File: SNDKInformation Technology · Mega capCLIPPED · 2026-09-14
SNDK
SandiskMkt cap $268B
Sector benchmark XLK
Sector benchmark XLK
1,551.99
−5.0%
±6.0%into Sep 181,459.64–1,644.34±6.0%monthly1,459.64–1,644.34Pullback · —Knife · TurnedMomentum · Held 3mo · #1DP short-vol · 55% ▴ above 20d
Price · 6 months · daily
6m high2,335.00
6m low572.50
Vol vs 20d avg0.8× · quiet
Off 52-wk high-33.5%
Dark pool FINRA · T+1
Short-vol ratio55% · above 20d
Off-exchange share45%
vs own 1-yr (z)1.8
Sector RS vs XLK
−21.5%vs XLK · 63 sessions
SNDK vs XLK · 3m−21.5%
SNDK vs XLK · 6m+73.9%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall1,625.00
Zero-gamma1,570.00
Put wall1,510.00
Spot vs zero-γ1.1% 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 Sep5.95%−0.61 pp
Call wall moved1,700.00 → 1,600.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (1,570.00) — dealer hedging chases moves below it. The 1,625.00 call wall is the nearest-expiry ceiling heuristic; 1,510.00 is the floor. Options price ±6.0% into Sep 18. Dark-pool short volume at 55% and above vs its 20-day. The falling-knife screen has it turned after a 58% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.