File: METFinancialsCLIPPED · 2026-09-14
MET
MetLifeSector benchmark XLF
97.75
+0.6%
±2.1%into Sep 1895.44–99.48±2.1%monthly95.44–99.48Pullback · —Knife · —Momentum · —DP short-vol · 66% ▴ above 20d
Price · 6 months · daily
6m high99.95
6m low67.19
Vol vs 20d avg1.1×
Off 52-wk high-2.2%
Dark pool FINRA · T+1
Short-vol ratio66% · above 20d
Off-exchange share29%
vs own 1-yr (z)-0.0
Sector RS vs XLF
+2.6%vs XLF · 63 sessions
MET vs XLF · 3m+2.6%
MET vs XLF · 6m+23.6%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall100.00
Zero-gamma88.75
Put wall97.50
Spot vs zero-γ10.1% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
15 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.08%−0.31 pp
Call wall moved95.00 → 100.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (88.75) — dealer hedging dampens moves above it. The 100.00 call wall is the nearest-expiry ceiling heuristic; 97.50 is the floor. Options price ±2.1% into Sep 18. Dark-pool short volume at 66% and above 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.