File: FDSFinancials · Mid capCLIPPED · 2026-09-14
FDS
FactSetMkt cap $9B
Sector benchmark XLF
Sector benchmark XLF
276.93
+6.6%
±5.2%into Sep 18262.53–291.33±5.2%monthly262.53–291.33Pullback · CandidateKnife · TurnedMomentum · —DP short-vol · 59% ▾ easing
Price · 6 months · daily
6m high313.55
6m low192.94
Vol vs 20d avg1.2×
Off 52-wk high-22.4%
Dark pool FINRA · T+1
41Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio59% · easing
Off-exchange share40%
vs own 1-yr (z)2.4
Sector RS vs XLF
+7.0%vs XLF · 63 sessions
FDS vs XLF · 3m+7.0%
FDS vs XLF · 6m+15.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall280.00
Zero-gamma275.00
Put wall270.00
Spot vs zero-γ0.7% above
Dealer postureshort gamma · chases 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 Sep5.20%+0.27 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 (275.00) — dealer hedging dampens moves above it. The 280.00 call wall is the nearest-expiry ceiling heuristic; 270.00 is the floor. Options price ±5.2% into Sep 18. Dark-pool short volume at 59% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Sep 14. The falling-knife screen has it turned after a 24% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.