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File: JPMCLIPPED · 2026-09-14

JPM

JPMorgan Chase
Sector benchmark XLF
350.13
1.7%
±2.4%into Sep 18341.83358.43±2.4%monthly341.83358.43Pullback · Knife · Momentum · DP short-vol · 50% ▴ above 20d
Price · 6 months · daily
6m high365.18
6m low281.40
Vol vs 20d avg1.7× · heavy
Off 52-wk high-4.1%

Dark pool FINRA · T+1

SVR 50%SHORT-VOL RATIO · 40 SESSIONS
Short-vol ratio50% · above 20d
Off-exchange share32%
vs own 1-yr (z)0.7

Sector RS vs XLF

+1.7%vs XLF · 63 sessions
JPM vs XLF · 3m+1.7%
JPM vs XLF · 6m+5.9%
ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall350.00
Zero-gamma351.25
Put wall355.00
Spot vs zero-γ0.3% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →

Gamma history nightly

0NET GEX $M · ALL EXPIRIES
3 Aug14 Sep · full history →

Session over session 11 Sep14 Sep

Expected move · monthly 18 Sep2.37%−0.05 pp
Call wall moved360.00 350.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (351.25) — dealer hedging chases moves below it. The 350.00 call wall is the nearest-expiry ceiling heuristic; 355.00 is the floor. Options price ±2.4% into Sep 18. Dark-pool short volume at 50% 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.