O

Realty Income

Sector benchmark XLRE

59.27

−0.4%

±1.9%into Sep 1858.24–60.44±1.9%monthly58.24–60.44Pullback · —Knife · —Momentum · —DP short-vol · 55% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high65.75

6m low59.27

Vol vs 20d avg1.8× · heavy

Off 52-wk high-11.1%

Dark pool FINRA · T+1

Short-vol ratio55% · easing

Off-exchange share39%

vs own 1-yr (z)0.1

full dark-pool history →

Sector RS vs XLRE

−1.5%vs XLRE · 63 sessions

O vs XLRE · 3m−1.5%

O vs XLRE · 6m−9.3%

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

Gamma profile CBOE delayed

Call wall60.00

Zero-gamma61.25

Put wall60.00

Spot vs zero-γ3.2% below

Dealer postureshort gamma · chases moves

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

Gamma history nightly

31 Jul → 14 Sep · full history →

Session over session 11 Sep → 14 Sep

Expected move · monthly 18 Sep1.85%+0.09 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 (61.25) — dealer hedging chases moves below it. The 60.00 call wall is the nearest-expiry ceiling heuristic; 60.00 is the floor. Options price ±1.9% into Sep 18. Dark-pool short volume at 55% 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.