File: COSTConsumer Staples · Mega capCLIPPED · 2026-09-14
COST
CostcoMkt cap $435B
Sector benchmark XLP
Sector benchmark XLP
918.91
+1.6%
±1.8%into Sep 18902.18–935.64±1.8%monthly902.18–935.64Pullback · —Knife · FadedMomentum · —DP short-vol · 42% ▾ easing
Price · 6 months · daily
6m high1,094.32
6m low902.38
Vol vs 20d avg1.1×
Off 52-wk high-16.0%
Dark pool FINRA · T+1
Short-vol ratio42% · easing
Off-exchange share34%
vs own 1-yr (z)0.3
Sector RS vs XLP
−5.6%vs XLP · 63 sessions
COST vs XLP · 3m−5.6%
COST vs XLP · 6m−8.9%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall930.00
Zero-gamma933.75
Put wall920.00
Spot vs zero-γ1.6% below
Dealer postureshort gamma · chases 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 Sep1.82%−0.13 pp
Call wall moved1,000.00 → 940.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (933.75) — dealer hedging chases moves below it. The 930.00 call wall is the nearest-expiry ceiling heuristic; 920.00 is the floor. Options price ±1.8% into Sep 18. Dark-pool short volume at 42% 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.