File: TRVFinancialsCLIPPED · 2026-09-14
TRV
Travelers Companies (The)Sector benchmark XLF
378.05
+0.8%
±2.6%into Sep 18365.42–384.98±2.6%monthly365.42–384.98Pullback · —Knife · —Momentum · —DP short-vol · 61% ▴ above 20d
Price · 6 months · daily
6m high397.22
6m low284.08
Vol vs 20d avg0.9×
Off 52-wk high-4.8%
Dark pool FINRA · T+1
Short-vol ratio61% · above 20d
Off-exchange share29%
vs own 1-yr (z)-1.4
Sector RS vs XLF
+15.7%vs XLF · 63 sessions
TRV vs XLF · 3m+15.7%
TRV vs XLF · 6m+7.0%
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-γ0.8% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
16 Jul → 11 Sep · full history →
Session over session 9 Sep → 11 Sep
Expected move · monthly 18 Sep2.61%−0.25 pp
Call and put wallheld their strikes
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 ±2.6% into Sep 18. Dark-pool short volume at 61% and above 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.