File: MRKHealth Care · Mega capCLIPPED · 2026-09-14
MRK
Merck & Co.Mkt cap $293B
Sector benchmark XLV
Sector benchmark XLV
144.85
+0.6%
±2.7%into Sep 18140.87–148.83±2.7%monthly140.87–148.83Pullback · —Knife · —Momentum · Held 3mo · #26DP short-vol · 47% ▴ above 20d
Price · 6 months · daily
6m high156.45
6m low108.40
Vol vs 20d avg0.7× · quiet
Off 52-wk high-7.4%
Dark pool FINRA · T+1
Short-vol ratio47% · above 20d
Off-exchange share36%
vs own 1-yr (z)-0.1
Sector RS vs XLV
+11.9%vs XLV · 63 sessions
MRK vs XLV · 3m+11.9%
MRK vs XLV · 6m+13.1%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall140.00
Zero-gamma144.50
Put wall145.00
Spot vs zero-γ0.2% 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 Sep2.74%−0.37 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 (144.50) — dealer hedging dampens moves above it. The 140.00 call wall is the nearest-expiry ceiling heuristic; 145.00 is the floor. Options price ±2.7% into Sep 18. Dark-pool short volume at 47% 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.