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 2026-10-09 expiry: 21 calendar days from 2026-09-18 (22 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 57.5 (Δ 0.20), put 54 (Δ -0.20).

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% move656463.56362.56261.56160.56059.55958.55857.55756.55655.55554.55453.55352.55251504948474645put strike nearest 0.20 delta: 54call strike nearest 0.20 delta: 57.514k014k50050025%10%10%25%-$8.0m+$8.0mγ flip 57.56put wall 56book spot 55.88call wall 55strike 65 calls: OI 0 (+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 7.80 × 10.95, spread 33.6% of mid · Δ -0.98 no GEX (no side has both gamma and open interest)strike 64 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.14, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.80 × 10.30, spread 40.9% of mid · Δ -0.96 no GEX (no side has both gamma and open interest)strike 63.5 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.24, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.50 × 9.05, spread 32.8% of mid · Δ -0.95 net GEX +$17 per 1% (calls +$17, puts +$0)strike 63 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.85 × 9.30, spread 45.5% of mid · Δ -0.94 net GEX +$14 per 1% (calls +$14, puts +$0)strike 62.5 calls: OI 1 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.30 × 8.80, spread 49.6% of mid · Δ -0.93 net GEX -$388 per 1% (calls +$22, puts -$410)strike 62 calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.02, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.25 × 8.30, spread 64.5% of mid · Δ -0.91 net GEX +$306 per 1% (calls +$306, puts +$0)strike 61.5 calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.43, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.30 × 7.80, spread 57.9% of mid · Δ -0.91 net GEX -$2k per 1% (calls +$186, puts -$2k)strike 61 calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.03, spread 100.0% of mid · Δ 0.02 puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.20 × 7.10, spread 75.7% of mid · Δ -0.90 net GEX -$1k per 1% (calls +$742, puts -$2k)strike 60.5 calls: OI 13 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.01 × 0.04, spread 120.0% of mid · Δ 0.03 puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.45 × 6.80, spread 65.4% of mid · Δ -0.89 net GEX -$1k per 1% (calls +$1k, puts -$3k)strike 60 calls: OI 39 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.03 × 0.25, spread 157.1% of mid · Δ 0.04 puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.99 × 5.55, spread 60.0% of mid · Δ -0.88 net GEX +$2k per 1% (calls +$5k, puts -$2k)strike 59.5 calls: OI 49 (+3) · vol 27 (at ask 1, at bid 16, multi-leg 11) · NBBO 0.03 × 0.18, spread 142.9% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.53 × 5.25, spread 69.9% of mid · Δ -0.87 net GEX +$8k per 1% (calls +$8k, puts +$0)strike 59 calls: OI 136 (-114) · vol 3 (at ask 0, at bid 0, multi-leg 3) · NBBO 0.01 × 0.20, spread 181.0% of mid · Δ 0.09 puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.95 × 3.60, spread 19.8% of mid · Δ -0.85 net GEX +$28k per 1% (calls +$31k, puts -$3k)strike 58.5 calls: OI 194 (-2) · vol 9 (at ask 0, at bid 8, multi-leg 1) · NBBO 0.00 × 0.31, spread no two-sided quote (zero bid) · Δ 0.11 puts: OI 180 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 2.68 × 3.15, spread 16.1% of mid · Δ -0.83 net GEX +$2k per 1% (calls +$56k, puts -$55k)strike 58 calls: OI 199 (+1) · vol 9 (at ask 6, at bid 2, multi-leg 2) · NBBO 0.01 × 0.36, spread 189.2% of mid · Δ 0.15 puts: OI 66 (-2) · vol 50 (at ask 50, at bid 0) · NBBO 2.22 × 2.50, spread 