Simplify Analytics
XLP

XLP

$82.80 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
13.8%
IV percentile
23.7%
own all (<3y) · n=241
IV rank
29.1%
own all (<1y) · n=241
range
10.8% – 21.1%
own all (<1y) · n=241
low 10.8%241 sessions, all (<1y) · today 13.8%high 21.1%

Term structure · constant maturity

33 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)1d5d7d14d30d60d90d180d365d20.8%13.6%
━ 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
14.7%
own all (<3y) 24.7% · n=241
slope, 30d − 90d
-0.9 pts
own all (<3y) 24.1% · n=241
variance risk premium, 30d
+2.6 pts
own all (<3y) 72.7% · n=236

Skew · risk reversal

25-delta
-0.6 pts
own all (<3y) 69.1% · n=34
10-delta
+1.6 pts
own all (<3y) 92.6% · n=34

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: 3 put and 4 call strikes within ±2.3%, IV 15% to 22%25%9%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 9 put and 9 call strikes within ±6.5%, IV 10% to 22%25%9%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 6 put and 11 call strikes within ±8.8%, IV 11% to 25%25%9%−8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 8 put and 6 call strikes within ±11%, IV 12% to 23%25%9%−11%book spot+11%
29d2026-10-16
2026-10-16: 7 put and 9 call strikes within ±12%, IV 12% to 19%25%9%−12%book spot+12%
36d2026-10-23
2026-10-23: 6 put and 7 call strikes within ±14%, IV 11% to 18%25%9%−14%book spot+14%
92d2026-12-18
2026-12-18: 10 put and 9 call strikes within ±22%, IV 14% to 19%25%9%−22%book spot+22%
120d2027-01-15
2027-01-15: 12 put and 6 call strikes within ±25%, IV 12% to 24%25%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%–25%), 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)11.3% c 83.5—
2026-10-30 Friweekly422026-10-0214dno earnings (ETF)12.9% c 83.5—
2026-11-20 Fri632026-10-2335dno earnings (ETF)17.1% p 83—

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 XLP 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
-$135.9m per 1%
own all (<3y) 0.8% · n=64
gamma flip
$85.23
flip within ±25% of book spot
flip distance
+2.01 ATR
own all (<3y) 45.8% · n=60
0DTE share of volume
not listed daily

