File: ALLEIndustrials · Large capCLIPPED · 2026-09-14
ALLE
AllegionMkt cap $11B
Sector benchmark XLI
Sector benchmark XLI
155.39
+1.3%
±3.0%into Sep 18148.82–157.88±3.0%monthly148.82–157.88Pullback · —Knife · TurnedMomentum · —DP short-vol · 59% ▴ above 20d
Price · 6 months · daily
6m high168.94
6m low125.13
Vol vs 20d avg0.9×
Off 52-wk high-12.9%
Dark pool FINRA · T+1
Short-vol ratio59% · above 20d
Off-exchange share38%
vs own 1-yr (z)-1.7
Sector RS vs XLI
+20.5%vs XLI · 63 sessions
ALLE vs XLI · 3m+20.5%
ALLE vs XLI · 6m+3.7%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall160.00
Zero-gamma142.50
Put wall155.00
Spot vs zero-γ9.0% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
21 Jul → 11 Sep · full history →
Session over session 10 Sep → 11 Sep
Expected move · monthly 18 Sep2.95%−0.11 pp
Put wall moved145.00 → 155.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (142.50) — dealer hedging dampens moves above it. The 160.00 call wall is the nearest-expiry ceiling heuristic; 155.00 is the floor. Options price ±3.0% into Sep 18. Dark-pool short volume at 59% and above vs its 20-day. The falling-knife screen has it turned after a 32% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.