File: CMGConsumer Discretionary · Large capCLIPPED · 2026-09-14
CMG
Chipotle Mexican GrillMkt cap $37B
Sector benchmark XLY
Sector benchmark XLY
37.03
+2.3%
±3.1%into Sep 1835.88–38.18±3.1%monthly35.88–38.18Pullback · —Knife · TurnedMomentum · —DP short-vol · 59% ▴ above 20d
Price · 6 months · daily
6m high38.52
6m low28.18
Vol vs 20d avg0.8× · quiet
Off 52-wk high-12.6%
Dark pool FINRA · T+1
Short-vol ratio59% · above 20d
Off-exchange share34%
vs own 1-yr (z)2.1
Sector RS vs XLY
+18.5%vs XLY · 63 sessions
CMG vs XLY · 3m+18.5%
CMG vs XLY · 6m+11.6%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall40.00
Zero-gamma36.75
Put wall37.50
Spot vs zero-γ0.8% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
3 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep3.09%−0.53 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 (36.75) — dealer hedging dampens moves above it. The 40.00 call wall is the nearest-expiry ceiling heuristic; 37.50 is the floor. Options price ±3.1% into Sep 18. Dark-pool short volume at 59% and above vs its 20-day. The falling-knife screen has it turned after a 19% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.