File: DUKUtilitiesCLIPPED · 2026-09-14
DUK
Duke EnergySector benchmark XLU
119.02
−0.3%
±1.7%into Sep 18117.00–121.04±1.7%monthly117.00–121.04Pullback · —Knife · —Momentum · —DP short-vol · 55% ▴ above 20d
Price · 6 months · daily
6m high132.32
6m low119.02
Vol vs 20d avg1.0×
Off 52-wk high-10.1%
Dark pool FINRA · T+1
Short-vol ratio55% · above 20d
Off-exchange share36%
vs own 1-yr (z)-1.0
Sector RS vs XLU
+0.8%vs XLU · 63 sessions
DUK vs XLU · 3m+0.8%
DUK vs XLU · 6m+0.5%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall120.00
Zero-gamma122.50
Put wall120.00
Spot vs zero-γ2.8% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
24 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep1.70%−0.06 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 (122.50) — dealer hedging chases moves below it. The 120.00 call wall is the nearest-expiry ceiling heuristic; 120.00 is the floor. Options price ±1.7% into Sep 18. Dark-pool short volume at 55% 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.