EXC

Exelon

Sector benchmark XLU

42.72

−1.0%

±1.6%into Sep 1842.02–43.42±1.6%monthly42.02–43.42Pullback · —Knife · —Momentum · —DP short-vol · 56% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high49.82

6m low42.72

Vol vs 20d avg0.8× · quiet

Off 52-wk high-14.3%

Dark pool FINRA · T+1

Short-vol ratio56% · easing

Off-exchange share29%

vs own 1-yr (z)0.2

full dark-pool history →

Sector RS vs XLU

−2.2%vs XLU · 63 sessions

EXC vs XLU · 3m−2.2%

EXC vs XLU · 6m−3.5%

ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall46.00

Zero-gamma43.50

Put wall42.00

Spot vs zero-γ1.8% below

Dealer posturelong gamma · dampens moves

nearest expiry 2026-09-18 · heuristics · full profile →

Gamma history nightly

3 Aug → 14 Sep · full history →

Session over session 11 Sep → 14 Sep

Expected move · monthly 18 Sep1.64%−0.62 pp

Call wall moved46.00 → 45.00

full listed chain, a separate capture from the gamma panel · CBOE delayed

Auto-note //Sitting below zero-gamma (43.50) — dealer hedging chases moves below it. The 46.00 call wall is the nearest-expiry ceiling heuristic; 42.00 is the floor. Options price ±1.6% into Sep 18. Dark-pool short volume at 56% 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.