Tapeab
SPX 7,431.46 ▲0.5%VIX 17.7 ▼1.8XLB +1.9% ▲ DAY LEADERSPX CALL WALL 7525 · PUT WALL 7350BREADTH 62% > 200DNH−NL +35PANW STRADDLE ±138.8%BDX STRADDLE ±36.2%DVN STRADDLE ±31.9%REGIME RISK-ONXLB +3.1% ▲ WEEK LEADERDEALERS SHORT GAMMADARK POOL SVR (MKT) 46%PULLBACK SCREEN 90 CANDIDATESKNIFE SCREEN 53 WATCHING
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File: ACLIPPED · 2026-06-12

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Mkt cap $39B
Sector benchmark XLV
129.84
+0.2%
±3.7%into Jun 18124.80134.30±3.7%monthly124.80134.30Pullback · Knife · WatchingMomentum · DP short-vol · 62% ▴ above 20d
Price · 6 months · daily
6m high148.18
6m low109.99
Vol vs 20d avg0.5× · quiet
Off 52-wk high-17.1%

Dark pool FINRA · T+1

SVR 50%SHORT-VOL RATIO · 40 SESSIONS
Short-vol ratio62% · above 20d
Off-exchange share40%
vs own 1-yr (z)0.2

Sector RS vs XLV

+13.2%vs XLV · 63 sessions
A vs XLV · 3m+13.2%
A vs XLV · 6m−10.9%
ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall130.00
Zero-gamma127.50
Put wall130.00
Spot vs zero-γ1.8% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-06-18 · heuristics · full profile →
Auto-note //Holding above zero-gamma (127.50) — dealer hedging dampens moves above it. The 130.00 call wall is the nearest-expiry ceiling heuristic; 130.00 is the floor. Options price ±3.7% into Jun 18. Dark-pool short volume at 62% and above vs its 20-day. The falling-knife screen has it watching after a 28% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.