File: AMZNConsumer Discretionary · Mega capCLIPPED · 2026-09-14
AMZN
AmazonMkt cap $2.7T
Sector benchmark XLY
Sector benchmark XLY
253.54
−1.3%
±2.0%into Sep 16248.51–258.57±2.9%monthly246.33–260.75Pullback · —Knife · FadedMomentum · —DP short-vol · 33% ▴ above 20d
Price · 6 months · daily
6m high284.02
6m low199.34
Vol vs 20d avg1.1×
Off 52-wk high-10.7%
Dark pool FINRA · T+1
Short-vol ratio33% · above 20d
Off-exchange share40%
vs own 1-yr (z)-1.7
Sector RS vs XLY
+9.6%vs XLY · 63 sessions
AMZN vs XLY · 3m+9.6%
AMZN vs XLY · 6m+19.7%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall255.00
Zero-gamma256.25
Put wall252.50
Spot vs zero-γ1.1% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-16 · heuristics · full profile →
Gamma history nightly
3 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.85%−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 (256.25) — dealer hedging chases moves below it. The 255.00 call wall is the nearest-expiry ceiling heuristic; 252.50 is the floor. Options price ±2.0% into Sep 16. Dark-pool short volume at 33% 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.