What the institutional money is doing on QS right now — dark pool, options positioning, and where the news and the money disagree. Free.
The co-founder's complete exit contradicts the money signals, which show only mild defensive positioning—insiders are bailing while options traders remain largely neutral.
The money shows no panic (low squeeze score, balanced hedging), yet the narrative highlights the company has no paying customers—a disconnect between calm positioning and fundamental weakness.
The money remains calm with no squeeze stress, yet a second executive is liquidating holdings—insiders are acting more bearish than the options market reflects.
A third executive selling contradicts the neutral option positioning, indicating insiders see deteriorating value while traders remain unmoved.
The fourth insider sale in weeks shows coordinated executive liquidation, yet options traders hold balanced positions with no elevated hedging—a stark mismatch between insider and trader conviction.
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).
