File: AEEUtilitiesCLIPPED · 2026-06-30
AEE
AmerenSector benchmark XLU
113.04
−1.4%
±3.4%into Jul 17109.19–116.89±3.4%monthly109.19–116.89Pullback · —Knife · —Momentum · —DP short-vol · 51% ▾ easing
Price · 6 months · daily
6m high118.32
6m low97.71
Vol vs 20d avg0.6× · quiet
Off 52-wk high-4.5%
Dark pool FINRA · T+1
Short-vol ratio51% · easing
Off-exchange share30%
vs own 1-yr (z)0.4
Sector RS vs XLU
+5.1%vs XLU · 63 sessions
AEE vs XLU · 3m+5.1%
AEE vs XLU · 6m+7.6%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall115.00
Zero-gamma107.50
Put wall115.00
Spot vs zero-γ5.2% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-17 · heuristics · full profile →
Auto-note //Holding above zero-gamma (107.50) — dealer hedging dampens moves above it. The 115.00 call wall is the nearest-expiry ceiling heuristic; 115.00 is the floor. Options price ±3.4% into Jul 17. Dark-pool short volume at 51% 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.