File: ALLEIndustrialsCLIPPED · 2026-06-30
ALLE
AllegionSector benchmark XLI
140.49
+0.6%
±4.8%into Jul 17133.81–147.17±4.8%monthly133.81–147.17Pullback · —Knife · —Momentum · —DP short-vol · 67% ▴ above 20d
Price · 6 months · daily
6m high178.36
6m low125.13
Vol vs 20d avg0.6× · quiet
Off 52-wk high-21.2%
Dark pool FINRA · T+1
Short-vol ratio67% · above 20d
Off-exchange share36%
vs own 1-yr (z)-0.2
Sector RS vs XLI
−16.5%vs XLI · 63 sessions
ALLE vs XLI · 3m−16.5%
ALLE vs XLI · 6m−25.5%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall140.00
Zero-gamma137.50
Put wall135.00
Spot vs zero-γ2.2% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-17 · heuristics · full profile →
Auto-note //Holding above zero-gamma (137.50) — dealer hedging dampens moves above it. The 140.00 call wall is the nearest-expiry ceiling heuristic; 135.00 is the floor. Options price ±4.8% into Jul 17. Dark-pool short volume at 67% and above 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.