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 2026-10-30 expiry: 42 calendar days from 2026-09-18 (43 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 58.5 (Δ 0.21), put 53 (Δ -0.19).

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% move65646362.56261.56160.56059.55958.55857.55756.55655.55554.55453.55352.55251.551504948474645put strike nearest 0.20 delta: 53call strike nearest 0.20 delta: 58.572807281.4k1.4k25%10%10%25%-$212k+$212kγ flip 57.56put wall 56book spot 55.88call wall 55strike 65 calls: OI 305 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.16, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.00 × 10.55, spread 27.5% of mid · Δ -0.94 net GEX +$9k per 1% (calls +$9k, puts +$0)strike 64 calls: OI 17 (+16) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.00 × 9.55, spread 30.8% of mid · Δ -0.93 net GEX +$663 per 1% (calls +$663, puts +$0)strike 63 calls: OI 1 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.02 × 0.07, spread 111.1% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.00 × 8.55, spread 35.1% of mid · Δ -0.92 net GEX +$61 per 1% (calls +$61, puts +$0)strike 62.5 calls: OI 1 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.00 × 0.30, spread no two-sided quote (zero bid) · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.50 × 8.05, spread 37.6% of mid · Δ -0.92 net GEX +$74 per 1% (calls +$74, puts +$0)strike 62 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · 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 4.25 × 8.30, spread 64.5% of mid · Δ -0.91 net GEX +$88 per 1% (calls +$88, puts +$0)strike 61.5 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.04 × 0.11, spread 93.3% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.30 × 7.80, spread 57.9% of mid · Δ -0.90 net GEX +$103 per 1% (calls +$103, puts +$0)strike 61 calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.24, spread no two-sided quote (zero bid) · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.40 × 7.30, spread 72.9% of mid · Δ -0.90 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 60.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.15, spread 175.0% of mid · Δ 0.07 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.15 × 6.80, spread 73.4% of mid · Δ -0.89 no GEX (no side has both gamma and open interest)strike 60 calls: OI 78 (+24) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.01 × 0.37, spread 189.5% of mid · Δ 0.09 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.10 × 4.50, spread 9.3% of mid · Δ -0.87 net GEX +$14k per 1% (calls +$14k, puts +$0)strike 59.5 calls: OI 106 (+104) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.00 × 0.36, spread no two-sided quote (zero bid) · Δ 0.13 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.65 × 4.05, spread 10.4% of mid · Δ -0.85 net GEX +$23k per 1% (calls +$23k, puts +$0)strike 59 calls: OI 74 (+5) · vol 8 (at ask 1, at bid 7, multi-leg 2) · NBBO 0.02 × 0.49, spread 184.3% of mid · Δ 0.17 puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.20 × 3.55, spread 10.4% of mid · Δ -0.83 net GEX +$18k per 1% (calls +$19k, puts -$1k)strike 58.5 calls: OI 728 (+358) · vol 1,390 (at ask 1,085, at bid 255) · NBBO 0.12 × 0.55, spread 128.4% of mid · Δ 0.21 puts: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.77 × 3.05, spread 9.6% of mid · Δ -0.80 net GEX +$212k per 1% (calls +$216k, puts -$4k)strike 58 calls: OI 132 (+104) · vol 12 (at ask 11, at bid 1) · NBBO 0.23 × 0.50, spread 74.0% of mid · Δ 0.26 puts: OI 3 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 2.37 × 