File: KOConsumer Staples · Mega capCLIPPED · 2026-06-30
KO
Coca-Cola Company (The)Mkt cap $338B
Sector benchmark XLP
Sector benchmark XLP
81.27
−1.7%
±1.3%into Jul 280.24–82.30±3.2%monthly78.64–83.90Pullback · CandidateKnife · —Momentum · —DP short-vol · 30% ▾ easing
Price · 6 months · daily
6m high83.05
6m low66.65
Vol vs 20d avg0.8× · quiet
Off 52-wk high-2.1%
Dark pool FINRA · T+1
17Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio30% · easing
Off-exchange share28%
vs own 1-yr (z)0.0
Sector RS vs XLP
+5.7%vs XLP · 63 sessions
KO vs XLP · 3m+5.7%
KO vs XLP · 6m+10.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall83.00
Zero-gamma80.50
Put wall80.00
Spot vs zero-γ1.0% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-02 · heuristics · full profile →
Auto-note //Holding above zero-gamma (80.50) — dealer hedging dampens moves above it. The 83.00 call wall is the nearest-expiry ceiling heuristic; 80.00 is the floor. Options price ±1.3% into Jul 2. Dark-pool short volume at 30% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Jun 3.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.