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 2026-10-23 expiry: 35 calendar days from 2026-09-18 (36 from the book date), inside 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 58 (Δ 0.22), put 53.5 (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% move656463.56362.56261.56160.56059.55958.55857.55756.55655.55554.55453.55352.55251.551504948474645put strike nearest 0.20 delta: 53.5call strike nearest 0.20 delta: 58545054536136125%10%10%25%-$260k+$260kγ flip 57.56put wall 56book spot 55.88call wall 55strike 65 calls: OI 15 (+15) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.39, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.50 × 11.30, spread 40.4% of mid · Δ -0.98 net GEX +$40 per 1% (calls +$40, puts +$0)strike 64 calls: OI 1 (+1) · 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 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.25 × 10.30, spread 48.9% of mid · Δ -0.97 net GEX +$7 per 1% (calls +$7, puts +$0)strike 63.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.44, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.75 × 9.80, spread 52.1% of mid · Δ -0.96 no GEX (no side has both gamma and open interest)strike 63 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.44, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.35 × 9.30, spread 53.9% of mid · Δ -0.95 net GEX +$19 per 1% (calls +$19, puts +$0)strike 62.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.45, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.30 × 8.80, spread 49.6% of mid · Δ -0.94 no GEX (no side has both gamma and open interest)strike 62 calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.29, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.00 × 8.30, spread 49.6% of mid · Δ -0.92 net GEX +$280 per 1% (calls +$507, puts -$228)strike 61.5 calls: OI 2 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.00 × 0.07, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.75 × 7.80, spread 70.1% of mid · Δ -0.91 net GEX +$122 per 1% (calls +$122, puts +$0)strike 61 calls: OI 264 (+221) · vol 3 (at ask 1, at bid 0, multi-leg 3) · NBBO 0.00 × 0.09, spread no two-sided quote (zero bid) · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.15 × 6.40, spread 42.7% of mid · Δ -0.90 net GEX +$21k per 1% (calls +$21k, puts +$0)strike 60.5 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.29, spread 186.7% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.80 × 6.80, spread 83.3% of mid · Δ -0.89 net GEX +$644 per 1% (calls +$644, puts +$0)strike 60 calls: OI 24 (-2) · vol 5 (at ask 0, at bid 5) · NBBO 0.01 × 0.30, spread 187.1% of mid · Δ 0.09 puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.15 × 6.30, spread 41.1% of mid · Δ -0.88 net GEX +$2k per 1% (calls +$4k, puts -$2k)strike 59.5 calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 0.35, spread 150.0% of mid · Δ 0.11 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.53 × 5.80, spread 78.5% of mid · Δ -0.87 net GEX +$3k per 1% (calls +$3k, puts -$219)strike 59 calls: OI 115 (+2) · vol 3 (at ask 3, at bid 0) · NBBO 0.08 × 0.40, spread 133.3% of mid · Δ 0.14 puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.43 × 4.65, spread 62.7% of mid · Δ -0.84 net GEX +$26k per 1% (calls +$29k, puts -$3k)strike 58.5 calls: OI 426 (+0) · vol 361 (at ask 360, at bid 1, multi-leg 1) · NBBO 0.03 × 0.47, spread 176.0% of mid · Δ 0.18 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.73 × 3.05, spread 11.1% of mid · Δ -0.81 net GEX +$129k per 1% (calls +$129k, puts +$0)strike 58 calls: OI 176 (+0) · vol 4 (at ask 0, at bid 3, multi-leg 