File: HRLConsumer StaplesCLIPPED · 2026-09-14
HRL
Hormel FoodsSector benchmark XLP
20.96
+1.9%
±2.0%into Sep 1820.54–21.38±2.0%monthly20.54–21.38Pullback · —Knife · —Momentum · —DP short-vol · 49% ▾ easing
Price · 6 months · daily
6m high26.51
6m low19.74
Vol vs 20d avg0.8× · quiet
Off 52-wk high-20.9%
Dark pool FINRA · T+1
Short-vol ratio49% · easing
Off-exchange share36%
vs own 1-yr (z)0.4
Sector RS vs XLP
−14.5%vs XLP · 63 sessions
HRL vs XLP · 3m−14.5%
HRL vs XLP · 6m−6.3%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall21.00
Zero-gamma20.75
Put wall21.00
Spot vs zero-γ1.0% above
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
24 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.03%−0.40 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 (20.75) — dealer hedging dampens moves above it. The 21.00 call wall is the nearest-expiry ceiling heuristic; 21.00 is the floor. Options price ±2.0% into Sep 18. Dark-pool short volume at 49% 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.