File: PMConsumer Staples · Mega capCLIPPED · 2026-09-14
PM
Philip Morris InternationalMkt cap $275B
Sector benchmark XLP
Sector benchmark XLP
194.86
+2.0%
±2.5%into Sep 18188.52–198.38±2.5%monthly188.52–198.38Pullback · CandidateKnife · —Momentum · —DP short-vol · 63% ▴ above 20d
Price · 6 months · daily
6m high200.17
6m low153.25
Vol vs 20d avg0.7× · quiet
Off 52-wk high-2.7%
Dark pool FINRA · T+1
19Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio63% · above 20d
Off-exchange share37%
vs own 1-yr (z)0.3
Sector RS vs XLP
+6.7%vs XLP · 63 sessions
PM vs XLP · 3m+6.7%
PM vs XLP · 6m+12.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall195.00
Zero-gamma186.25
Put wall190.00
Spot vs zero-γ4.6% above
Dealer posturelong gamma · dampens 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 Sep2.55%−0.45 pp
Put wall moved175.00 → 190.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (186.25) — dealer hedging dampens moves above it. The 195.00 call wall is the nearest-expiry ceiling heuristic; 190.00 is the floor. Options price ±2.5% into Sep 18. Dark-pool short volume at 63% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 4.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.