File: CIHealth CareCLIPPED · 2026-06-30
CI
CignaSector benchmark XLV
275.68
−1.1%
±2.5%into Jul 2271.74–285.74±5.0%monthly264.94–292.54Pullback · —Knife · —Momentum · —DP short-vol · 32% ▾ easing
Price · 6 months · daily
6m high298.98
6m low256.59
Vol vs 20d avg0.5× · quiet
Off 52-wk high-15.7%
Dark pool FINRA · T+1
Short-vol ratio32% · easing
Off-exchange share34%
vs own 1-yr (z)0.7
Sector RS vs XLV
−2.6%vs XLV · 63 sessions
CI vs XLV · 3m−2.6%
CI vs XLV · 6m−1.2%
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-γ1.1% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-07-02 · heuristics · full profile →
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; 280.00 is the floor. Options price ±2.5% into Jul 2. Dark-pool short volume at 32% and easing 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.