CME

CME Group

Sector benchmark XLF

220.83

+1.0%

±3.1%into Jul 2211.85–225.31±6.0%monthly205.53–231.63Pullback · —Knife · —Momentum · —DP short-vol · 20% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high317.19

6m low218.58

Vol vs 20d avg0.9×

Off 52-wk high-30.4%

Dark pool FINRA · T+1

Short-vol ratio20% · easing

Off-exchange share38%

vs own 1-yr (z)-3.2

full dark-pool history →

Sector RS vs XLF

−32.7%vs XLF · 63 sessions

CME vs XLF · 3m−32.7%

CME vs XLF · 6m−15.2%

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

Gamma profile CBOE delayed

Call wall227.50

Zero-gamma218.75

Put wall215.00

Spot vs zero-γ1.0% above

Dealer postureshort gamma · chases moves

nearest expiry 2026-07-02 · heuristics · full profile →

Auto-note //Holding above zero-gamma (218.75) — dealer hedging dampens moves above it. The 227.50 call wall is the nearest-expiry ceiling heuristic; 215.00 is the floor. Options price ±3.1% into Jul 2. Dark-pool short volume at 20% 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.