File: NOCIndustrials · Large capCLIPPED · 2026-09-14
NOC
Northrop GrummanMkt cap $76B
Sector benchmark XLI
Sector benchmark XLI
527.39
+1.6%
±2.5%into Sep 18515.42–542.32±2.5%monthly515.42–542.32Pullback · —Knife · FadedMomentum · —DP short-vol · 54% ▴ above 20d
Price · 6 months · daily
6m high732.74
6m low496.02
Vol vs 20d avg1.2×
Off 52-wk high-31.0%
Dark pool FINRA · T+1
Short-vol ratio54% · above 20d
Off-exchange share38%
vs own 1-yr (z)-0.8
Sector RS vs XLI
−0.9%vs XLI · 63 sessions
NOC vs XLI · 3m−0.9%
NOC vs XLI · 6m−30.2%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall535.00
Zero-gamma517.50
Put wall540.00
Spot vs zero-γ1.9% 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 Sep2.54%−0.31 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 (517.50) — dealer hedging dampens moves above it. The 535.00 call wall is the nearest-expiry ceiling heuristic; 540.00 is the floor. Options price ±2.5% into Sep 18. Dark-pool short volume at 54% 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.