File: HDConsumer Discretionary · Mega capCLIPPED · 2026-09-14
HD
Home Depot (The)Mkt cap $310B
Sector benchmark XLY
Sector benchmark XLY
310.87
+0.7%
±2.5%into Sep 18303.09–318.65±2.5%monthly303.09–318.65Pullback · —Knife · TurnedMomentum · —DP short-vol · 33% ▾ easing
Price · 6 months · daily
6m high357.90
6m low295.30
Vol vs 20d avg1.1×
Off 52-wk high-24.9%
Dark pool FINRA · T+1
Short-vol ratio33% · easing
Off-exchange share34%
vs own 1-yr (z)-0.8
Sector RS vs XLY
−2.4%vs XLY · 63 sessions
HD vs XLY · 3m−2.4%
HD vs XLY · 6m−9.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall310.00
Zero-gamma311.25
Put wall315.00
Spot vs zero-γ0.1% below
Dealer postureshort gamma · chases 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 Sep2.50%−0.43 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (311.25) — dealer hedging chases moves below it. The 310.00 call wall is the nearest-expiry ceiling heuristic; 315.00 is the floor. Options price ±2.5% into Sep 18. Dark-pool short volume at 33% and easing vs its 20-day. The falling-knife screen has it turned after a 26% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.