File: SNAIndustrials · Large capCLIPPED · 2026-09-14
SNA
Snap-onMkt cap $20B
Sector benchmark XLI
Sector benchmark XLI
377.78
+0.6%
±1.9%into Sep 18371.45–385.85±1.9%monthly371.45–385.85Pullback · CandidateKnife · —Momentum · —DP short-vol · 82% ▴ above 20d
Price · 6 months · daily
6m high419.31
6m low354.18
Vol vs 20d avg1.1×
Off 52-wk high-9.9%
Dark pool FINRA · T+1
23Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio82% · above 20d
Off-exchange share33%
vs own 1-yr (z)0.3
Sector RS vs XLI
+0.8%vs XLI · 63 sessions
SNA vs XLI · 3m+0.8%
SNA vs XLI · 6m+0.0%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall380.00
Zero-gamma375.00
Put wall370.00
Spot vs zero-γ0.7% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
28 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep1.90%−0.42 pp
Call wall moved380.00 → 390.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (375.00) — dealer hedging dampens moves above it. The 380.00 call wall is the nearest-expiry ceiling heuristic; 370.00 is the floor. Options price ±1.9% into Sep 18. Dark-pool short volume at 82% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 14.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.