book spot $83.49 (unadjusted close, 2026-09-17) · call wall $85.00 (+1.81% from book spot) · put wall $84.00 (+0.61% from book spot) · max pain $85.00 (+1.81% 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 $83.49 × (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. XLP headlines $82.80, its newest unadjusted close, on 2026-09-18; the book was taken at $83.49 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 2026-12-18 expiry: 91 calendar days from 2026-09-18 (92 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 89 (Δ 0.22), put 78 (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% move1009796959493929190898887868584838281807978777675747372717069686765put strike nearest 0.20 delta: 78call strike nearest 0.20 delta: 89118k0118k232325%10%10%25%-$31.6m+$31.6mγ flip 85.23call wall 85put wall 84book spot 83.49strike 100 calls: OI 128 (-10) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.55 × 19.50, spread 29.1% of mid · Δ -0.97 net GEX +$9k per 1% (calls +$9k, puts +$0)strike 97 calls: OI 327 (+0) · vol 3 (at ask 0, at bid 0, multi-leg 3) · NBBO 0.00 × 0.53, spread no two-sided quote (zero bid) · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.55 × 16.50, spread 35.3% of mid · Δ -0.95 net GEX +$34k per 1% (calls +$34k, puts +$0)strike 96 calls: OI 76 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 0.05 × 4.95, spread 196.0% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.50 × 15.45, spread 38.2% of mid · Δ -0.94 net GEX +$9k per 1% (calls +$9k, puts +$0)strike 95 calls: OI 2,842 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.50, spread no two-sided quote (zero bid) · Δ 0.07 puts: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.50 × 14.45, spread 41.3% of mid · Δ -0.93 net GEX +$368k per 1% (calls +$373k, puts -$5k)strike 94 calls: OI 80 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.08 puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.50 × 13.45, spread 45.1% of mid · Δ -0.92 net GEX +$12k per 1% (calls +$12k, puts -$300)strike 93 calls: OI 311 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.09 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.55 × 12.50, spread 49.4% of mid · Δ -0.91 net GEX +$54k per 1% (calls +$55k, puts -$518)strike 92 calls: OI 259 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.06 × 0.46, spread 153.8% of mid · Δ 0.12 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.75 × 11.50, spread 52.1% of mid · Δ -0.90 net GEX +$54k per 1% (calls +$54k, puts +$0)strike 91 calls: OI 1,172 (+41) · vol 4 (at ask 0, at bid 1, multi-leg 4) · NBBO 0.20 × 4.95, spread 184.5% of mid · Δ 0.14 puts: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.50 × 10.40, spread 61.6% of mid · Δ -0.88 net GEX +$278k per 1% (calls +$282k, puts -$5k)strike 90 calls: OI 3,139 (-40) · vol 23 (at ask 4, at bid 19, multi-leg 13) · NBBO 0.37 × 4.45, spread 169.3% of mid · Δ 0.17 puts: OI 106 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.50 × 7.30, spread 47.5% of mid · Δ -0.83 net GEX +$847k per 1% (calls +$876k, puts -$30k)strike 89 calls: OI 1,476 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.22 puts: OI 101 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.80 × 6.50, spread 52.4% of mid · Δ -0.79 net GEX +$434k per 1% (calls +$466k, puts -$32k)strike 88 calls: OI 2,482 (+2) · vol 2 (at ask 0, at bid 2) · NBBO 0.78 × 1.75, spread 76.7% of mid · Δ 0.26 puts: OI 327 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.05 × 7.95, spread 89.1% of mid · Δ -0.74 net GEX +$751k per 1% (calls +$867k, puts -$116k)strike 87 calls: OI 1,390 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 3.00, spread no two-sided quote (zero bid) · Δ 0.31 puts: OI 163 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.10 × 7.00, spread 107.7% of mid · Δ -0.70 net GEX +$463k per 1% (calls +$527k, puts -$64k)strike 86 calls: OI 2,430 (-1) · vol 11 (at ask 11, at bid 0, multi-leg 10) · NBBO 1.51 × 2.19, spread 36.8% of mid · Δ 0.37 puts: OI 2,770 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.51 × 6.45, spread 124.1% of mid · Δ -0.65 net GEX -$213k per 1% (calls +$977k, puts -$1.2m)strike 85 calls: OI 3,908 (+1,281) · vol 17 (at ask 8, at bid 8, multi-leg 16) · NBBO 1.75 × 2.53, spread 36.4% of mid · Δ 0.43 puts: OI 4,426 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.70 × 5.10, spread 151.7% of mid · Δ -0.59 net GEX -$438k per 1% (calls +$1.6m, puts -$2.0m)strike 84 calls: OI 646 (-25) · vol 4 (at ask 0, at bid 4) · NBBO 1.67 × 3.60, spread 73.2% of mid · Δ 0.49 puts: OI 863 (+1) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 0.10 × 5.00, spread 192.2% of mid · Δ -0.52 net GEX -$150k per 1% (calls +$252k, puts -$403k)strike 83 calls: OI 174 (+1) · vol 5 (at ask 5, at bid 0) · NBBO 2.87 × 3.55, spread 21.2% of mid · Δ 0.54 puts: OI 3,266 (+1,510) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 4.95, spread 196.0% of mid · Δ -0.45 net GEX -$1.4m per 1% (calls +$65k, puts -$1.5m)strike 82 calls: OI 49 (+0) · vol 7 (at ask 2, at bid 5, multi-leg 7) · NBBO 1.55 × 4.80, spread 102.4% of mid · Δ 0.60 puts: OI 641 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 1.42 × 2.05, spread 36.3% of mid · Δ -0.39 net GEX -$261k per 1% (calls +$18k, puts -$279k)strike 81 calls: OI 80 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.00 × 6.70, spread 108.0% of mid · Δ 0.65 puts: OI 1,105 (-3) · vol 8 (at ask 3, at bid 5, multi-leg 8) · NBBO 0.00 × 1.59, spread no two-sided quote (zero bid) · Δ -0.33 net GEX -$418k per 1% (calls +$28k, puts -$446k)strike 80 calls: OI 492 (+4) · vol 17 (at ask 9, at bid 8, multi-leg 16) · NBBO 4.80 × 6.05, spread 23.0% of mid · Δ 0.70 puts: OI 4,375 (+22) · vol 11 (at ask 7, at bid 3, multi-leg 9) · NBBO 0.99 × 4.95, spread 133.3% of mid · Δ -0.27 net GEX -$1.4m per 1% (calls +$162k, puts -$1.6m)strike 79 calls: OI 30 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 4.20 × 6.90, spread 48.6% of mid · Δ 0.75 puts: OI 330 (+0) · vol 5 (at ask 5, at bid 0, multi-leg 5) · NBBO 0.40 × 4.95, spread 170.1% of mid · Δ -0.22 net GEX -$99k per 1% (calls +$9k, puts -$108k)strike 78 calls: OI 32 (+0) · vol 5 (at ask 3, at bid 2, multi-leg 5) · NBBO 6.05 × 9.00, spread 39.2% of mid · Δ 0.78 puts: OI 112,671 (-5,008) · vol 12 (at ask 0, at bid 12, multi-leg 10) · NBBO 0.45 × 1.17, spread 88.9% of mid · Δ -0.19 net GEX -$31.6m per 1% (calls +$8k, puts -$31.6m)strike 77 calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.50 × 10.00, spread 58.1% of mid · Δ 0.81 puts: OI 8,743 (-12) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 0.00 × 1.22, spread no two-sided quote (zero bid) · Δ -0.15 net GEX -$2.1m per 1% (calls +$3k, puts -$2.1m)strike 76 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.00 × 10.90, spread 58.0% of mid · Δ 0.84 puts: OI 186 (-2) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.13 net GEX -$37k per 1% (calls +$204, puts -$38k)strike 75 calls: OI 189 (+0) · vol 13 (at ask 13, at bid 0) · NBBO 7.70 × 11.40, spread 38.7% of mid · Δ 0.86 puts: OI 2,220 (+0) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 0.20 × 0.70, spread 111.1% of mid · Δ -0.10 net GEX -$343k per 1% (calls +$34k, puts -$377k)strike 74 calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.50 × 11.45, spread 41.7% of mid · Δ 0.87 puts: OI 760 (+1) · vol 5 (at ask 5, at bid 0, multi-leg 5) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.08 net GEX -$107k per 1% (calls +$2k, puts -$109k)strike 73 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.55 × 13.50, spread 44.9% of mid · Δ 0.89 puts: OI 286 (+0) · vol 10 (at ask 0, at bid 10) · NBBO 0.03 × 4.95, spread 197.6% of mid · Δ -0.07 net GEX -$35k per 1% (calls +$0, puts -$35k)strike 72 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.55 × 14.45, spread 40.8% of mid · Δ 0.90 puts: OI 77 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.06 net GEX -$8k per 1% (calls +$0, puts -$8k)strike 71 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.75 × 15.50, spread 36.2% of mid · Δ 0.91 puts: OI 56 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 0.55, spread 166.7% of mid · Δ -0.05 net GEX -$5k per 1% (calls +$106, puts -$5k)strike 70 calls: OI 339 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.50 × 16.45, spread 35.4% of mid · Δ 0.93 puts: OI 177 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.04 net GEX +$19k per 1% (calls +$31k, puts -$12k)strike 69 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.70 × 17.50, spread 31.8% of mid · Δ 0.94 puts: OI 50 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.03 net GEX -$3k per 1% (calls +$0, puts -$3k)strike 68 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.55 × 18.50, spread 30.9% of mid · Δ 0.95 puts: OI 1,512 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.05, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$64k per 1% (calls +$0, puts -$64k)strike 67 calls: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.50 × 19.45, spread 29.2% of mid · Δ 0.96 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.02 net GEX +$1k per 1% (calls +$1k, puts -$95)strike 65 calls: OI 53 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.50 × 21.45, spread 26.1% of mid · Δ 0.98 puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.71, spread no two-sided quote (zero bid) · Δ -0.01 net GEX +$2k per 1% (calls +$2k, puts -$360)

