File: CBOEFinancials · Large capCLIPPED · 2026-09-14
CBOE
Cboe Global MarketsMkt cap $30B
Sector benchmark XLF
Sector benchmark XLF
284.50
+1.2%
±4.8%into Sep 18267.54–294.54±4.8%monthly267.54–294.54Pullback · —Knife · TurnedMomentum · —DP short-vol · 27% ▾ easing
Price · 6 months · daily
6m high365.93
6m low231.51
Vol vs 20d avg0.9×
Off 52-wk high-22.3%
Dark pool FINRA · T+1
Short-vol ratio27% · easing
Off-exchange share39%
vs own 1-yr (z)-1.7
Sector RS vs XLF
−10.1%vs XLF · 63 sessions
CBOE vs XLF · 3m−10.1%
CBOE vs XLF · 6m−16.1%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall280.00
Zero-gamma278.75
Put wall280.00
Spot vs zero-γ2.1% above
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
17 Jul → 11 Sep · full history →
Session over session 10 Sep → 11 Sep
Expected move · monthly 18 Sep4.80%+0.30 pp
Call wall moved290.00 → 280.00
Put wall moved290.00 → 280.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (278.75) — dealer hedging dampens moves above it. The 280.00 call wall is the nearest-expiry ceiling heuristic; 280.00 is the floor. Options price ±4.8% into Sep 18. Dark-pool short volume at 27% and easing vs its 20-day. The falling-knife screen has it turned after a 39% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.