File: PMConsumer Staples · Mega capCLIPPED · 2026-06-30
PM
Philip Morris InternationalMkt cap $275B
Sector benchmark XLP
Sector benchmark XLP
180.91
−1.1%
±1.7%into Jul 2177.81–184.01±5.3%monthly171.36–190.46Pullback · CandidateKnife · TurnedMomentum · —DP short-vol · 35% ▾ easing
Price · 6 months · daily
6m high191.86
6m low153.25
Vol vs 20d avg1.1×
Off 52-wk high-5.7%
Dark pool FINRA · T+1
22Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio35% · easing
Off-exchange share31%
vs own 1-yr (z)0.5
Sector RS vs XLP
+8.2%vs XLP · 63 sessions
PM vs XLP · 3m+8.2%
PM vs XLP · 6m+6.1%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall180.00
Zero-gamma173.75
Put wall180.00
Spot vs zero-γ4.1% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-02 · heuristics · full profile →
Auto-note //Holding above zero-gamma (173.75) — dealer hedging dampens moves above it. The 180.00 call wall is the nearest-expiry ceiling heuristic; 180.00 is the floor. Options price ±1.7% into Jul 2. Dark-pool short volume at 35% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Jun 2. 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.