OI 966 (+0) · vol 6 (at ask 0, at bid 0) · NBBO 2.82 × 3.05, spread 7.8% of mid · Δ 0.97 puts: OI 443 (+19) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.10, spread 163.6% of mid · Δ -0.07 net GEX +$46k per 1% (calls +$135k, puts -$88k)strike 52 calls: OI 169 (-2) · vol 64 (at ask 64, at bid 0, multi-leg 64) · NBBO 3.80 × 4.05, spread 6.4% of mid · Δ 0.98 puts: OI 253 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.01 × 0.07, spread 150.0% of mid · Δ -0.04 net GEX -$15k per 1% (calls +$15k, puts -$30k)strike 51 calls: OI 405 (-1) · vol 34 (at ask 34, at bid 0, multi-leg 34) · NBBO 4.75 × 5.05, spread 6.1% of mid · Δ 0.98 puts: OI 168 (+20) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.05, spread 85.7% of mid · Δ -0.03 net GEX +$11k per 1% (calls +$24k, puts -$13k)strike 50 calls: OI 161 (+0) · vol 19 (at ask 19, at bid 0, multi-leg 19) · NBBO 5.80 × 6.05, spread 4.2% of mid · Δ 0.98 puts: OI 1,264 (+0) · vol 400 (at ask 40, at bid 360) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$60k per 1% (calls +$7k, puts -$67k)strike 49 calls: OI 37 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.75 × 7.05, spread 20.3% of mid · Δ 0.99 puts: OI 306 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$11k per 1% (calls +$1k, puts -$12k)strike 48 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.75 × 9.95, spread 38.3% of mid · Δ 0.99 puts: OI 106 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.03, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$2k per 1% (calls +$44, puts -$2k)strike 47 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.80 × 9.05, spread 2.8% of mid · Δ 1.00 puts: OI 495 (+0) · vol 103 (at ask 0, at bid 0, multi-leg 3) · NBBO 0.00 × 0.03, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$4k per 1% (calls +$6, puts -$4k)strike 46 calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.35 × 11.95, spread 35.5% of mid · Δ 1.00 puts: OI 327 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.23, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$942 per 1% (calls +$24, puts -$965)strike 45 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.00 × 11.80, spread 16.5% of mid · Δ 1.00 puts: OI 2,367 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$2k per 1% (calls +$2, puts -$2k)strike 44 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.90 × 13.95, spread 34.0% of mid · Δ 1.00 puts: OI 15,101 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.42, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$4k per 1% (calls +$0, puts -$4k)strike 43 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.35 × 13.45, spread 8.5% of mid · Δ 1.00 puts: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.22, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$2 per 1% (calls +$0, puts -$2)strike 42 calls: OI 3 (+0) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 11.75 × 15.95, spread 30.3% of mid · Δ 1.00 puts: OI 8,618 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.22, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$112 per 1% (calls +$0, puts -$112)

2026-09-30 expiry, 28 strikes within ±25% of book spot (the flip search band); 5 hidden (1 above, 4 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 (-$22.7m 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 $56.00 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 · 28 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.0031.1%15.4011.25690.002.13no two-sided quote0.000000012+0+$0+$0+$0
+0000000-1.0015.9%13.2511.30680.002.13no two-sided quote0.000000016+0+$0+$0+$0
+0000000-1.0036.6%13.409.25670.000.42no two-sided quote0.000000019+0+$0+$0+$0
+0000000-1.0039.4%12.308.25660.002.13no two-sided quote0.0000000241+0+$0+$1+$1
+0000000-0.9939.2%11.307.60650.000.42no two-sided quote0.00000005,445+0+$0+$122+$122
+0000000-0.9948.9%10.306.25640.000.02no two-sided quote0.000000010+0+$0+$2+$2
+01000000-0.9855.7%9.305.25630.000.43no two-sided quote0.00000005,002+0-$501+$5k+$5k
+0200000-0.9656.4%8.304.65620.000.63no two-sided quote0.0000000505+0-$167+$3k+$3k
+027500000-0.935.7%5.455.15610.000.23no two-sided quote0.0000000268+0-$36k+$6k-$30k
+06620022-0.8827.1%5.454.15600.000.23no two-sided quote0.02100014,306+1-$13k+$305k+$292k
-335520022-0.8645.4%5.003.15590.000.04no two-sided quote0.0310110634+0-$91k+$89k-$1k
-2494500404-0.8217.1%2.602.19580.030.0890.9%0.08807042,558-11-$351k+$826k+$475k
-271,1831496041606-0.729.2%1.481.35570.010.21181.8%0.22621246032,790+556-$681k+$1.9m+$1.2m
-3916,923103268-0.5246.4%0.770.48560.240.72100.0%0.471952015632+106-$12.6m+$626k-$12.0m
-78519,14380252360-0.25120.0%0.360.09551.001.3630.5%0.7418990182,371-17-$13.7m+$1.7m-$12.0m
+01,80851001041105-0.13151.2%0.360.05541.692.0418.8%0.9227819016332+0-$685k+$112k-$573k
+1944300000-0.07163.6%0.100.01532.823.057.8%0.9760000966+0-$88k+$135k+$46k
+025310101-0.04150.0%0.070.01523.804.056.4%0.9864640064169-2-$30k+$15k-$15k
+2016800000-0.0385.7%0.050.02514.755.056.1%0.9834340034405-1-$13k+$24k+$11k
+01,2640036040400-0.02no two-sided quote0.040.00505.806.054.2%0.9819190019161+0-$67k+$7k-$60k
+030600000-0.02no two-sided quote0.040.00495.757.0520.3%0.990000037+0-$12k+$1k-$11k
+010600000-0.01no two-sided quote0.030.00486.759.9538.3%0.99000003+0-$2k+$44-$2k
+04953000103-0.00no two-sided quote0.030.00478.809.052.8%1.00000001+0-$4k+$6-$4k
+032700000-0.00no two-sided quote0.230.00468.3511.9535.5%1.000000012+0-$965+$24-$942
+02,36700000-0.00no two-sided quote0.050.004510.0011.8016.5%1.00000003+0-$2k+$2-$2k
+015,10100000-0.00no two-sided quote0.420.00449.9013.9534.0%1.00000000+0-$4k+$0-$4k
+03000000-0.00no two-sided quote0.220.004312.3513.458.5%1.00000003+0-$2+$0-$2
+08,61800000-0.00no two-sided quote0.220.004211.7515.9530.3%1.00303033+0-$112+$0-$112