File: BBYConsumer Discretionary · Large capCLIPPED · 2026-09-14
BBY
Best BuyMkt cap $15B
Sector benchmark XLY
Sector benchmark XLY
94.83
+4.4%
±4.0%into Sep 1890.83–98.49±4.0%monthly90.83–98.49Pullback · CandidateKnife · TurnedMomentum · —DP short-vol · 74% ▴ above 20d
Price · 6 months · daily
6m high94.83
6m low54.79
Vol vs 20d avg1.2×
Off 52-wk high0.0%
Dark pool FINRA · T+1
26Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio74% · above 20d
Off-exchange share35%
vs own 1-yr (z)-0.2
Sector RS vs XLY
+26.2%vs XLY · 63 sessions
BBY vs XLY · 3m+26.2%
BBY vs XLY · 6m+52.8%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall95.00
Zero-gamma99.50
Put wall85.00
Spot vs zero-γ4.7% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
28 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep4.04%−0.06 pp
Call wall moved90.00 → 95.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (99.50) — dealer hedging chases moves below it. The 95.00 call wall is the nearest-expiry ceiling heuristic; 85.00 is the floor. Options price ±4.0% into Sep 18. Dark-pool short volume at 74% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 7. The falling-knife screen has it turned after a 16% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.