2.69, spread 12.6% of mid · Δ -0.76 net GEX +$43k per 1% (calls +$44k, puts -$1k)strike 57.5 calls: OI 3 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.55 × 0.64, spread 15.1% of mid · Δ 0.31 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.88 × 2.22, spread 16.6% of mid · Δ -0.71 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 57 calls: OI 145 (+15) · vol 97 (at ask 96, at bid 1, sweep 10) · NBBO 0.57 × 1.02, spread 56.6% of mid · Δ 0.37 puts: OI 13 (+0) · vol 120 (at ask 120, at bid 0) · NBBO 1.53 × 1.94, spread 23.6% of mid · Δ -0.65 net GEX +$50k per 1% (calls +$55k, puts -$6k)strike 56.5 calls: OI 131 (+129) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.35 × 2.36, spread 148.3% of mid · Δ 0.44 puts: OI 32 (-1) · vol 2 (at ask 1, at bid 1) · NBBO 1.34 × 1.61, spread 18.3% of mid · Δ -0.57 net GEX +$37k per 1% (calls +$51k, puts -$14k)strike 56 calls: OI 51 (+51) · vol 57 (at ask 17, at bid 40) · NBBO 1.15 × 1.71, spread 39.2% of mid · Δ 0.50 puts: OI 224 (+199) · vol 33 (at ask 13, at bid 0, multi-leg 23) · NBBO 1.04 × 1.49, spread 35.6% of mid · Δ -0.50 net GEX -$73k per 1% (calls +$20k, puts -$93k)strike 55.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.21 × 2.06, spread 52.0% of mid · Δ 0.56 puts: OI 53 (+3) · vol 17 (at ask 6, at bid 11, sweep 10, multi-leg 3) · NBBO 0.77 × 1.05, spread 30.8% of mid · Δ -0.44 net GEX -$21k per 1% (calls +$0, puts -$21k)strike 55 calls: OI 21 (+21) · vol 21 (at ask 21, at bid 0) · NBBO 1.59 × 2.11, spread 28.1% of mid · Δ 0.62 puts: OI 54 (+10) · vol 3 (at ask 0, at bid 1, multi-leg 3) · NBBO 0.52 × 1.10, spread 71.6% of mid · Δ -0.37 net GEX -$13k per 1% (calls +$7k, puts -$21k)strike 54.5 calls: OI 105 (+105) · vol 0 (at ask 0, at bid 0) · NBBO 2.05 × 2.27, spread 10.2% of mid · Δ 0.67 puts: OI 58 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.36 × 0.94, spread 89.2% of mid · Δ -0.32 net GEX +$14k per 1% (calls +$35k, puts -$20k)strike 54 calls: OI 3 (+3) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 2.45 × 2.66, spread 8.2% of mid · Δ 0.72 puts: OI 10 (+9) · vol 5 (at ask 2, at bid 3, multi-leg 3) · NBBO 0.35 × 0.68, spread 64.1% of mid · Δ -0.27 net GEX -$2k per 1% (calls +$886, puts -$3k)strike 53.5 calls: OI 5 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 2.81 × 3.10, spread 9.8% of mid · Δ 0.76 puts: OI 8 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.71, spread 194.4% of mid · Δ -0.23 net GEX -$891 per 1% (calls +$1k, puts -$2k)strike 53 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.84 × 3.70, spread 26.3% of mid · Δ 0.79 puts: OI 20 (+9) · vol 3 (at ask 1, at bid 1, multi-leg 2) · NBBO 0.16 × 0.63, spread 119.0% of mid · Δ -0.19 net GEX -$5k per 1% (calls +$0, puts -$5k)strike 52.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.70 × 3.95, spread 6.5% of mid · Δ 0.82 puts: OI 11 (+10) · vol 2 (at ask 1, at bid 1) · NBBO 0.08 × 0.56, spread 150.0% of mid · Δ -0.16 net GEX -$2k per 1% (calls +$0, puts -$2k)strike 52 calls: OI 28 (+6) · vol 0 (at ask 0, at bid 0) · NBBO 4.05 × 4.40, spread 8.3% of mid · Δ 0.85 puts: OI 1 (+0) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 0.25 × 0.51, spread 68.4% of mid · Δ -0.14 net GEX +$5k per 1% (calls +$5k, puts -$179)strike 51.