File: WABIndustrials · Large capCLIPPED · 2026-09-14
WAB
WabtecMkt cap $45B
Sector benchmark XLI
Sector benchmark XLI
278.42
−1.7%
±2.6%into Sep 18275.77–290.67±2.6%monthly275.77–290.67Pullback · CandidateKnife · —Momentum · —DP short-vol · 54% ▾ easing
Price · 6 months · daily
6m high305.79
6m low235.77
Vol vs 20d avg0.8×
Off 52-wk high-9.0%
Dark pool FINRA · T+1
12Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio54% · easing
Off-exchange share35%
vs own 1-yr (z)1.4
Sector RS vs XLI
+8.6%vs XLI · 63 sessions
WAB vs XLI · 3m+8.6%
WAB vs XLI · 6m+13.8%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall290.00
Zero-gamma295.00
Put wall280.00
Spot vs zero-γ5.6% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
14 Jul → 11 Sep · full history →
Session over session 10 Sep → 11 Sep
Expected move · monthly 18 Sep2.63%−0.26 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 (295.00) — dealer hedging chases moves below it. The 290.00 call wall is the nearest-expiry ceiling heuristic; 280.00 is the floor. Options price ±2.6% into Sep 18. Dark-pool short volume at 54% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Jul 22.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.