File: XLFWatchlistCLIPPED · 2026-09-14
XLF
57.03
−0.4%
±0.9%into Sep 1556.54–57.52±1.4%monthly56.21–57.85Pullback · —Knife · —Momentum · —DP short-vol · 58% ▾ easing
Price · 6 months · daily
6m high58.56
6m low47.81
Vol vs 20d avg1.3×
Off 52-wk high-2.6%
Sector RS
No sector benchmark series for this name.
Gamma profile CBOE delayed
Call wall57.50
Zero-gamma57.25
Put wall57.00
Spot vs zero-γ0.4% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-15 · heuristics · full profile →
Gamma history nightly
18 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep1.45%−0.09 pp
Call wall moved58.00 → 57.00
Put wall moved58.00 → 56.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (57.25) — dealer hedging chases moves below it. The 57.50 call wall is the nearest-expiry ceiling heuristic; 57.00 is the floor. Options price ±0.9% into Sep 15. Dark-pool short volume at 58% 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.