WMT

Walmart

Sector benchmark XLP

109.08

+1.8%

±2.2%into Sep 18106.66–111.50±2.2%monthly106.66–111.50Pullback · —Knife · —Momentum · —DP short-vol · 38% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high134.20

6m low102.63

Vol vs 20d avg0.9×

Off 52-wk high-18.7%

Dark pool FINRA · T+1

Short-vol ratio38% · easing

Off-exchange share34%

vs own 1-yr (z)0.0

full dark-pool history →

Sector RS vs XLP

−9.0%vs XLP · 63 sessions

WMT vs XLP · 3m−9.0%

WMT vs XLP · 6m−13.6%

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

Gamma profile CBOE delayed

Call wall110.00

Zero-gamma105.50

Put wall110.00

Spot vs zero-γ3.4% 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 Sep2.21%−0.10 pp

Call wall moved107.00 → 110.00

Put wall moved105.00 → 110.00

full listed chain, a separate capture from the gamma panel · CBOE delayed

Auto-note //Holding above zero-gamma (105.50) — dealer hedging dampens moves above it. The 110.00 call wall is the nearest-expiry ceiling heuristic; 110.00 is the floor. Options price ±2.2% into Sep 18. Dark-pool short volume at 38% and easing 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.