Page 02The dossier — everything the lab knows about one name, on one sheetSPY
File: SPYETFCLIPPED · 2026-06-12
SPY
741.75
+0.5%
±0.9%into Jun 15735.35–748.15±1.6%monthly729.53–753.97Pullback · —Knife · —Momentum · —DP short-vol · 48% ▾ easing
Price · 6 months · daily
6m high759.57
6m low631.97
Vol vs 20d avg1.0×
Off 52-wk high-2.3%
Dark pool FINRA · T+1
Short-vol ratio48% · easing
Off-exchange share33%
vs own 1-yr (z)-1.9
Sector RS
No sector benchmark series for this name.
Gamma profile CBOE delayed
Call wall747.00
Zero-gamma737.00
Put wall735.00
Spot vs zero-γ0.6% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-06-15 · heuristics · full profile →
Auto-note //Holding above zero-gamma (737.00) — dealer hedging dampens moves above it. The 747.00 call wall is the nearest-expiry ceiling heuristic; 735.00 is the floor. Options price ±0.9% into Jun 15. Dark-pool short volume at 48% and easing vs its 20-day.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.