File: ELConsumer Staples · Large capCLIPPED · 2026-09-14
EL
Estée Lauder Companies (The)Mkt cap $30B
Sector benchmark XLP
Sector benchmark XLP
98.22
+1.1%
±3.8%into Sep 1893.47–100.77±3.8%monthly93.47–100.77Pullback · —Knife · TurnedMomentum · —DP short-vol · 41% ▴ above 20d
Price · 6 months · daily
6m high105.85
6m low66.97
Vol vs 20d avg0.5× · quiet
Off 52-wk high-17.3%
Dark pool FINRA · T+1
Short-vol ratio41% · above 20d
Off-exchange share39%
vs own 1-yr (z)-1.1
Sector RS vs XLP
+10.6%vs XLP · 63 sessions
EL vs XLP · 3m+10.6%
EL vs XLP · 6m+12.0%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall100.00
Zero-gamma95.50
Put wall99.00
Spot vs zero-γ2.8% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
17 Jul → 11 Sep · full history →
Session over session 9 Sep → 11 Sep
Expected move · monthly 18 Sep3.76%−1.88 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 (95.50) — dealer hedging dampens moves above it. The 100.00 call wall is the nearest-expiry ceiling heuristic; 99.00 is the floor. Options price ±3.8% into Sep 18. Dark-pool short volume at 41% and above vs its 20-day. The falling-knife screen has it turned after a 44% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.