File: KRConsumer Staples · Large capCLIPPED · 2026-09-14
KR
KrogerMkt cap $38B
Sector benchmark XLP
Sector benchmark XLP
60.91
+4.1%
±2.6%into Sep 1859.34–62.48±2.6%monthly59.34–62.48Pullback · —Knife · WatchingMomentum · —DP short-vol · 61% ▴ above 20d
Price · 6 months · daily
6m high74.10
6m low55.53
Vol vs 20d avg1.4×
Off 52-wk high-19.0%
Dark pool FINRA · T+1
Short-vol ratio61% · above 20d
Off-exchange share34%
vs own 1-yr (z)-0.7
Sector RS vs XLP
−5.0%vs XLP · 63 sessions
KR vs XLP · 3m−5.0%
KR vs XLP · 6m−19.2%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall60.00
Zero-gamma59.50
Put wall60.00
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 Sep2.58%−0.63 pp
Put wall moved55.00 → 60.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (59.50) — dealer hedging dampens moves above it. The 60.00 call wall is the nearest-expiry ceiling heuristic; 60.00 is the floor. Options price ±2.6% into Sep 18. Dark-pool short volume at 61% and above vs its 20-day. The falling-knife screen has it watching after a 27% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.