File: KOConsumer Staples · Mega capCLIPPED · 2026-09-14
KO
Coca-Cola Company (The)Mkt cap $338B
Sector benchmark XLP
Sector benchmark XLP
89.35
+1.2%
±1.7%into Sep 1887.86–90.84±1.7%monthly87.86–90.84Pullback · CandidateKnife · —Momentum · —DP short-vol · 55% ▴ above 20d
Price · 6 months · daily
6m high91.99
6m low74.15
Vol vs 20d avg1.0×
Off 52-wk high-2.9%
Dark pool FINRA · T+1
24Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio55% · above 20d
Off-exchange share30%
vs own 1-yr (z)-1.2
Sector RS vs XLP
+9.9%vs XLP · 63 sessions
KO vs XLP · 3m+9.9%
KO vs XLP · 6m+16.1%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall90.00
Zero-gamma87.25
Put wall90.00
Spot vs zero-γ2.4% 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 Sep1.67%−0.21 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 (87.25) — dealer hedging dampens moves above it. The 90.00 call wall is the nearest-expiry ceiling heuristic; 90.00 is the floor. Options price ±1.7% into Sep 18. Dark-pool short volume at 55% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Jul 20.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.