Live data · Updated daily

$KWEB dark pool activity

KWEB dark pool prints over the last 30 trading days: $3.8B in notional, peak volume ratio 0.0×. Get an AI volatility read in seconds.

Most recent print
2026-10-05
0.0× ratio
Peak volume ratio
0.0×
2026-08-24
30-day notional
$3.8B
Avg volume ratio
0×

Dark pool history (last 30 sessions)

DateVol RatioNotional
2026-10-050.0×$184.8M
2026-10-020.0×$161.5M
2026-10-010.0×$90.5M
2026-09-300.0×$340.7M
2026-09-290.0×$132.3M
2026-09-280.0×$103.8M
2026-09-250.0×$240.2M
2026-09-240.0×$91.2M
2026-09-230.0×$186.7M
2026-09-220.0×$110.7M
2026-09-210.0×$117.3M
2026-09-180.0×$130.8M
2026-09-170.0×$78.6M
2026-09-160.0×$105.2M
2026-09-150.0×$110.2M
2026-09-140.0×$83.7M
2026-09-110.0×$105.9M
2026-09-100.0×$69.9M
2026-09-090.0×$114.5M
2026-09-080.0×$136.0M
2026-09-040.0×$116.4M
2026-09-030.0×$87.9M
2026-09-020.0×$62.6M
2026-09-010.0×$109.1M
2026-08-310.0×$103.8M
2026-08-280.0×$108.8M
2026-08-270.0×$96.9M
2026-08-260.0×$100.6M
2026-08-250.0×$104.0M
2026-08-240.0×$234.0M

What does dark pool activity on KWEB mean?

Dark pools are private trading venues where institutions execute large block orders away from public exchanges. When KWEB prints unusually high off-exchange volume — measured as a multiple of its trailing 7-day average — it often signals that a large player is accumulating or distributing the name without moving the public bid/ask.

On its own, a dark pool spike isn't a trade signal. KAHF AI runs the KAHF Read on KWEB before flagging anything: conviction (volume ratio 3×+), direction (call/put flow), historical edge of the chosen structure at ~30 DTE, options liquidity, and catalyst + priced-in (is the move already in the IV?). Strong setups surface in Pro's daily email digest of unusual activity.

Want a volatility read on KWEB?

Ask KAHF AI in plain English. "What's the best structure on KWEB into earnings?" takes 6 seconds and returns the same structured answer the desks would.

Get an AI read on KWEB now.

7-day free trial of KAHF AI. Unlimited questions. Cancel any time.