ALL

Allstate

Sector benchmark XLF

258.48

+1.9%

±3.0%into Sep 18246.01–261.41±3.0%monthly246.01–261.41Pullback · —Knife · —Momentum · —DP short-vol · 37% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high275.11

6m low201.65

Vol vs 20d avg1.0×

Off 52-wk high-6.0%

Dark pool FINRA · T+1

Short-vol ratio37% · easing

Off-exchange share31%

vs own 1-yr (z)-1.0

full dark-pool history →

Sector RS vs XLF

+8.7%vs XLF · 63 sessions

ALL vs XLF · 3m+8.7%

ALL vs XLF · 6m+7.5%

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

Gamma profile CBOE delayed

Call wall260.00

Zero-gamma265.00

Put wall250.00

Spot vs zero-γ2.5% below

Dealer postureshort gamma · chases moves

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

Gamma history nightly

22 Jul → 11 Sep · full history →

Session over session 10 Sep → 11 Sep

Expected move · monthly 18 Sep3.03%−0.18 pp

Call and put wallheld their strikes

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

Auto-note //Sitting below zero-gamma (265.00) — dealer hedging chases moves below it. The 260.00 call wall is the nearest-expiry ceiling heuristic; 250.00 is the floor. Options price ±3.0% into Sep 18. Dark-pool short volume at 37% 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.