File: SPGReal Estate · Large capCLIPPED · 2026-09-14
SPG
Simon Property GroupMkt cap $67B
Sector benchmark XLRE
Sector benchmark XLRE
204.97
+0.1%
±3.4%into Sep 18197.93–211.83±3.4%monthly197.93–211.83Pullback · CandidateKnife · —Momentum · —DP short-vol · 52% ▾ easing
Price · 6 months · daily
6m high236.70
6m low176.34
Vol vs 20d avg0.8×
Off 52-wk high-13.4%
Dark pool FINRA · T+1
26Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio52% · easing
Off-exchange share33%
vs own 1-yr (z)-0.1
Sector RS vs XLRE
−2.4%vs XLRE · 63 sessions
SPG vs XLRE · 3m−2.4%
SPG vs XLRE · 6m+8.0%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall210.00
Zero-gamma215.00
Put wall210.00
Spot vs zero-γ4.7% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
20 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep3.39%−0.02 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (215.00) — dealer hedging chases moves below it. The 210.00 call wall is the nearest-expiry ceiling heuristic; 210.00 is the floor. Options price ±3.4% into Sep 18. Dark-pool short volume at 52% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 7.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.