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.40 × 4.85, spread 9.7% of mid · Δ 0.87 puts: OI 3 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 0.20 × 0.45, spread 76.9% of mid · Δ -0.12 net GEX -$465 per 1% (calls +$0, puts -$465)strike 51 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.95 × 5.30, spread 6.8% of mid · Δ 0.89 puts: OI 20 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 0.43, spread no two-sided quote (zero bid) · Δ -0.10 net GEX -$3k per 1% (calls +$0, puts -$3k)strike 50 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.00 × 6.25, spread 4.1% of mid · Δ 0.91 puts: OI 15 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.38, spread no two-sided quote (zero bid) · Δ -0.08 net GEX -$2k per 1% (calls +$0, puts -$2k)strike 49 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.85 × 7.25, spread 5.7% of mid · Δ 0.92 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.09 × 0.15, spread 50.0% of mid · Δ -0.06 net GEX -$74 per 1% (calls +$0, puts -$74)strike 48 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.80 × 9.05, spread 28.4% of mid · Δ 0.93 puts: OI 2 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 0.01 × 0.13, spread 171.4% of mid · Δ -0.04 net GEX -$104 per 1% (calls +$0, puts -$104)strike 47 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.25 × 10.05, spread 32.4% of mid · Δ 0.94 puts: OI 2 (+1) · vol 3 (at ask 0, at bid 1, multi-leg 3) · NBBO 0.01 × 0.11, spread 166.7% of mid · Δ -0.03 net GEX -$78 per 1% (calls +$0, puts -$78)strike 46 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.60 × 11.85, spread 31.8% of mid · Δ 0.95 puts: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.10, spread 163.6% of mid · Δ -0.02 net GEX -$649 per 1% (calls +$0, puts -$649)strike 45 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.95 × 13.10, spread 37.6% of mid · Δ 0.96 puts: OI 17 (+16) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.09, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$423 per 1% (calls +$0, puts -$423)

2026-10-30 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 (+$304k 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
+0000000-0.9427.5%10.558.00650.000.16no two-sided quote0.0100000305+1+$0+$9k+$9k
+0000000-0.9330.8%9.557.00640.000.06no two-sided quote0.022200217+16+$0+$663+$663
+0000000-0.9235.1%8.556.00630.020.07111.1%0.03101011+0+$0+$61+$61
+0000000-0.9237.6%8.055.5062.50.000.30no two-sided quote0.04110011+0+$0+$74+$74
+0000000-0.9164.5%8.304.25620.020.09127.3%0.04000001+0+$0+$88+$88
+0000000-0.9057.9%7.804.3061.50.040.1193.3%0.05000001+0+$0+$103+$103
+0000000-0.9072.9%7.303.40610.000.24no two-sided quote0.060000010+0+$0+$1k+$1k
+0000000-0.8973.4%6.803.1560.50.010.15175.0%0.07000000+0———
+0000000-0.879.3%4.504.10600.010.37189.5%0.091010178+24+$0+$14k+$14k
+0000000-0.8510.4%4.053.6559.50.000.36no two-sided quote0.1311001106+104+$0+$23k+$23k
+0400000-0.8310.4%3.553.20590.020.49184.3%0.178170274+5-$1k+$19k+$18k
+01400000-0.809.6%3.052.7758.50.120.55128.4%0.211,3901,08525500728+358-$4k+$216k+$212k
+0310101-0.7612.6%2.692.37580.230.5074.0%0.261211100132+104-$1k+$44k+$43k
+0000000-0.7116.6%2.221.8857.50.550.6415.1%0.31110013+0+$0+$1k+$1k
+013000120120-0.6523.6%1.941.53570.571.0256.6%0.3797961100145+15-$6k+$55k+$50k
-13200112-0.5718.3%1.611.3456.50.352.36148.3%0.4411001131+129-$14k+$51k+$37k
+19922423001333-0.5035.6%1.491.04561.151.7139.2%0.505717400051+51-$93k+$20k-$73k
+35331011617-0.4430.8%1.050.7755.51.212.0652.0%0.56000000+0-$21k+$0-$21k
+105430103-0.3771.6%1.100.52551.592.1128.1%0.62212100021+21-$21k+$7k-$13k
+05800000-0.3289.2%0.940.3654.52.052.2710.2%0.6700000105+105-$20k+$35k+$14k
+91030325-0.2764.1%0.680.35542.452.668.2%0.72100013+3-$3k+$886-$2k
+2800000-0.23194.4%0.710.0153.52.813.109.8%0.76000005+5-$2k+$1k-$891
+92020113-0.19119.0%0.630.16532.843.7026.3%0.79000000+0-$5k+$0-$5k
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