File: KHCConsumer Staples · Large capCLIPPED · 2026-09-11
KHC
Kraft HeinzMkt cap $27B
Sector benchmark XLP
Sector benchmark XLP
24.60
+0.9%
±2.9%into Sep 1823.57–24.97±2.9%monthly23.57–24.97Pullback · CandidateKnife · FadedMomentum · —DP short-vol · 52% ▾ easing
Price · 6 months · daily
6m high27.62
6m low20.83
Vol vs 20d avg7.7× · heavy
Off 52-wk high-10.9%
Dark pool FINRA · T+1
24Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio52% · easing
Off-exchange share37%
vs own 1-yr (z)2.8
Sector RS vs XLP
+3.9%vs XLP · 63 sessions
KHC vs XLP · 3m+3.9%
KHC vs XLP · 6m+12.7%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall25.00
Zero-gamma24.75
Put wall25.00
Spot vs zero-γ0.6% below
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 Sep2.86%+0.08 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 (24.75) — dealer hedging chases moves below it. The 25.00 call wall is the nearest-expiry ceiling heuristic; 25.00 is the floor. Options price ±2.9% into Sep 18. Dark-pool short volume at 52% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 7.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.