3) · NBBO 0.13 × 0.56, spread 124.6% of mid · Δ 0.22 puts: OI 140 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 2.31 × 2.61, spread 12.2% of mid · Δ -0.77 net GEX +$13k per 1% (calls +$62k, puts -$49k)strike 57.5 calls: OI 141 (+22) · vol 13 (at ask 9, at bid 4, multi-leg 1) · NBBO 0.28 × 0.68, spread 83.3% of mid · Δ 0.28 puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.82 × 2.21, spread 19.4% of mid · Δ -0.72 net GEX +$52k per 1% (calls +$57k, puts -$4k)strike 57 calls: OI 217 (-4) · vol 111 (at ask 12, at bid 99, multi-leg 4) · NBBO 0.37 × 0.84, spread 77.7% of mid · Δ 0.35 puts: OI 42 (-6) · vol 13 (at ask 6, at bid 7, multi-leg 12) · NBBO 1.46 × 1.78, spread 19.8% of mid · Δ -0.65 net GEX +$74k per 1% (calls +$93k, puts -$19k)strike 56.5 calls: OI 110 (+16) · vol 103 (at ask 3, at bid 100) · NBBO 0.56 × 1.04, spread 60.0% of mid · Δ 0.42 puts: OI 54 (+0) · vol 62 (at ask 33, at bid 29, sweep 1) · NBBO 1.27 × 1.49, spread 15.9% of mid · Δ -0.58 net GEX +$24k per 1% (calls +$49k, puts -$26k)strike 56 calls: OI 31 (+27) · vol 12 (at ask 7, at bid 5, sweep 4) · NBBO 0.80 × 1.28, spread 46.2% of mid · Δ 0.49 puts: OI 545 (+451) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 0.86 × 1.20, spread 33.0% of mid · Δ -0.51 net GEX -$260k per 1% (calls +$14k, puts -$275k)strike 55.5 calls: OI 31 (+0) · vol 23 (at ask 23, at bid 0) · NBBO 1.08 × 1.60, spread 38.8% of mid · Δ 0.57 puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.67 × 1.13, spread 51.1% of mid · Δ -0.43 net GEX +$6k per 1% (calls +$13k, puts -$7k)strike 55 calls: OI 5 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 1.39 × 1.93, spread 32.5% of mid · Δ 0.63 puts: OI 241 (+36) · vol 135 (at ask 126, at bid 6) · NBBO 0.58 × 0.80, spread 31.9% of mid · Δ -0.36 net GEX -$99k per 1% (calls +$2k, puts -$101k)strike 54.5 calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.75 × 2.30, spread 27.2% of mid · Δ 0.69 puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.34 × 0.79, spread 79.6% of mid · Δ -0.30 net GEX -$2k per 1% (calls +$2k, puts -$4k)strike 54 calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.27 × 2.69, spread 16.9% of mid · Δ 0.73 puts: OI 230 (+159) · vol 1 (at ask 0, at bid 0) · NBBO 0.23 × 0.50, spread 74.0% of mid · Δ -0.25 net GEX -$74k per 1% (calls +$3k, puts -$77k)strike 53.5 calls: OI 25 (+25) · vol 0 (at ask 0, at bid 0) · NBBO 2.67 × 3.15, spread 16.5% of mid · Δ 0.76 puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.14 × 0.59, spread 123.3% of mid · Δ -0.20 net GEX +$6k per 1% (calls +$7k, puts -$579)strike 53 calls: OI 9 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 2.95 × 3.85, spread 26.5% of mid · Δ 0.79 puts: OI 17 (+1) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 0.15 × 0.52, spread 110.4% of mid · Δ -0.17 net GEX -$2k per 1% (calls +$2k, puts -$4k)strike 52.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.50 × 4.55, spread 26.1% of mid · Δ 0.82 puts: OI 4 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.47, spread 183.7% of mid · Δ -0.14 net GEX -$831 per 1% (calls +$0, puts -$831)strike 52 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.94 × 5.35, spread 58.1% of mid · Δ 0.85 puts: OI 21 (+2) · vol 10 (at ask 0, at bid 10, multi-leg 10) · NBBO 0.00 × 0.42, spread no two-sided quote (zero bid) · Δ -0.11 net GEX -$3k per 1% (calls +$180, puts -$4k)strike 51.