File: BAXHealth Care · Mid capCLIPPED · 2026-09-14
BAX
Baxter InternationalMkt cap $10B
Sector benchmark XLV
Sector benchmark XLV
23.86
+0.3%
±3.7%into Sep 1822.92–24.68±3.7%monthly22.92–24.68Pullback · —Knife · FadedMomentum · —DP short-vol · 37% ▾ easing
Price · 6 months · daily
6m high28.35
6m low15.79
Vol vs 20d avg1.2×
Off 52-wk high-15.8%
Dark pool FINRA · T+1
Short-vol ratio37% · easing
Off-exchange share35%
vs own 1-yr (z)-1.6
Sector RS vs XLV
+4.4%vs XLV · 63 sessions
BAX vs XLV · 3m+4.4%
BAX vs XLV · 6m+22.0%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall25.00
Zero-gamma24.75
Put wall24.50
Spot vs zero-γ3.6% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
29 Jul → 11 Sep · full history →
Session over session 10 Sep → 11 Sep
Expected move · monthly 18 Sep3.68%−1.90 pp
Call wall moved30.00 → 25.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (24.75) — dealer hedging chases moves below it. The 25.00 call wall is the nearest-expiry ceiling heuristic; 24.50 is the floor. Options price ±3.7% 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.