File: WFCFinancials · Mega capCLIPPED · 2026-09-14

WFC

Wells Fargo

Mkt cap $250B
Sector benchmark XLF

88.71

−1.7%

±2.8%into Sep 1886.25–91.17±2.8%monthly86.25–91.17Pullback · CandidateKnife · TurnedMomentum · —DP short-vol · 61% ▴ above 20d

Price · 6 months · dailyprice50-day200-day

Option levels

6m high90.29

6m low73.42

Vol vs 20d avg1.3×

Off 52-wk high-7.0%

Dark pool FINRA · T+1

25Selection score
frozen logit · OOS +0.145R · one era

Short-vol ratio61% · above 20d

Off-exchange share30%

vs own 1-yr (z)0.1

full dark-pool history →

Sector RS vs XLF

−1.3%vs XLF · 63 sessions

WFC vs XLF · 3m−1.3%

WFC vs XLF · 6m+2.7%

ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall90.00

Zero-gamma88.50

Put wall87.50

Spot vs zero-γ0.2% above

Dealer posturelong gamma · dampens moves

nearest expiry 2026-09-18 · heuristics · full profile →

Gamma history nightly

3 Aug → 14 Sep · full history →

Session over session 11 Sep → 14 Sep

Expected move · monthly 18 Sep2.77%0.00 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 (88.50) — dealer hedging dampens moves above it. The 90.00 call wall is the nearest-expiry ceiling heuristic; 87.50 is the floor. Options price ±2.8% into Sep 18. Dark-pool short volume at 61% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 28. The falling-knife screen has it turned after a 23% sell-off.

Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.