11.9% of mid · Δ -0.81 net GEX +$50k per 1% (calls +$74k, puts -$24k)strike 57.5 calls: OI 1,155 (+431) · vol 7 (at ask 5, at bid 1, multi-leg 1) · NBBO 0.14 × 0.40, spread 96.3% of mid · Δ 0.20 puts: OI 34 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 1.59 × 2.05, spread 25.3% of mid · Δ -0.77 net GEX +$533k per 1% (calls +$548k, puts -$15k)strike 57 calls: OI 14,247 (+200) · vol 126 (at ask 125, at bid 1, multi-leg 1) · NBBO 0.29 × 0.56, spread 63.5% of mid · Δ 0.28 puts: OI 374 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 1.27 × 1.66, spread 26.6% of mid · Δ -0.70 net GEX +$8.0m per 1% (calls +$8.2m, puts -$203k)strike 56.5 calls: OI 41 (+2) · vol 123 (at ask 113, at bid 8, sweep 16, multi-leg 2) · NBBO 0.26 × 0.73, spread 94.9% of mid · Δ 0.38 puts: OI 89 (+9) · vol 8 (at ask 6, at bid 2, multi-leg 3) · NBBO 1.08 × 1.25, spread 14.6% of mid · Δ -0.61 net GEX -$26k per 1% (calls +$26k, puts -$52k)strike 56 calls: OI 532 (+130) · vol 20 (at ask 7, at bid 13, multi-leg 12) · NBBO 0.48 × 0.95, spread 65.7% of mid · Δ 0.49 puts: OI 314 (-21) · vol 25 (at ask 11, at bid 3, multi-leg 4) · NBBO 0.81 × 0.97, spread 18.0% of mid · Δ -0.51 net GEX +$153k per 1% (calls +$340k, puts -$188k)strike 55.5 calls: OI 96 (+39) · vol 500 (at ask 0, at bid 500) · NBBO 0.76 × 1.25, spread 48.8% of mid · Δ 0.58 puts: OI 121 (-1) · vol 1 (at ask 1, at bid 0) · NBBO 0.43 × 0.89, spread 69.7% of mid · Δ -0.42 net GEX -$14k per 1% (calls +$56k, puts -$70k)strike 55 calls: OI 90 (+59) · vol 220 (at ask 41, at bid 158, multi-leg 70) · NBBO 1.24 × 1.58, spread 24.1% of mid · Δ 0.67 puts: OI 2,328 (+1,816) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 0.26 × 0.72, spread 93.9% of mid · Δ -0.33 net GEX -$1.2m per 1% (calls +$48k, puts -$1.2m)strike 54.5 calls: OI 27 (+6) · vol 54 (at ask 27, at bid 27, multi-leg 54) · NBBO 1.60 × 1.79, spread 11.2% of mid · Δ 0.76 puts: OI 168 (+76) · vol 102 (at ask 99, at bid 2, multi-leg 3) · NBBO 0.13 × 0.59, spread 127.8% of mid · Δ -0.26 net GEX -$63k per 1% (calls +$13k, puts -$75k)strike 54 calls: OI 26 (+4) · vol 46 (at ask 23, at bid 23, multi-leg 46) · NBBO 1.79 × 2.40, spread 29.1% of mid · Δ 0.84 puts: OI 179 (+1) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 0.05 × 0.30, spread 142.9% of mid · Δ -0.20 net GEX -$56k per 1% (calls +$10k, puts -$66k)strike 53.5 calls: OI 13 (+7) · vol 100 (at ask 50, at bid 50, multi-leg 100) · NBBO 2.22 × 2.84, spread 24.5% of mid · Δ 0.88 puts: OI 41 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.00 × 0.22, spread no two-sided quote (zero bid) · Δ -0.15 net GEX -$9k per 1% (calls +$4k, puts -$12k)strike 53 calls: OI 18 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 2.90 × 3.10, spread 6.7% of mid · Δ 0.91 puts: OI 22 (+10) · vol 3 (at ask 2, at bid 1) · NBBO 0.01 × 0.37, spread 189.5% of mid · Δ -0.12 net GEX -$1k per 1% (calls +$4k, puts -$5k)strike 52.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.27 × 5.00, spread 75.1% of mid · Δ 0.93 puts: OI 135 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.34, spread no two-sided quote (zero bid) · Δ -0.09 net GEX -$26k per 1% (calls +$0, puts -$26k)strike 52 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.94 × 6.05, spread 102.9% of mid · Δ 0.96 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.52, spread no two-sided quote (zero bid) · Δ -0.07 net GEX -$154 per 1% (calls +$0, puts -$154)strike 51 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.93 × 7.00, spread 82.0% of mid · Δ 0.98 puts: OI 143 (+143) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.28, spread