NRG

NRG Energy

Sector benchmark XLU

108.47

−4.4%

±4.7%into Sep 18104.18–114.42±4.7%monthly104.18–114.42Pullback · —Knife · —Momentum · —DP short-vol · 24% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high170.44

6m low108.47

Vol vs 20d avg1.2×

Off 52-wk high-40.9%

Dark pool FINRA · T+1

Short-vol ratio24% · easing

Off-exchange share39%

vs own 1-yr (z)-2.4

full dark-pool history →

Sector RS vs XLU

−8.5%vs XLU · 63 sessions

NRG vs XLU · 3m−8.5%

NRG vs XLU · 6m−20.6%

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

Gamma profile CBOE delayed

Call wall120.00

Zero-gamma114.50

Put wall110.00

Spot vs zero-γ5.3% below

Dealer postureshort gamma · chases moves

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

Gamma history nightly

22 Jul → 14 Sep · full history →

Session over session 11 Sep → 14 Sep

Expected move · monthly 18 Sep4.69%−0.18 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 (114.50) — dealer hedging chases moves below it. The 120.00 call wall is the nearest-expiry ceiling heuristic; 110.00 is the floor. Options price ±4.7% into Sep 18. Dark-pool short volume at 24% 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.