MSCI

Sector benchmark XLF

553.65

−0.2%

±2.9%into Sep 18538.46–570.76±2.9%monthly538.46–570.76Pullback · —Knife · —Momentum · —DP short-vol · 38% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high643.83

6m low521.52

Vol vs 20d avg1.7× · heavy

Off 52-wk high-14.0%

Dark pool FINRA · T+1

Short-vol ratio38% · easing

Off-exchange share36%

vs own 1-yr (z)-1.3

full dark-pool history →

Sector RS vs XLF

−13.9%vs XLF · 63 sessions

MSCI vs XLF · 3m−13.9%

MSCI vs XLF · 6m−13.5%

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

Gamma profile CBOE delayed

Call wall580.00

Zero-gamma575.00

Put wall550.00

Spot vs zero-γ3.7% below

Dealer posturelong gamma · dampens moves

nearest expiry 2026-09-18 · heuristics · full profile →

Gamma history nightly

16 Jul → 11 Sep · full history →

Session over session 9 Sep → 11 Sep

Expected move · monthly 18 Sep2.91%−0.96 pp

Put wall moved530.00 → 550.00

full listed chain, a separate capture from the gamma panel · CBOE delayed

Auto-note //Sitting below zero-gamma (575.00) — dealer hedging chases moves below it. The 580.00 call wall is the nearest-expiry ceiling heuristic; 550.00 is the floor. Options price ±2.9% into Sep 18. Dark-pool short volume at 38% 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.