File: SJMConsumer Staples · Large capCLIPPED · 2026-09-14
SJM
J.M. Smucker Company (The)Mkt cap $11B
Sector benchmark XLP
Sector benchmark XLP
121.30
+0.1%
±2.5%into Sep 18118.53–124.59±2.5%monthly118.53–124.59Pullback · CandidateKnife · TurnedMomentum · —DP short-vol · 53% ▾ easing
Price · 6 months · daily
6m high132.34
6m low88.55
Vol vs 20d avg1.0×
Off 52-wk high-8.3%
Dark pool FINRA · T+1
25Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio53% · easing
Off-exchange share42%
vs own 1-yr (z)0.3
Sector RS vs XLP
+5.1%vs XLP · 63 sessions
SJM vs XLP · 3m+5.1%
SJM vs XLP · 6m+15.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall125.00
Zero-gamma112.50
Put wall125.00
Spot vs zero-γ7.8% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
10 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.49%−0.21 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (112.50) — dealer hedging dampens moves above it. The 125.00 call wall is the nearest-expiry ceiling heuristic; 125.00 is the floor. Options price ±2.5% into Sep 18. Dark-pool short volume at 53% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 12. The falling-knife screen has it turned after a 26% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.