File: KEYFinancials · Large capCLIPPED · 2026-09-14
KEY
KeyCorpMkt cap $23B
Sector benchmark XLF
Sector benchmark XLF
21.93
+0.4%
±2.7%into Sep 1821.33–22.53±2.7%monthly21.33–22.53Pullback · CandidateKnife · —Momentum · —DP short-vol · 65% ▴ above 20d
Price · 6 months · daily
6m high23.99
6m low18.77
Vol vs 20d avg1.6× · heavy
Off 52-wk high-8.6%
Dark pool FINRA · T+1
23Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio65% · above 20d
Off-exchange share40%
vs own 1-yr (z)1.9
Sector RS vs XLF
−10.0%vs XLF · 63 sessions
KEY vs XLF · 3m−10.0%
KEY vs XLF · 6m−0.1%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall22.00
Zero-gamma21.50
Put wall22.00
Spot vs zero-γ2.0% above
Dealer posturelong gamma · dampens 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 Sep2.74%−0.01 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 (21.50) — dealer hedging dampens moves above it. The 22.00 call wall is the nearest-expiry ceiling heuristic; 22.00 is the floor. Options price ±2.7% into Sep 18. Dark-pool short volume at 65% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Jul 28.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.