File: MOConsumer Staples · Large capCLIPPED · 2026-09-14
MO
AltriaMkt cap $118B
Sector benchmark XLP
Sector benchmark XLP
70.61
+2.4%
±2.7%into Sep 1868.73–72.49±2.7%monthly68.73–72.49Pullback · —Knife · WatchingMomentum · —DP short-vol · 55% ▴ above 20d
Price · 6 months · daily
6m high74.92
6m low62.33
Vol vs 20d avg0.9×
Off 52-wk high-5.8%
Dark pool FINRA · T+1
Short-vol ratio55% · above 20d
Off-exchange share35%
vs own 1-yr (z)-0.2
Sector RS vs XLP
+0.6%vs XLP · 63 sessions
MO vs XLP · 3m+0.6%
MO vs XLP · 6m+7.1%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall70.00
Zero-gamma69.50
Put wall67.50
Spot vs zero-γ1.6% 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 Sep2.66%−0.16 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (69.50) — dealer hedging dampens moves above it. The 70.00 call wall is the nearest-expiry ceiling heuristic; 67.50 is the floor. Options price ±2.7% into Sep 18. Dark-pool short volume at 55% and above vs its 20-day. The falling-knife screen has it watching after a 17% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.