File: VRTXHealth Care · Large capCLIPPED · 2026-09-14
VRTX
Vertex PharmaceuticalsMkt cap $112B
Sector benchmark XLV
Sector benchmark XLV
519.51
+0.8%
±3.0%into Sep 18503.81–535.21±3.0%monthly503.81–535.21Pullback · CandidateKnife · FadedMomentum · —DP short-vol · 68% ▴ above 20d
Price · 6 months · daily
6m high557.96
6m low423.24
Vol vs 20d avg0.8×
Off 52-wk high-6.9%
Dark pool FINRA · T+1
24Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio68% · above 20d
Off-exchange share32%
vs own 1-yr (z)2.9
Sector RS vs XLV
+6.6%vs XLV · 63 sessions
VRTX vs XLV · 3m+6.6%
VRTX vs XLV · 6m−1.6%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall520.00
Zero-gamma517.50
Put wall510.00
Spot vs zero-γ0.4% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
1 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep3.02%+0.09 pp
Call wall moved500.00 → 530.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (517.50) — dealer hedging dampens moves above it. The 520.00 call wall is the nearest-expiry ceiling heuristic; 510.00 is the floor. Options price ±3.0% into Sep 18. Dark-pool short volume at 68% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Jul 23.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.