File: EDUtilitiesCLIPPED · 2026-06-30
ED
Consolidated EdisonSector benchmark XLU
110.63
−1.5%
±3.1%into Jul 17107.18–114.08±3.1%monthly107.18–114.08Pullback · —Knife · —Momentum · —DP short-vol · 65% ▾ easing
Price · 6 months · daily
6m high114.50
6m low96.92
Vol vs 20d avg0.5× · quiet
Off 52-wk high-3.4%
Dark pool FINRA · T+1
Short-vol ratio65% · easing
Off-exchange share32%
vs own 1-yr (z)1.9
Sector RS vs XLU
−0.4%vs XLU · 63 sessions
ED vs XLU · 3m−0.4%
ED vs XLU · 6m+6.1%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall110.00
Zero-gamma102.50
Put wall105.00
Spot vs zero-γ7.9% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-17 · heuristics · full profile →
Auto-note //Holding above zero-gamma (102.50) — dealer hedging dampens moves above it. The 110.00 call wall is the nearest-expiry ceiling heuristic; 105.00 is the floor. Options price ±3.1% into Jul 17. Dark-pool short volume at 65% 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.