Tokenized stock peg quality by market session — week to 2026-07-26

Name: Tokenized stock peg quality by market session — week to 2026-07-26
Creator: ochinimus
Published: 2026-07-26
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-07-26 · sample n=21653

The typical tokenized stock holds within 52 bps of its underlying while the US market is open, widening to 170 bps during premarket.

Detail

premarket: typical symbol median 55 bps, 95th pct 170 bps (12 symbols, 3960 ticks)
overnight: typical symbol median 52 bps, 95th pct 110 bps (12 symbols, 5760 ticks)
weekend: typical symbol median 39 bps, 95th pct 86 bps (12 symbols, 4373 ticks)
afterhours: typical symbol median 32 bps, 95th pct 84 bps (12 symbols, 2880 ticks)
open: typical symbol median 26 bps, 95th pct 52 bps (12 symbols, 4680 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: NVDAx (474 bps during overnight); NVDAx (474 bps during afterhours); NVDAx (523 bps during open).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-07-26-tokenized-stock-peg-by-session.json

Method note: figures are computed from a live database at publication time and never revised afterwards. If a later measurement disagrees, both stay published.