File: AONFinancials · Large capCLIPPED · 2026-09-14
AON
Aon plcMkt cap $69B
Sector benchmark XLF
Sector benchmark XLF
311.54
+2.9%
±3.2%into Sep 18292.99–312.39±3.2%monthly292.99–312.39Pullback · CandidateKnife · —Momentum · —DP short-vol · 24% ▾ easing
Price · 6 months · daily
6m high380.39
6m low302.69
Vol vs 20d avg2.2× · heavy
Off 52-wk high-18.1%
Dark pool FINRA · T+1
25Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio24% · easing
Off-exchange share39%
vs own 1-yr (z)0.1
Sector RS vs XLF
−13.4%vs XLF · 63 sessions
AON vs XLF · 3m−13.4%
AON vs XLF · 6m−17.1%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall320.00
Zero-gamma315.00
Put wall290.00
Spot vs zero-γ1.1% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
16 Jul → 11 Sep · full history →
Session over session 10 Sep → 11 Sep
Expected move · monthly 18 Sep3.20%−0.06 pp
Call wall moved330.00 → 320.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (315.00) — dealer hedging chases moves below it. The 320.00 call wall is the nearest-expiry ceiling heuristic; 290.00 is the floor. Options price ±3.2% into Sep 18. Dark-pool short volume at 24% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 13.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.