2026-12-18 expiry, 33 strikes within ±25% of book spot (the flip search band); 10 hidden (6 above, 4 below), 9 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$35.4m 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 $85.00 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
+0000000-0.9729.1%19.5014.551000.004.80no two-sided quote0.0420002128-10+$0+$9k+$9k
+0000000-0.9535.3%16.5011.55970.000.53no two-sided quote0.0630003327+0+$0+$34k+$34k
+0000000-0.9438.2%15.4510.50960.054.95196.0%0.062000276+0+$0+$9k+$9k
+04000000-0.9341.3%14.459.50950.000.50no two-sided quote0.07000002,842+0-$5k+$373k+$368k
+0200000-0.9245.1%13.458.50940.004.80no two-sided quote0.080000080+0-$300+$12k+$12k
+0300000-0.9149.4%12.507.55930.004.80no two-sided quote0.0900000311+0-$518+$55k+$54k
+0000000-0.9052.1%11.506.75920.060.46153.8%0.1200000259-1+$0+$54k+$54k
+02100000-0.8861.6%10.405.50910.204.95184.5%0.14401041,172+41-$5k+$282k+$278k
+010600000-0.8347.5%7.304.50900.374.45169.3%0.17234190133,139-40-$30k+$876k+$847k
+010100000-0.7952.4%6.503.80890.004.80no two-sided quote0.22000001,476+0-$32k+$466k+$434k
+032700000-0.7489.1%7.953.05880.781.7576.7%0.26202002,482+2-$116k+$867k+$751k
+016300000-0.70107.7%7.002.10870.003.00no two-sided quote0.31000001,390+0-$64k+$527k+$463k
+02,77000000-0.65124.1%6.451.51861.512.1936.8%0.37111100102,430-1-$1.2m+$977k-$213k
+04,42600000-0.59151.7%5.100.70851.752.5336.4%0.4317880163,908+1,281-$2.0m+$1.6m-$438k
+186310001010-0.52192.2%5.000.10841.673.6073.2%0.4940400646-25-$403k+$252k-$150k
+1,5103,26600000-0.45196.0%4.950.05832.873.5521.2%0.5455000174+1-$1.5m+$65k-$1.4m
+064100011-0.3936.3%2.051.42821.554.80102.4%0.607250749+0-$279k+$18k-$261k
-31,10580538-0.33no two-sided quote1.590.00812.006.70108.0%0.650000080+0-$446k+$28k-$418k
+224,375903711-0.27133.3%4.950.99804.806.0523.0%0.701798016492+4-$1.6m+$162k-$1.4m
+033050055-0.22170.1%4.950.40794.206.9048.6%0.752020030+0-$108k+$9k-$99k
-5,008112,67110012012-0.1988.9%1.170.45786.059.0039.2%0.785320532+0-$31.6m+$8k-$31.6m
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