File: CFMaterials · Large capCLIPPED · 2026-09-14
CF
CF IndustriesMkt cap $18B
Sector benchmark XLB
Sector benchmark XLB
131.24
−1.4%
±4.2%into Sep 18125.70–136.70±4.2%monthly125.70–136.70Pullback · —Knife · WatchingMomentum · Held 1mo · #50DP short-vol · 63% ▴ above 20d
Price · 6 months · daily
6m high139.27
6m low102.17
Vol vs 20d avg0.8×
Off 52-wk high-5.8%
Dark pool FINRA · T+1
Short-vol ratio63% · above 20d
Off-exchange share40%
vs own 1-yr (z)-1.0
Sector RS vs XLB
+23.4%vs XLB · 63 sessions
CF vs XLB · 3m+23.4%
CF vs XLB · 6m−1.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall140.00
Zero-gamma130.50
Put wall125.00
Spot vs zero-γ0.6% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
31 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep4.19%−0.34 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (130.50) — dealer hedging dampens moves above it. The 140.00 call wall is the nearest-expiry ceiling heuristic; 125.00 is the floor. Options price ±4.2% into Sep 18. Dark-pool short volume at 63% and above vs its 20-day. The falling-knife screen has it watching after a 29% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.