Simplify Analytics
XLP

XLP

sector ETF · Core universe$82.80 unadjusted close, 2026-09-18as of 2026-09-20
book spot $83.49 (unadjusted close, 2026-09-17)gamma flip $85.23 (+2.01 ATR from book spot) · 2026-09-17call wall $85.00 (+1.81% from book spot) · 2026-09-17put wall $84.00 (+0.61% from book spot) · 2026-09-17max pain $85.00 (+1.81% from book spot, 2026-10-16 monthly) · 2026-09-17200-session mean $82.97 (close 0.20% below it) · 2026-09-18

Peers today: 8 names — the eight SPDR sector funds.

The 5 most unusual now — this name's registered metrics ordered by |robust z|, computed in core.metric_context(). Codes, price levels and readings below n_min are not facts and are not listed.

The 5 most unusual now — this name's registered metrics ordered by |robust z|, computed in core.metric_context(). Codes, price levels and readings below n_min are not facts and are not listed.
metricvaluevalue_dateown-history percentilerobust z
net GEXnet_gex-$135.9m per 1%2026-09-17own all (<3y) 0.8% · n=64-4.10 · n=64
put wall distanceput_wall_distance_pct0.61%2026-09-17own all (<3y) 97.7% · n=643.59 · n=64
term-structure runiv_term_regime_days-332026-09-18own all (<3y) 6.6% · n=241-3.37 · n=241
10-delta risk reversalrr_10d+1.6 pts2026-09-17own all (<3y) 92.6% · n=341.87 · n=34
1-session returnret_1d-0.83%2026-09-18own 3y 13.4% · n=750-1.28 · n=2525

Technicals

own 3y 21.0% · n=750 · 2026-09-18peers today 43.8% · n=8 · 2026-09-18

from options: Chain levels from the 2026-09-17 book, on the price line: gamma flip $85.23; call wall $85.00; put wall $84.00.

XLP close$82.802026-09-18gamma flip$85.232026-09-17volume10,594,6932026-09-18

250 sessions from 2025-09-21

price vs 200-session mean
-0.20%
own 3y 21.0% · n=750
2026-09-18
drawdown from 252-session high
-6.85%
own 3y 15.5% · n=750
2026-09-18
realised vol, 21 sessions
13.4%
own 3y 66.5% · n=750
2026-09-18
1-session return
-0.83%
own 3y 13.4% · n=750
2026-09-18
dollar volume, 21-session mean
$0.83B
own 3y 32.1% · n=750
2026-09-18

Price from core.prices_asof() - split- and price-factor-adjusted to the as-of date, dividends left in. Volume as collected. The flip overlay is this name's own gamma_flip_level on each session whose gamma_flip_state found one, bounded at what was knowable on the as-of date.

Options & IV

own all (<3y) 23.7% · n=241 · 2026-09-18peers today 6.3% · n=8 · 2026-09-18

from technicals: 30-day IV 13.8% (2026-09-18) against 21-session realised vol 13.4% (2026-09-18).

30-day IV
13.8%
own all (<3y) 23.7% · n=241
2026-09-18
90-day IV
14.7%
own all (<3y) 24.7% · n=241
2026-09-18
term slope, 30d - 90d
-0.9 pts
own all (<3y) 24.1% · n=241
2026-09-18
term-structure run
-33
own all (<3y) 6.6% · n=241
2026-09-18
variance risk premium, 30d
+2.6 pts
own all (<3y) 72.7% · n=236
2026-09-18
25-delta risk reversal
-0.6 pts
own all (<3y) 69.1% · n=34
2026-09-17
10-delta risk reversal
+1.6 pts
own all (<3y) 92.6% · n=34
2026-09-17
net GEX
-$135.9m per 1%
own all (<3y) 0.8% · n=64
2026-09-17
0DTE share of volume
no reading for 2026-09-17
never observed
never observed

The whole chain and IV surface for XLP

Constant-maturity IV, the variance risk premium and skew from the vendor's interpolated surface; net GEX and the 0DTE share from the chain book of 2026-09-17. No export: the chain is the vendor's personal-use tier (ADR-0020).

Short & borrow

own history 97.1% · n=87 · 2026-09-18peers today 81.3% · n=8 · 2026-09-18

from technicals: Fee 0.49% on 2026-09-18, with the price 6.85% below its 252-session high on 2026-09-18.

fee rate
0.49%
annualised · 2026-09-18
in its own accrued history
97.1%
n=87 days from 2026-05-15 · range 0.27–0.66%
rebate rate
3.39%
observed 2026-09-18 15:24:53
shares available
1,800,000
as the vendor last posted
0.49%2026-09-18
XLY0.68%2026-09-18
XLP0.49%2026-09-18
XLV0.43%2026-09-18
XLI0.42%2026-09-18
XLF0.41%2026-09-18
XLK0.31%2026-09-18
XLE0.31%2026-09-18
XLU0.28%2026-09-18

Ranked 2 of 8 names with a snapshot on 2026-09-18. A peer whose newest snapshot falls on a different day - older or newer - is listed with that day and excluded from the rank, never compared across days.

core.borrow_rates, the accrued snapshot series. The percentile is the house midrank - (below + half the ties) / n - over one reading per ET day, computed in SQL and NULL below its floor. Fee rates sit on a general-collateral floor, so ties are the common case and the midrank is what keeps a floor reading from reading as the minimum.

News

own history 50.0% · n=54 · 2026-09-18peers today 50.0% · n=8 · 2026-09-18

from technicals: No headline tagged XLP on any complete day since 2026-07-27, so no session to set one beside.

headlines on 2026-09-18
0
that session returned -0.83%
in its own day history
50.0%
n=54 complete days
against its peers that day
50.0%
1 of 8 names
partial day
0 on 2026-09-19
counted, never ranked: the feed is still being read
headlines02026-09-18session return-0.83%
  • No headline tagged XLP in the window.

Complete days 2026-07-27 to 2026-09-18; the newest headline in the feed is 2026-09-19 20:10 ET.

core.news_headlines, matched on the feed's own ticker array. A ticker in this feed is a bare symbol, not an identifier: a foreign listing sharing the symbol is tagged the same way, and nothing here can tell the two apart, so headlines are shown exactly as the feed tagged them.

Holdings

No cross-module annotation: no composition on or before this date

36 holdings on the 2026-06-30 composition, weights summing to 99.66%. The largest 15:

WMTWALMART10.79%Consumer Defensive
COSTCOSTCO WHOLESALE9.02%Consumer Defensive
PGPROCTER & GAMBLE7.42%Consumer Defensive
KOCOCA COLA6.84%Consumer Defensive
PMPHILIP MORRIS INTERNATIONAL6.13%Consumer Defensive
CLCOLGATE PALMOLIVE4.69%Consumer Defensive
MOALTRIA 4.53%Consumer Defensive
MNSTMONSTER BEVERAGE4.45%Consumer Defensive
PEPPEPSICO4.32%Consumer Defensive
MDLZMONDELEZ INTERNATIONAL4.15%Consumer Defensive
TGTTARGET3.84%Consumer Defensive
KDPKEURIG DR PEPPER2.89%Consumer Defensive
SYYSYSCO2.59%Consumer Defensive
ADMARCHER-DANIELS-MIDLAND2.39%Consumer Defensive
KVUEKENVUE2.38%Consumer Defensive

Tracked funds holding XLP:

No tracked ETF held XLP at its newest composition on or before this date.

core.etf_holdings at each fund's newest vendor vintage on or before the as-of date - not this name's newest row, so a fund that dropped it in a later composition drops out here too. Weights are percent; a sum slightly over 100 is cash and rounding.