File: ICEFinancialsCLIPPED · 2026-06-30
ICE
Intercontinental ExchangeSector benchmark XLF
123.11
+0.2%
±2.2%into Jul 2120.36–125.86±5.6%monthly116.21–130.01Pullback · —Knife · —Momentum · —DP short-vol · 34% ▴ above 20d
Price · 6 months · daily
6m high173.89
6m low122.91
Vol vs 20d avg0.9×
Off 52-wk high-33.8%
Dark pool FINRA · T+1
Short-vol ratio34% · above 20d
Off-exchange share31%
vs own 1-yr (z)-1.1
Sector RS vs XLF
−29.0%vs XLF · 63 sessions
ICE vs XLF · 3m−29.0%
ICE vs XLF · 6m−21.8%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall129.00
Zero-gamma123.50
Put wall126.00
Spot vs zero-γ0.3% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-07-02 · heuristics · full profile →
Auto-note //Sitting below zero-gamma (123.50) — dealer hedging chases moves below it. The 129.00 call wall is the nearest-expiry ceiling heuristic; 126.00 is the floor. Options price ±2.2% into Jul 2. Dark-pool short volume at 34% and above 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.