MS

Morgan Stanley

Sector benchmark XLF

206.58

−3.6%

±3.1%into Sep 18200.14–213.02±3.1%monthly200.14–213.02Pullback · —Knife · —Momentum · —DP short-vol · 26% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high228.55

6m low154.87

Vol vs 20d avg2.0× · heavy

Off 52-wk high-9.6%

Dark pool FINRA · T+1

Short-vol ratio26% · easing

Off-exchange share30%

vs own 1-yr (z)-0.6

full dark-pool history →

Sector RS vs XLF

−10.0%vs XLF · 63 sessions

MS vs XLF · 3m−10.0%

MS vs XLF · 6m+14.4%

ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall200.00

Zero-gamma213.75

Put wall210.00

Spot vs zero-γ3.4% below

Dealer postureshort gamma · chases 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 Sep3.12%−0.02 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 (213.75) — dealer hedging chases moves below it. The 200.00 call wall is the nearest-expiry ceiling heuristic; 210.00 is the floor. Options price ±3.1% into Sep 18. Dark-pool short volume at 26% 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.