File: DALIndustrials · Large capCLIPPED · 2026-09-14
DAL
Delta Air LinesMkt cap $52B
Sector benchmark XLI
Sector benchmark XLI
79.80
−0.1%
±3.8%into Sep 1876.76–82.84±3.8%monthly76.76–82.84Pullback · —Knife · FadedMomentum · —DP short-vol · 70% ▴ above 20d
Price · 6 months · daily
6m high93.43
6m low60.68
Vol vs 20d avg1.1×
Off 52-wk high-14.6%
Dark pool FINRA · T+1
Short-vol ratio70% · above 20d
Off-exchange share40%
vs own 1-yr (z)0.9
Sector RS vs XLI
−0.6%vs XLI · 63 sessions
DAL vs XLI · 3m−0.6%
DAL vs XLI · 6m+31.5%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall80.00
Zero-gamma78.50
Put wall75.00
Spot vs zero-γ1.7% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
31 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep3.80%−0.31 pp
Call wall moved85.00 → 80.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (78.50) — dealer hedging dampens moves above it. The 80.00 call wall is the nearest-expiry ceiling heuristic; 75.00 is the floor. Options price ±3.8% into Sep 18. Dark-pool short volume at 70% 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.