File: CBFinancials · Large capCLIPPED · 2026-06-30
CB
Chubb LimitedMkt cap $122B
Sector benchmark XLF
Sector benchmark XLF
340.74
−0.7%
±3.5%into Jul 17328.89–352.59±3.5%monthly328.89–352.59Pullback · CandidateKnife · —Momentum · —DP short-vol · 61% ▴ above 20d
Price · 6 months · daily
6m high343.29
6m low298.17
Vol vs 20d avg0.8× · quiet
Off 52-wk high-0.7%
Dark pool FINRA · T+1
25Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio61% · above 20d
Off-exchange share33%
vs own 1-yr (z)0.8
Sector RS vs XLF
−5.2%vs XLF · 63 sessions
CB vs XLF · 3m−5.2%
CB vs XLF · 6m+12.9%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall340.00
Zero-gamma362.50
Put wall330.00
Spot vs zero-γ6.0% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-17 · heuristics · full profile →
Auto-note //Sitting below zero-gamma (362.50) — dealer hedging chases moves below it. The 340.00 call wall is the nearest-expiry ceiling heuristic; 330.00 is the floor. Options price ±3.5% into Jul 17. Dark-pool short volume at 61% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Jun 23.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.