CCL

Carnival Corporation

Sector benchmark XLY

22.56

−0.8%

±3.7%into Sep 1821.73–23.39±3.7%monthly21.73–23.39Pullback · —Knife · —Momentum · —DP short-vol · 45% ▴ above 20d

Price · 6 months · dailyprice50-day200-day

Option levels

6m high30.90

6m low22.47

Vol vs 20d avg0.9×

Off 52-wk high-32.9%

Dark pool FINRA · T+1

Short-vol ratio45% · above 20d

Off-exchange share42%

vs own 1-yr (z)0.2

full dark-pool history →

Sector RS vs XLY

−20.3%vs XLY · 63 sessions

CCL vs XLY · 3m−20.3%

CCL vs XLY · 6m−7.2%

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

Gamma profile CBOE delayed

Call wall24.00

Zero-gamma23.25

Put wall24.00

Spot vs zero-γ3.0% below

Dealer postureshort gamma · chases 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 Sep3.70%−0.37 pp

Put wall moved24.00 → 25.00

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

Auto-note //Sitting below zero-gamma (23.25) — dealer hedging chases moves below it. The 24.00 call wall is the nearest-expiry ceiling heuristic; 24.00 is the floor. Options price ±3.7% into Sep 18. Dark-pool short volume at 45% and above 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.