What the institutional money is doing on ADI right now — dark pool, options positioning, and where the news and the money disagree. Free.
Neutral market narrative meets balanced options positioning with no urgency signals—institutions buying quietly off-exchange but not aggressively positioning for upside.
Positive news on a high-margin automotive segment conflicts with muted options activity—call walls and put floors show no conviction that this growth will drive near-term stock moves.
Bullish long-term market story meets balanced, low-pressure options setup—money is not pricing in near-term acceleration despite the growth narrative.
Positive structural demand story meets cautious options positioning with low squeeze risk—institutions accumulating quietly but not betting on explosive near-term moves.
Bullish AI narrative clashes with balanced options flow and low squeeze pressure—news hype on AI resilience not yet reflected in aggressive institutional positioning or call buying.
A divergence is when the news narrative and the institutional money flow point in opposite directions — a bearish headline while large call premium is bought, or heavy dark-pool selling under a bullish story. It signals the crowd and the desks may disagree.
Dark-pool volume — The share of trading done off-exchange, where institutions move size quietly. Well above ~40% means big players are active.
Max pain — The price where the most options expire worthless — positioning often gravitates toward it near expiry.
Call wall / Put floor — Strikes with the heaviest call/put open interest — they often act as short-term resistance and support.
Put/Call ratio — Below ~0.7 leans bullish (more calls); above ~1 leans defensive (more puts).
