File: CIHealth Care · Large capCLIPPED · 2026-09-14
CI
CignaMkt cap $75B
Sector benchmark XLV
Sector benchmark XLV
290.05
+3.3%
±2.6%into Sep 18273.43–288.09±2.6%monthly273.43–288.09Pullback · CandidateKnife · —Momentum · —DP short-vol · 45% ▾ easing
Price · 6 months · daily
6m high304.50
6m low256.59
Vol vs 20d avg0.9×
Off 52-wk high-5.2%
Dark pool FINRA · T+1
16Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio45% · easing
Off-exchange share29%
vs own 1-yr (z)0.1
Sector RS vs XLV
−11.1%vs XLV · 63 sessions
CI vs XLV · 3m−11.1%
CI vs XLV · 6m−2.9%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall280.00
Zero-gamma278.75
Put wall270.00
Spot vs zero-γ4.1% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
16 Jul → 11 Sep · full history →
Session over session 9 Sep → 11 Sep
Expected move · monthly 18 Sep2.61%−0.73 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 (278.75) — dealer hedging dampens moves above it. The 280.00 call wall is the nearest-expiry ceiling heuristic; 270.00 is the floor. Options price ±2.6% into Sep 18. Dark-pool short volume at 45% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Jul 30.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.