File: EDUtilities · Large capCLIPPED · 2026-09-14
ED
Consolidated EdisonMkt cap $38B
Sector benchmark XLU
Sector benchmark XLU
105.78
−0.6%
±2.1%into Sep 18103.61–107.95±2.1%monthly103.61–107.95Pullback · CandidateKnife · —Momentum · —DP short-vol · 63% ▾ easing
Price · 6 months · daily
6m high114.50
6m low103.48
Vol vs 20d avg0.7× · quiet
Off 52-wk high-7.6%
Dark pool FINRA · T+1
25Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio63% · easing
Off-exchange share32%
vs own 1-yr (z)0.9
Sector RS vs XLU
+3.9%vs XLU · 63 sessions
ED vs XLU · 3m+3.9%
ED vs XLU · 6m+3.5%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall105.00
Zero-gamma102.50
Put wall105.00
Spot vs zero-γ3.2% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
22 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.06%−0.52 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (102.50) — dealer hedging dampens moves above it. The 105.00 call wall is the nearest-expiry ceiling heuristic; 105.00 is the floor. Options price ±2.1% into Sep 18. Dark-pool short volume at 63% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Jul 22.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.