File: PEPConsumer Staples · Large capCLIPPED · 2026-09-14
PEP
PepsiCoMkt cap $195B
Sector benchmark XLP
Sector benchmark XLP
136.34
+0.0%
±1.8%into Sep 18133.84–138.84±1.8%monthly133.84–138.84Pullback · —Knife · TurnedMomentum · —DP short-vol · 29% ▾ easing
Price · 6 months · daily
6m high156.84
6m low134.95
Vol vs 20d avg1.5× · heavy
Off 52-wk high-18.5%
Dark pool FINRA · T+1
Short-vol ratio29% · easing
Off-exchange share31%
vs own 1-yr (z)0.3
Sector RS vs XLP
−4.6%vs XLP · 63 sessions
PEP vs XLP · 3m−4.6%
PEP vs XLP · 6m−14.0%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall140.00
Zero-gamma138.50
Put wall135.00
Spot vs zero-γ1.6% 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 Sep1.83%−0.08 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 (138.50) — dealer hedging chases moves below it. The 140.00 call wall is the nearest-expiry ceiling heuristic; 135.00 is the floor. Options price ±1.8% into Sep 18. Dark-pool short volume at 29% and easing vs its 20-day. The falling-knife screen has it turned after a 20% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.