SPY Pair Trading

Reference data
Symbol Price Change Date Time Remark
^GSPC 2578.85 -0.26% 2017-11-17 16:52 S&P 500 Index
SPY 257.86 -0.29% 2017-11-17 16:00 Yahoo Data (possible 15 min delay)
SPY 257.86 -0.29% 2017-11-17 16:00 SPDR S&P 500 ETF
SPY 257.64 -0.38% 2017-11-17 20:00 Post-Market Trading
^SPY-IV 257.9 -0.23% 2017-11-17 16:29 Net Value
SH 31.37 0.29% 2017-11-17 16:00 ProShares Short S&P 500
SH 31.4 0.38% 2017-11-17 20:00 Post-Market Trading
SDS 44.37 0.54% 2017-11-17 16:00 UltraShort S&P500 ProShares
SDS 44.48 0.79% 2017-11-17 20:00 Post-Market Trading
SPXU 12.78 0.71% 2017-11-17 16:00 ProShares UltraPro Short S&P500
SPXU 12.84 1.18% 2017-11-17 20:00 Post-Market Trading

Days of ^GSPC trading range covered the SMA in past 100 trading days starting from 2017-11-17. SPY current trading price 257.86 comparing with Est. History
SMA Est Premium Days SPY Est Premium
5 Days 2577 0.07% 45 257.72 0.06%
10 Days 2582.75 -0.15% 35 258.29 -0.17%
20 Days 2578.88 -0% 13 257.91 -0.02%
Boll Up 2601.99 -0.89% 12 260.22 -0.91%
Boll Down 2555.77 0.9% 6 255.6 0.89%
5 Weeks 2582.52 -0.14% 258.27 -0.16%
10 Weeks 2558.82 0.78% 255.9 0.77%
20 Weeks 2508.33 2.81% 250.85 2.79%
5 Months 2509.14 2.78% 250.93 2.76%
10 Months 2442.48 5.58% 244.27 5.57%
20 Months 2294.68 12.38% 229.48 12.37%

Days of ^GSPC trading range covered the SMA in past 100 trading days starting from 2017-11-17. SH current trading price 31.37 comparing with Est. History
SMA Est Premium Days SH Est Premium
5 Days 2577 0.07% 45 31.39 -0.06%
10 Days 2582.75 -0.15% 35 31.32 0.16%
20 Days 2578.88 -0% 13 31.37 0.01%
Boll Up 2601.99 -0.89% 12 31.09 0.91%
Boll Down 2555.77 0.9% 6 31.65 -0.87%
5 Weeks 2582.52 -0.14% 31.32 0.15%
10 Weeks 2558.82 0.78% 31.61 -0.76%
20 Weeks 2508.33 2.81% 32.22 -2.64%
5 Months 2509.14 2.78% 32.21 -2.61%
10 Months 2442.48 5.58% 33.02 -4.99%
20 Months 2294.68 12.38% 34.8 -9.87%

Days of ^GSPC trading range covered the SMA in past 100 trading days starting from 2017-11-17. SDS current trading price 44.37 comparing with Est. History
SMA Est Premium Days SDS Est Premium
5 Days 2577 0.07% 45 44.44 -0.15%
10 Days 2582.75 -0.15% 35 44.24 0.29%
20 Days 2578.88 -0% 13 44.37 -0.01%
Boll Up 2601.99 -0.89% 12 43.58 1.8%
Boll Down 2555.77 0.9% 6 45.16 -1.75%
5 Weeks 2582.52 -0.14% 44.25 0.27%
10 Weeks 2558.82 0.78% 45.06 -1.53%
20 Weeks 2508.33 2.81% 46.78 -5.15%
5 Months 2509.14 2.78% 46.75 -5.1%
10 Months 2442.48 5.58% 49.03 -9.5%
20 Months 2294.68 12.38% 54.07 -17.94%

Days of ^GSPC trading range covered the SMA in past 100 trading days starting from 2017-11-17. SPXU current trading price 12.78 comparing with Est. History
SMA Est Premium Days SPXU Est Premium
5 Days 2577 0.07% 45 12.82 -0.33%
10 Days 2582.75 -0.15% 35 12.74 0.33%
20 Days 2578.88 -0% 13 12.8 -0.12%
Boll Up 2601.99 -0.89% 12 12.45 2.61%
Boll Down 2555.77 0.9% 6 13.14 -2.7%
5 Weeks 2582.52 -0.14% 12.74 0.3%
10 Weeks 2558.82 0.78% 13.09 -2.37%
20 Weeks 2508.33 2.81% 13.83 -7.62%
5 Months 2509.14 2.78% 13.82 -7.54%
10 Months 2442.48 5.58% 14.8 -13.67%
20 Months 2294.68 12.38% 16.98 -24.73%

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