CBOE

Cboe Global Markets

Sector benchmark XLF

242.67

+4.8%

±3.7%into Jul 2233.72–251.62±7.6%monthly224.17–261.17Pullback · —Knife · —Momentum · —DP short-vol · 31% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high365.93

6m low231.51

Vol vs 20d avg1.0×

Off 52-wk high-33.7%

Dark pool FINRA · T+1

Short-vol ratio31% · easing

Off-exchange share37%

vs own 1-yr (z)-2.8

full dark-pool history →

Sector RS vs XLF

−22.3%vs XLF · 63 sessions

CBOE vs XLF · 3m−22.3%

CBOE vs XLF · 6m−1.8%

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

Gamma profile CBOE delayed

Call wall250.00

Zero-gamma241.25

Put wall245.00

Spot vs zero-γ0.6% above

Dealer postureshort gamma · chases moves

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

Auto-note //Holding above zero-gamma (241.25) — dealer hedging dampens moves above it. The 250.00 call wall is the nearest-expiry ceiling heuristic; 245.00 is the floor. Options price ±3.7% into Jul 2. Dark-pool short volume at 31% 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.