File: TRVFinancialsCLIPPED · 2026-06-30
TRV
Travelers Companies (The)Sector benchmark XLF
330.12
−0.5%
±4.2%into Jul 17316.17–344.07±4.2%monthly316.17–344.07Pullback · —Knife · —Momentum · —DP short-vol · 47% ▾ easing
Price · 6 months · daily
6m high331.88
6m low267.32
Vol vs 20d avg0.8× · quiet
Off 52-wk high-0.5%
Dark pool FINRA · T+1
Short-vol ratio47% · easing
Off-exchange share28%
vs own 1-yr (z)0.9
Sector RS vs XLF
+2.5%vs XLF · 63 sessions
TRV vs XLF · 3m+2.5%
TRV vs XLF · 6m+17.6%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall340.00
Zero-gamma315.00
Put wall320.00
Spot vs zero-γ4.8% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-17 · heuristics · full profile →
Auto-note //Holding above zero-gamma (315.00) — dealer hedging dampens moves above it. The 340.00 call wall is the nearest-expiry ceiling heuristic; 320.00 is the floor. Options price ±4.2% into Jul 17. Dark-pool short volume at 47% 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.