File: VLTOIndustrials · Large capCLIPPED · 2026-09-14
VLTO
VeraltoMkt cap $21B
Sector benchmark XLI
Sector benchmark XLI
96.30
+2.3%
±3.5%into Sep 1890.85–97.35±3.5%monthly90.85–97.35Pullback · —Knife · TurnedMomentum · —DP short-vol · 71% ▴ above 20d
Price · 6 months · daily
6m high100.10
6m low82.23
Vol vs 20d avg0.7× · quiet
Off 52-wk high-11.3%
Dark pool FINRA · T+1
Short-vol ratio71% · above 20d
Off-exchange share34%
vs own 1-yr (z)1.6
Sector RS vs XLI
+19.5%vs XLI · 63 sessions
VLTO vs XLI · 3m+19.5%
VLTO vs XLI · 6m+3.3%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall100.00
Zero-gamma97.50
Put wall95.00
Spot vs zero-γ1.2% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
17 Jul → 11 Sep · full history →
Session over session 10 Sep → 11 Sep
Expected move · monthly 18 Sep3.45%−0.31 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 (97.50) — dealer hedging chases moves below it. The 100.00 call wall is the nearest-expiry ceiling heuristic; 95.00 is the floor. Options price ±3.5% into Sep 18. Dark-pool short volume at 71% and above vs its 20-day. The falling-knife screen has it turned after a 21% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.