File: CBFinancials · Large capCLIPPED · 2026-09-14

CB

Chubb Limited

Mkt cap $122B
Sector benchmark XLF

341.85

+1.1%

±1.9%into Sep 18331.85–344.65±1.9%monthly331.85–344.65Pullback · CandidateKnife · —Momentum · —DP short-vol · 51% ▴ above 20d

Price · 6 months · dailyprice50-day200-day

Option levels

6m high363.50

6m low308.82

Vol vs 20d avg0.6× · quiet

Off 52-wk high-6.0%

Dark pool FINRA · T+1

17Selection score
frozen logit · OOS +0.145R · one era

Short-vol ratio51% · above 20d

Off-exchange share33%

vs own 1-yr (z)-2.1

full dark-pool history →

Sector RS vs XLF

−2.9%vs XLF · 63 sessions

CB vs XLF · 3m−2.9%

CB vs XLF · 6m−11.1%

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

Gamma profile CBOE delayed

Dealer posturelong gamma · dampens moves

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

Gamma history nightly

21 Jul → 11 Sep · full history →

Session over session 10 Sep → 11 Sep

Expected move · monthly 18 Sep1.89%−0.53 pp

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

Auto-note // Options price ±1.9% into Sep 18. Dark-pool short volume at 51% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 24.

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