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.65 × 5.55, spread 41.3% of mid · Δ 0.88 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.39, spread no two-sided quote (zero bid) · Δ -0.10 net GEX -$147 per 1% (calls +$0, puts -$147)strike 51 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.45 × 7.15, spread 69.8% of mid · Δ 0.90 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.63, spread no two-sided quote (zero bid) · Δ -0.08 net GEX -$125 per 1% (calls +$0, puts -$125)strike 50 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.65 × 7.40, spread 45.6% of mid · Δ 0.95 puts: OI 23 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 2.24, spread 191.3% of mid · Δ -0.06 net GEX -$2k per 1% (calls +$172, puts -$2k)strike 49 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.80 × 8.30, spread 35.5% of mid · Δ 0.96 puts: OI 1 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.00 × 0.31, spread no two-sided quote (zero bid) · Δ -0.04 net GEX -$63 per 1% (calls +$0, puts -$63)strike 48 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.00 × 9.55, spread 45.7% of mid · Δ 0.97 puts: OI 1 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.01 × 0.09, spread 160.0% of mid · Δ -0.03 net GEX -$48 per 1% (calls +$0, puts -$48)strike 47 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.00 × 9.90, spread 21.2% of mid · Δ 0.97 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.04 × 0.27, spread 148.4% of mid · Δ -0.03 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 8.25 × 12.05, spread 37.4% of mid · Δ 0.98 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.46, spread no two-sided quote (zero bid) · Δ -0.02 no GEX (no side has both gamma and open interest)strike 45 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.85 × 13.05, spread 38.4% of mid · Δ 0.98 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.41, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$25 per 1% (calls +$0, puts -$25)

2026-10-23 expiry, 34 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 (-$84k 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 · 34 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.9840.4%11.307.50650.000.39no two-sided quote0.000000015+15+$0+$40+$40
+0000000-0.9748.9%10.306.25640.000.23no two-sided quote0.00000001+1+$0+$7+$7
+0000000-0.9652.1%9.805.7563.50.000.44no two-sided quote0.00000000+0———
+0000000-0.9553.9%9.305.35630.000.44no two-sided quote0.01000001+0+$0+$19+$19
+0000000-0.9449.6%8.805.3062.50.000.45no two-sided quote0.01000000+0———
+0200000-0.9249.6%8.305.00620.000.29no two-sided quote0.010000012+0-$228+$507+$280
+0000000-0.9170.1%7.803.7561.50.000.07no two-sided quote0.02101012+0+$0+$122+$122
+0000000-0.9042.7%6.404.15610.000.09no two-sided quote0.0331003264+221+$0+$21k+$21k
+0000000-0.8983.3%6.802.8060.50.010.29186.7%0.06000005+0+$0+$644+$644
+01100000-0.8841.1%6.304.15600.010.30187.1%0.095050024-2-$2k+$4k+$2k
+0100000-0.8778.5%5.802.5359.50.050.35150.0%0.110000015+0-$219+$3k+$3k
+01200000-0.8462.7%4.652.43590.080.40133.3%0.1433000115+2-$3k+$29k+$26k
+0000000-0.8111.1%3.052.7358.50.030.47176.0%0.18361360101426+0+$0+$129k+$129k
+114000000-0.7712.2%2.612.31580.130.56124.6%0.2240303176+0-$49k+$62k+$13k
+01000000-0.7219.4%2.211.8257.50.280.6883.3%0.28139401141+22-$4k+$57k+$52k
-6421207613-0.6519.8%1.781.46570.370.8477.7%0.35111129904217-4-$19k+$93k+$74k
+05401293362-0.5815.9%1.491.2756.50.561.0460.0%0.42103310000110+16-$26k+$49k+$24k
+45154510001010-0.5133.0%1.200.86560.801.2846.2%0.4912754031+27-$275k+$14k-$260k
+01500000-0.4351.1%1.130.6755.51.081.6038.8%0.57232300031+0-$7k+$13k+$6k
+36241006126135-0.3631.9%0.800.58551.391.9332.5%0.63110015+0-$101k+$2k-$99k
+01100000-0.3079.6%0.790.3454.51.752.3027.2%0.69000006+0-$4k+$2k-$2k
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