C

Citigroup

Sector benchmark XLF

139.96

−1.8%

±2.0%into Jul 2137.08–142.84±6.2%monthly131.34–148.58Pullback · —Knife · —Momentum · —DP short-vol · 32% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high145.67

6m low105.00

Vol vs 20d avg1.3×

Off 52-wk high-3.9%

Dark pool FINRA · T+1

Short-vol ratio32% · easing

Off-exchange share29%

vs own 1-yr (z)0.0

full dark-pool history →

Sector RS vs XLF

+18.3%vs XLF · 63 sessions

C vs XLF · 3m+18.3%

C vs XLF · 6m+21.2%

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

Gamma profile CBOE delayed

Call wall143.00

Zero-gamma142.50

Put wall142.00

Spot vs zero-γ1.8% below

Dealer postureshort gamma · chases moves

nearest expiry 2026-07-02 · heuristics · full profile →

Auto-note //Sitting below zero-gamma (142.50) — dealer hedging chases moves below it. The 143.00 call wall is the nearest-expiry ceiling heuristic; 142.00 is the floor. Options price ±2.0% into Jul 2. Dark-pool short volume at 32% 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.