BSX

Boston Scientific

Mkt cap $72B
Sector benchmark XLV

45.05

+4.8%

±3.5%into Sep 1843.45–46.65±3.5%monthly43.45–46.65Pullback · —Knife · TurnedMomentum · —DP short-vol · 32% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high71.28

6m low42.63

Vol vs 20d avg1.0×

Off 52-wk high-57.1%

Dark pool FINRA · T+1

Short-vol ratio32% · easing

Off-exchange share38%

vs own 1-yr (z)2.3

full dark-pool history →

Sector RS vs XLV

−12.3%vs XLV · 63 sessions

BSX vs XLV · 3m−12.3%

BSX vs XLV · 6m−42.0%

ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall45.00

Zero-gamma45.25

Put wall45.00

Spot vs zero-γ0.4% below

Dealer postureshort gamma · chases moves

nearest expiry 2026-09-18 · heuristics · full profile →

Gamma history nightly

3 Aug → 14 Sep · full history →

Session over session 11 Sep → 14 Sep

Expected move · monthly 18 Sep3.55%−0.17 pp

Put wall moved40.00 → 45.00

full listed chain, a separate capture from the gamma panel · CBOE delayed

Auto-note //Sitting below zero-gamma (45.25) — dealer hedging chases moves below it. The 45.00 call wall is the nearest-expiry ceiling heuristic; 45.00 is the floor. Options price ±3.5% into Sep 18. Dark-pool short volume at 32% and easing vs its 20-day. The falling-knife screen has it turned after a 47% sell-off.

Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.