AEE

Ameren

Sector benchmark XLU

103.97

−0.9%

±2.0%into Sep 18102.82–106.98±2.0%monthly102.82–106.98Pullback · —Knife · —Momentum · —DP short-vol · 42% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high118.32

6m low103.97

Vol vs 20d avg1.8× · heavy

Off 52-wk high-12.1%

Dark pool FINRA · T+1

Short-vol ratio42% · easing

Off-exchange share31%

vs own 1-yr (z)-0.6

full dark-pool history →

Sector RS vs XLU

+0.9%vs XLU · 63 sessions

AEE vs XLU · 3m+0.9%

AEE vs XLU · 6m+4.2%

ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall105.00

Zero-gamma97.50

Put wall105.00

Spot vs zero-γ6.6% above

Dealer posturelong gamma · dampens moves

nearest expiry 2026-09-18 · heuristics · full profile →

Gamma history nightly

20 Jul → 11 Sep · full history →

Session over session 10 Sep → 11 Sep

Expected move · monthly 18 Sep1.98%−0.16 pp

Call and put wallheld their strikes

full listed chain, a separate capture from the gamma panel · CBOE delayed

Auto-note //Holding above zero-gamma (97.50) — dealer hedging dampens moves above it. The 105.00 call wall is the nearest-expiry ceiling heuristic; 105.00 is the floor. Options price ±2.0% into Sep 18. Dark-pool short volume at 42% and easing vs its 20-day.

Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.