File: COSTConsumer StaplesCLIPPED · 2026-06-30
COST
CostcoSector benchmark XLP
935.47
−1.2%
±1.4%into Jul 2922.37–948.57±3.7%monthly900.50–970.44Pullback · —Knife · —Momentum · —DP short-vol · 47% ▴ above 20d
Price · 6 months · daily
6m high1,094.32
6m low852.10
Vol vs 20d avg1.0×
Off 52-wk high-14.5%
Dark pool FINRA · T+1
Short-vol ratio47% · above 20d
Off-exchange share31%
vs own 1-yr (z)0.9
Sector RS vs XLP
−7.3%vs XLP · 63 sessions
COST vs XLP · 3m−7.3%
COST vs XLP · 6m+0.6%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall950.00
Zero-gamma952.50
Put wall920.00
Spot vs zero-γ1.8% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-07-02 · heuristics · full profile →
Auto-note //Sitting below zero-gamma (952.50) — dealer hedging chases moves below it. The 950.00 call wall is the nearest-expiry ceiling heuristic; 920.00 is the floor. Options price ±1.4% into Jul 2. Dark-pool short volume at 47% and above 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.