File: COFFinancials · Large capCLIPPED · 2026-09-14
COF
Capital OneMkt cap $115B
Sector benchmark XLF
Sector benchmark XLF
206.68
−0.8%
±3.2%into Sep 18201.60–215.00±3.2%monthly201.60–215.00Pullback · CandidateKnife · TurnedMomentum · —DP short-vol · 31% ▾ easing
Price · 6 months · daily
6m high226.54
6m low175.35
Vol vs 20d avg0.9×
Off 52-wk high-19.2%
Dark pool FINRA · T+1
29Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio31% · easing
Off-exchange share32%
vs own 1-yr (z)1.0
Sector RS vs XLF
+4.3%vs XLF · 63 sessions
COF vs XLF · 3m+4.3%
COF vs XLF · 6m−1.5%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall210.00
Zero-gamma208.75
Put wall210.00
Spot vs zero-γ1.0% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
24 Jul → 11 Sep · full history →
Session over session 10 Sep → 11 Sep
Expected move · monthly 18 Sep3.22%−0.52 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (208.75) — dealer hedging chases moves below it. The 210.00 call wall is the nearest-expiry ceiling heuristic; 210.00 is the floor. Options price ±3.2% into Sep 18. Dark-pool short volume at 31% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Sep 2. The falling-knife screen has it turned after a 23% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.