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WEEKLY REVIEW

Weekly Market Intelligence: Apr 26–May 3, 2026

Week of Apr 26–May 3, 2026 — 3 data sections covering 0 stocks

May 3, 2026 3 sections 4 views
01

Options Intelligence

[LCID](/stocks/LCID) shows highest implied volatility at 102.41% with 1.15% implied move. 10 stocks showing unusual options flow activity.

HIGHEST IMPLIED VOLATILITY

LCID
102.4% IV±1.1%1.09 PCR
AMC
102.3% IV±3.4%0.22 PCR
PATH
86.9% IV±2.0%0.25 PCR
SMCI
86.9% IV±0.6%0.47 PCR
AI
86.0% IV±2.0%0.02 PCR
MARA
84.2% IV±0.7%0.23 PCR
RIOT
80.5% IV±0.6%0.50 PCR
INTC
78.8% IV±0.4%0.80 PCR

UNUSUAL OPTIONS FLOW

02

Earnings Preview

No major earnings reports scheduled for next week.

No earnings reports scheduled for next week.
03

Signal Accuracy

Signal performance tracked across 26 signal types. Top performer: dark_pool_accumulation (0.67% win rate).

SIGNAL WIN RATES

52w low proximity
0.8%n=5
dark pool accumulation
0.7%n=6
dark pool
0.6%n=34
cross entity correlation
0.6%n=21
toxicity spike
0.6%n=158
mean reversion divergence
0.6%n=10
tv technical consensus
0.6%n=98
isolation forest anomaly
0.6%n=12
options oi
0.6%n=14
insider accumulation
0.6%n=23
cost to borrow
0.5%n=106
options toxicity spike
0.5%n=217
anti predatory
0.5%n=46
v2 rsi
0.5%n=822
options cp ratio
0.5%n=84
v2 valuation
0.5%n=959
liquidity sweep
0.5%n=299
unusual options flow
0.5%n=74
institutional entry
0.5%n=151
short interest spike
0.5%n=25
distribution shift
0.5%n=132
gex anomaly
0.5%n=173
v2 vol regime
0.5%n=426
v2 flow
0.5%n=461
v2 macd
0.5%n=643
spoofing detection
0.5%n=86

Want to dive deeper into any of these signals?

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