File: CEGUtilities · Large capCLIPPED · 2026-09-14
CEG
Constellation EnergyMkt cap $94B
Sector benchmark XLU
Sector benchmark XLU
264.57
−7.1%
±4.2%into Sep 18253.57–275.57±4.2%monthly253.57–275.57Pullback · —Knife · TurnedMomentum · —DP short-vol · 65% ▴ above 20d
Price · 6 months · daily
6m high322.28
6m low236.50
Vol vs 20d avg1.5× · heavy
Off 52-wk high-34.2%
Dark pool FINRA · T+1
Short-vol ratio65% · above 20d
Off-exchange share32%
vs own 1-yr (z)0.9
Sector RS vs XLU
+10.3%vs XLU · 63 sessions
CEG vs XLU · 3m+10.3%
CEG vs XLU · 6m−2.1%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall280.00
Zero-gamma278.75
Put wall260.00
Spot vs zero-γ5.1% 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 Sep4.16%−0.04 pp
Put wall moved280.00 → 260.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (278.75) — dealer hedging chases moves below it. The 280.00 call wall is the nearest-expiry ceiling heuristic; 260.00 is the floor. Options price ±4.2% into Sep 18. Dark-pool short volume at 65% and above vs its 20-day. The falling-knife screen has it turned after a 31% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.