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File: WTWCLIPPED · 2026-09-14

WTW

Willis Towers Watson
Mkt cap $24B
Sector benchmark XLF
323.71
+2.6%
±2.5%into Sep 18315.46331.96±2.5%monthly315.46331.96Pullback · CandidateKnife · FadedMomentum · DP short-vol · 62% ▴ above 20d
Price · 6 months · daily
6m high350.75
6m low242.12
Vol vs 20d avg0.9×
Off 52-wk high-7.7%

Dark pool FINRA · T+1

31Selection score
frozen logit · OOS +0.145R · one era
SVR 50%SHORT-VOL RATIO · 40 SESSIONS
Short-vol ratio62% · above 20d
Off-exchange share33%
vs own 1-yr (z)-1.0

Sector RS vs XLF

+14.9%vs XLF · 63 sessions
WTW vs XLF · 3m+14.9%
WTW vs XLF · 6m−4.3%
ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall320.00
Zero-gamma315.00
Put wall310.00
Spot vs zero-γ2.8% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →

Gamma history nightly

0NET GEX $M · ALL EXPIRIES
23 Jul14 Sep · full history →

Session over session 11 Sep14 Sep

Expected move · monthly 18 Sep2.55%−0.29 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 (315.00) — dealer hedging dampens moves above it. The 320.00 call wall is the nearest-expiry ceiling heuristic; 310.00 is the floor. Options price ±2.5% into Sep 18. Dark-pool short volume at 62% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Sep 14.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.