File: DLTRConsumer Staples · Large capCLIPPED · 2026-09-14
DLTR
Dollar TreeMkt cap $21B
Sector benchmark XLP
Sector benchmark XLP
119.17
+0.8%
±3.3%into Sep 18115.59–123.51±3.3%monthly115.59–123.51Pullback · CandidateKnife · —Momentum · —DP short-vol · 43% ▾ easing
Price · 6 months · daily
6m high136.75
6m low86.80
Vol vs 20d avg1.2×
Off 52-wk high-15.6%
Dark pool FINRA · T+1
20Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio43% · easing
Off-exchange share36%
vs own 1-yr (z)-0.8
Sector RS vs XLP
+5.5%vs XLP · 63 sessions
DLTR vs XLP · 3m+5.5%
DLTR vs XLP · 6m+10.7%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall130.00
Zero-gamma121.50
Put wall120.00
Spot vs zero-γ1.9% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
23 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep3.31%−0.26 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 (121.50) — dealer hedging chases moves below it. The 130.00 call wall is the nearest-expiry ceiling heuristic; 120.00 is the floor. Options price ±3.3% into Sep 18. Dark-pool short volume at 43% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 27.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.