File: HYGWatchlistCLIPPED · 2026-09-14
HYG
78.53
−0.1%
±0.6%into Sep 1878.07–78.99±0.6%monthly78.07–78.99Pullback · —Knife · —Momentum · —DP short-vol · 46% ▾ easing
Price · 6 months · daily
6m high79.79
6m low78.53
Vol vs 20d avg1.3×
Off 52-wk high-1.6%
Sector RS
No sector benchmark series for this name.
Gamma profile CBOE delayed
Call wall80.00
Zero-gamma79.25
Put wall79.00
Spot vs zero-γ0.9% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
18 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep0.58%−0.17 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 (79.25) — dealer hedging chases moves below it. The 80.00 call wall is the nearest-expiry ceiling heuristic; 79.00 is the floor. Options price ±0.6% into Sep 18. Dark-pool short volume at 46% 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.