File: LIIIndustrials · Large capCLIPPED · 2026-09-14
LII
Lennox InternationalMkt cap $18B
Sector benchmark XLI
Sector benchmark XLI
365.51
−0.1%
±3.8%into Sep 18351.46–379.56±3.8%monthly351.46–379.56Pullback · CandidateKnife · —Momentum · —DP short-vol · 74% ▴ above 20d
Price · 6 months · daily
6m high572.95
6m low365.51
Vol vs 20d avg1.2×
Off 52-wk high-36.2%
Dark pool FINRA · T+1
33Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio74% · above 20d
Off-exchange share39%
vs own 1-yr (z)-1.9
Sector RS vs XLI
−26.2%vs XLI · 63 sessions
LII vs XLI · 3m−26.2%
LII vs XLI · 6m−26.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall370.00
Zero-gamma395.00
Put wall360.00
Spot vs zero-γ7.5% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
21 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep3.84%+0.12 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 (395.00) — dealer hedging chases moves below it. The 370.00 call wall is the nearest-expiry ceiling heuristic; 360.00 is the floor. Options price ±3.8% into Sep 18. Dark-pool short volume at 74% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Jul 23.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.