HOW MUCH ROOM THE DAY USED

SPY · Friday 11 September The board opened priced for more room than usual. Price used less of that room than boards priced this way usually do.
THE BOARDS AT THE OPEN

09:31 ET · FRI 11 SEP

Read just after the opening bell. Board states change through the session. This is where the day started, not where it is now.

SPY · AMPLIFIED

A typical hour on a board like this has run 2.30 strikes.

Measured on 12 months of SPY sessions.

QQQ · COMPRESSED

A typical hour on a board like this has run 1.65 strikes.

Measured on 12 months of QQQ sessions.

SPX · COMPRESSED

A typical hour on a board like this has run 2.53 strikes.

Measured on 12 months of SPX sessions.

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