File: LQDWatchlistCLIPPED · 2026-09-14
LQD
104.30
−0.0%
±1.0%into Sep 18103.28–105.32±1.0%monthly103.28–105.32Pullback · —Knife · —Momentum · —DP short-vol · 52% ▾ easing
Price · 6 months · daily
6m high106.57
6m low104.30
Vol vs 20d avg1.1×
Off 52-wk high-2.1%
Sector RS
No sector benchmark series for this name.
Gamma profile CBOE delayed
Call wall106.00
Zero-gamma106.25
Put wall104.00
Spot vs zero-γ1.8% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
18 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep0.98%+0.19 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 (106.25) — dealer hedging chases moves below it. The 106.00 call wall is the nearest-expiry ceiling heuristic; 104.00 is the floor. Options price ±1.0% into Sep 18. Dark-pool short volume at 52% and easing vs its 20-day.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.