File: WMTConsumer StaplesCLIPPED · 2026-06-30

WMT

Walmart

Sector benchmark XLP

113.26

−1.2%

±1.5%into Jul 2111.59–114.93±4.0%monthly108.69–117.83Pullback · —Knife · —Momentum · —DP short-vol · 46% ▴ above 20d

Price · 6 months · dailyprice50-day200-day

Option levels

6m high134.20

6m low110.97

Vol vs 20d avg0.9×

Off 52-wk high-15.6%

Dark pool FINRA · T+1

Short-vol ratio46% · above 20d

Off-exchange share28%

vs own 1-yr (z)0.1

full dark-pool history →

Sector RS vs XLP

−9.4%vs XLP · 63 sessions

WMT vs XLP · 3m−9.4%

WMT vs XLP · 6m−4.7%

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

Gamma profile CBOE delayed

Call wall116.00

Zero-gamma115.50

Put wall114.00

Spot vs zero-γ1.9% below

Dealer postureshort gamma · chases moves

nearest expiry 2026-07-02 · heuristics · full profile →

Auto-note //Sitting below zero-gamma (115.50) — dealer hedging chases moves below it. The 116.00 call wall is the nearest-expiry ceiling heuristic; 114.00 is the floor. Options price ±1.5% into Jul 2. Dark-pool short volume at 46% and above 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.