File: CAGConsumer Staples · Mid capCLIPPED · 2026-09-14
CAG
Conagra BrandsMkt cap $6B
Sector benchmark XLP
Sector benchmark XLP
14.79
+1.3%
±3.2%into Sep 1814.32–15.26±3.2%monthly14.32–15.26Pullback · —Knife · TurnedMomentum · —DP short-vol · 43% ▾ easing
Price · 6 months · daily
6m high16.67
6m low12.58
Vol vs 20d avg1.1×
Off 52-wk high-24.3%
Dark pool FINRA · T+1
Short-vol ratio43% · easing
Off-exchange share45%
vs own 1-yr (z)-0.1
Sector RS vs XLP
+8.7%vs XLP · 63 sessions
CAG vs XLP · 3m+8.7%
CAG vs XLP · 6m−7.8%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall15.00
Zero-gamma14.75
Put wall15.00
Spot vs zero-γ0.3% above
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 Sep3.21%−0.73 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (14.75) — dealer hedging dampens moves above it. The 15.00 call wall is the nearest-expiry ceiling heuristic; 15.00 is the floor. Options price ±3.2% into Sep 18. Dark-pool short volume at 43% and easing vs its 20-day. The falling-knife screen has it turned after a 37% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.