Off-exchange volume
After the closeHow this is built
Off-exchange (dark pool) volume as a multiple of the stock’s own 20-day average, divided again by the market-wide median multiple for the day. Largest deviation versus the market first.
Off-exchange executions rise when institutions want to move size without disturbing the quote. But on a quiet day every stock’s volume shrinks together and looks like a “deviation” — so we measure against the market.
- 1CCCThursday 135,965,062 · Usual 9,697,936 · vs usual 12.4x
- 2PARAThursday 40,625 · Usual 406,250 · vs usual 9%
- 3ACVAThursday 916,616 · Usual 5,092,311 · vs usual 16%
- 4PAGThursday 1,249,683 · Usual 205,202 · vs usual 5.4x
- 5HOMBThursday 1,911,619 · Usual 396,601 · vs usual 4.3x
- 6ETHAThursday 3,039,577 · Usual 11,257,693 · vs usual 24%
- 7SHOThursday 1,760,983 · Usual 440,246 · vs usual 3.5x
- 8ERICThursday 13,327,485 · Usual 3,382,610 · vs usual 3.5x
- 9COMTThursday 65,982 · Usual 199,945 · vs usual 29%
- 10CRWVThursday 63,943,115 · Usual 16,739,035 · vs usual 3.4x
What we guard against
- Normalized by the market-wide median multiple
- ETFs excluded (they would crowd the top of the list)
- Based on the last completed regular session — dated, and left out once it falls two or more sessions behind
Source: FINRA Reg SHO daily short-sale volume (off-exchange reports)
Updated: 2026-10-16 09:35 UTC