File: CFinancialsCLIPPED · 2026-09-14
C
CitigroupSector benchmark XLF
136.18
−1.9%
±2.9%into Sep 18132.18–140.18±2.9%monthly132.18–140.18Pullback · —Knife · —Momentum · —DP short-vol · 44% ▴ above 20d
Price · 6 months · daily
6m high145.67
6m low106.76
Vol vs 20d avg1.9× · heavy
Off 52-wk high-6.5%
Dark pool FINRA · T+1
Short-vol ratio44% · above 20d
Off-exchange share30%
vs own 1-yr (z)0.4
Sector RS vs XLF
−9.2%vs XLF · 63 sessions
C vs XLF · 3m−9.2%
C vs XLF · 6m+10.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall140.00
Zero-gamma138.50
Put wall135.00
Spot vs zero-γ1.7% below
Dealer posturelong gamma · dampens 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 Sep2.94%−0.20 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 (138.50) — dealer hedging chases moves below it. The 140.00 call wall is the nearest-expiry ceiling heuristic; 135.00 is the floor. Options price ±2.9% into Sep 18. Dark-pool short volume at 44% 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.