no two-sided quote (zero bid) · Δ -0.05 net GEX -$15k per 1% (calls +$0, puts -$15k)strike 50 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.95 × 8.00, spread 67.8% of mid · Δ 0.98 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.47, spread no two-sided quote (zero bid) · Δ -0.04 net GEX -$70 per 1% (calls +$0, puts -$70)strike 49 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.60 × 9.00, spread 46.6% of mid · Δ 0.98 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.45, spread no two-sided quote (zero bid) · Δ -0.03 no GEX (no side has both gamma and open interest)strike 48 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.20 × 9.95, spread 46.4% of mid · Δ 0.99 puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.17, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$224 per 1% (calls +$0, puts -$224)strike 47 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.90 × 11.00, spread 45.8% of mid · Δ 0.99 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.16, spread no two-sided quote (zero bid) · Δ -0.02 no GEX (no side has both gamma and open interest)strike 46 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.90 × 11.95, spread 40.8% of mid · Δ 0.99 puts: OI 3 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.04, spread 120.0% of mid · Δ -0.01 net GEX -$65 per 1% (calls +$0, puts -$65)strike 45 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.95 × 12.95, spread 36.5% of mid · Δ 0.99 puts: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.44, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$662 per 1% (calls +$0, puts -$662)

2026-10-09 expiry, 33 strikes within ±25% of book spot (the flip search band); 3 hidden (0 above, 3 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 (+$7.3m 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 · 33 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.9833.6%10.957.80650.002.13no two-sided quote0.00000000+0———
+0000000-0.9640.9%10.306.80640.002.14no two-sided quote0.00000000+0———
+0000000-0.9532.8%9.056.5063.50.000.24no two-sided quote0.00000002+0+$0+$17+$17
+0000000-0.9445.5%9.305.85630.000.04no two-sided quote0.00000001+0+$0+$14+$14
+0400000-0.9349.6%8.805.3062.50.000.04no two-sided quote0.01110011+0-$410+$22-$388
+0000000-0.9164.5%8.304.25620.000.02no two-sided quote0.01000009+0+$0+$306+$306
+01400000-0.9157.9%7.804.3061.50.000.43no two-sided quote0.01000004+0-$2k+$186-$2k
+01200000-0.9075.7%7.103.20610.010.03100.0%0.020000011+0-$2k+$742-$1k
+01500000-0.8965.4%6.803.4560.50.010.04120.0%0.031000113+0-$3k+$1k-$1k
+01300000-0.8860.0%5.552.99600.030.25157.1%0.040000039+0-$2k+$5k+$2k
+0000000-0.8769.9%5.252.5359.50.030.18142.9%0.062711601149+3+$0+$8k+$8k
+01000000-0.8519.8%3.602.95590.010.20181.0%0.0930003136-114-$3k+$31k+$28k
+718000000-0.8316.1%3.152.6858.50.000.31no two-sided quote0.1190801194-2-$55k+$56k+$2k
-2660005050-0.8111.9%2.502.22580.010.36189.2%0.1596202199+1-$24k+$74k+$50k
+73400000-0.7725.3%2.051.5957.50.140.4096.3%0.20751011,155+431-$15k+$548k+$533k
+037420112-0.7026.6%1.661.27570.290.5663.5%0.2812612510114,247+200-$203k+$8.2m+$8.0m
+98930268-0.6114.6%1.251.0856.50.260.7394.9%0.38123113816241+2-$52k+$26k-$26k
-213144031125-0.5118.0%0.970.81560.480.9565.7%0.4920713012532+130-$188k+$340k+$153k
-112100011-0.4269.7%0.890.4355.50.761.2548.8%0.5850005000096+39-$70k+$56k-$14k
+1,8162,32820123-0.3393.9%0.720.26551.241.5824.1%0.672204115807090+59-$1.2m+$48k-$1.2m
+7616830299102-0.26127.8%0.590.1354.51.601.7911.2%0.7654272705427+6-$75k+$13k-$63k
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