File: STZConsumer Staples · Large capCLIPPED · 2026-09-14
STZ
Constellation BrandsMkt cap $24B
Sector benchmark XLP
Sector benchmark XLP
125.00
+2.1%
±2.6%into Sep 18120.40–126.90±2.6%monthly120.40–126.90Pullback · —Knife · TurnedMomentum · —DP short-vol · 24% ▾ easing
Price · 6 months · daily
6m high165.05
6m low120.98
Vol vs 20d avg1.4×
Off 52-wk high-24.5%
Dark pool FINRA · T+1
Short-vol ratio24% · easing
Off-exchange share39%
vs own 1-yr (z)-0.5
Sector RS vs XLP
−15.0%vs XLP · 63 sessions
STZ vs XLP · 3m−15.0%
STZ vs XLP · 6m−16.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall125.00
Zero-gamma128.50
Put wall125.00
Spot vs zero-γ2.7% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
23 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.63%−0.21 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 (128.50) — dealer hedging chases moves below it. The 125.00 call wall is the nearest-expiry ceiling heuristic; 125.00 is the floor. Options price ±2.6% into Sep 18. Dark-pool short volume at 24% and easing vs its 20-day. The falling-knife screen has it turned after a 24% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.