File: CMEFinancials · Large capCLIPPED · 2026-09-14
CME
CME GroupMkt cap $92B
Sector benchmark XLF
Sector benchmark XLF
280.46
+1.8%
±2.3%into Sep 18274.25–286.91±2.3%monthly274.25–286.91Pullback · —Knife · TurnedMomentum · —DP short-vol · 57% ▴ above 20d
Price · 6 months · daily
6m high312.21
6m low218.58
Vol vs 20d avg0.9×
Off 52-wk high-11.6%
Dark pool FINRA · T+1
Short-vol ratio57% · above 20d
Off-exchange share34%
vs own 1-yr (z)0.1
Sector RS vs XLF
−3.0%vs XLF · 63 sessions
CME vs XLF · 3m−3.0%
CME vs XLF · 6m−22.8%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall280.00
Zero-gamma278.75
Put wall277.50
Spot vs zero-γ0.6% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
20 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.25%−0.25 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; 277.50 is the floor. Options price ±2.3% into Sep 18. Dark-pool short volume at 57% and above vs its 20-day. The falling-knife screen has it turned after a 32% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.