{"latest_run": "2026-07-30T15:00:33.725111+00:00", "coverage_count": 6115, "result_count": 5786, "page": 1, "pages": 483, "filters": {"q": "", "ticker": "", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 5786, "avg_conviction": 42.31396819910128, "avg_conviction_label": "42.3", "bullish": 1599, "bearish": 516, "volatility": 1755, "mixed": 1916, "leader": "DLLL", "leader_score": "89", "leader_direction": "volatility", "leader_direction_label": "Volatility", "leader_tone": "warning", "leader_read": "The strongest current read is about a larger expected move, not a clean up-or-down direction."}, "charts": {"sectors": [{"ticker__sector": "Healthcare", "count": 691, "avg_score": "46.79926193921852387843704776", "sector_label": "Healthcare", "industry_label": "", "sector_url": "/structure/us/healthcare/", "industry_url": "", "bar_width": 100.0}, {"ticker__sector": "Financial Services", "count": 558, "avg_score": "43.46428315412186379928315412", "sector_label": "Financial Services", "industry_label": "", "sector_url": "/structure/us/financial-services/", "industry_url": "", "bar_width": 80.8}, {"ticker__sector": "Technology", "count": 557, "avg_score": "46.72039497307001795332136445", "sector_label": "Technology", "industry_label": "", "sector_url": "/structure/us/technology/", "industry_url": "", "bar_width": 80.6}, {"ticker__sector": "Industrials", "count": 473, "avg_score": "46.16420718816067653276955603", "sector_label": "Industrials", "industry_label": "", "sector_url": "/structure/us/industrials/", "industry_url": "", "bar_width": 68.5}, {"ticker__sector": "Consumer Cyclical", "count": 381, "avg_score": "45.12790026246719160104986877", "sector_label": "Consumer Cyclical", "industry_label": "", "sector_url": "/structure/us/consumer-cyclical/", "industry_url": "", "bar_width": 55.1}, {"ticker__sector": "Real Estate", "count": 198, "avg_score": "44.65646464646464646464646465", "sector_label": "Real Estate", "industry_label": "", "sector_url": "/structure/us/real-estate/", "industry_url": "", "bar_width": 28.7}, {"ticker__sector": "Energy", "count": 194, "avg_score": "46.78835051546391752577319588", "sector_label": "Energy", "industry_label": "", "sector_url": "/structure/us/energy/", "industry_url": "", "bar_width": 28.1}, {"ticker__sector": "Communication Services", "count": 180, "avg_score": "45.09922222222222222222222222", "sector_label": "Communication Services", "industry_label": "", "sector_url": "/structure/us/communication-services/", "industry_url": "", "bar_width": 26.0}, {"ticker__sector": "Basic Materials", "count": 180, "avg_score": "43.84011111111111111111111111", "sector_label": "Basic Materials", "industry_label": "", "sector_url": "/structure/us/basic-materials/", "industry_url": "", "bar_width": 26.0}, {"ticker__sector": "Consumer Defensive", "count": 150, "avg_score": "44.35653333333333333333333333", "sector_label": "Consumer Defensive", "industry_label": "", "sector_url": "/structure/us/consumer-defensive/", "industry_url": "", "bar_width": 21.7}], "directions": [{"direction": "mixed", "count": 1916, "bar_width": 100.0}, {"direction": "volatility", "count": 1755, "bar_width": 91.6}, {"direction": "bullish", "count": 1599, "bar_width": 83.5}, {"direction": "bearish", "count": 516, "bar_width": 26.9}], "score_bands": [{"slug": "80-plus", "label": "80+", "min": "80", "max": null, "title": "80+ conviction options signals", "summary": "The strongest current options reads, where pressure, participation, volatility context, and trend fit are most aligned.", "count": 1, "url": "/options/conviction/80-plus/", "bar_width": 0.0}, {"slug": "60-79", "label": "60-79", "min": "60", "max": "80", "title": "60-79 conviction options signals", "summary": "Strong options setups with meaningful evidence, usually worth deeper confirmation in the ticker detail and weekly chart.", "count": 205, "url": "/options/conviction/60-79/", "bar_width": 6.3}, {"slug": "40-59", "label": "40-59", "min": "40", "max": "60", "title": "40-59 conviction options signals", "summary": "Developing options reads where the tape is active, but one or more confirmation layers still need context.", "count": 3271, "url": "/options/conviction/40-59/", "bar_width": 100.0}, {"slug": "under-40", "label": "<40", "min": null, "max": "40", "title": "Under 40 conviction options signals", "summary": "Early, mixed, or lower-conviction options reads that can still be useful as watchlist context.", "count": 2309, "url": "/options/conviction/under-40/", "bar_width": 70.6}]}, "signals": [{"symbol": "DLLL", "name": "GRANITESHARES 2X LONG DELL DAILY ETF", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "", "industry": "", "sector_url": "", "industry_url": "", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 89.35, "options_pressure_score": 92.74, "trend_confirmation_score": 98.07, "speculation_score": 69.54, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "DLLL shows volatility options pressure with a 89/100 conviction score, put-call volume ratio of 0.07, expected move of 32.2%, and Sharemaestro trend signal active.", "fetched_at": "2026-07-30T14:43:29.650353+00:00", "snapshot": {"fetched_at": "2026-07-30T14:43:29.650353+00:00", "source": "yfinance_options_fallback", "underlying_price": 24.43, "total_contracts": 380, "call_contracts": 226, "put_contracts": 154, "call_volume": 13222, "put_volume": 968, "call_open_interest": 7592, "put_open_interest": 3552, "put_call_volume_ratio": 0.07321131, "put_call_open_interest_ratio": 0.46786091, "volume_open_interest_ratio": 1.27333094, "avg_implied_volatility": 1.44775659, "max_pain_strike": 21.88, "expected_move_percent": 32.23495702, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 24.43, "one_week_change": 20.344827586206897, "one_week_change_label": "+20.3%", "relative_strength": 222.925828, "fair_value_gap_label": "+318.6%", "trend_signal": "1"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent snapshots."}, {"label": "Fresh flow", "value": "1.27", "detail": "Volume/open-interest participation is elevated versus normal chain activity."}, {"label": "Priced move", "value": "32.2%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend agreement", "value": "98", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "intent": {"slug": "volatility-expansion-bet", "label": "Volatility expansion bet", "tone": "warning", "confidence": 92, "confidence_label": "92/100", "summary": "The strongest message is movement risk: expected move and implied volatility are carrying more signal than direction.", "evidence": [{"label": "Notional split", "value": "C 86% / P 14%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "1.27", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "98/100", "detail": "Agreement between options pressure and Sharemaestro market context."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 100, "score_label": "100/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "+93"}, {"label": "1W price", "value": "+20.3%"}, {"label": "Call premium", "value": "86%"}, {"label": "Put premium", "value": "14%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 12042, "open_interest": 2628, "premium": 1840340.0, "premium_label": "$1.8M", "premium_share": 37.069948443012414, "weighted_strike": 37.97741238996844, "avg_iv": 1.64934606, "max_voi": 4.76498611, "why": "calls cluster with 12042 contracts traded, $1.8M estimated gross traded notional, and 37% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 217, "open_interest": 1085, "premium": 1149237.0, "premium_label": "$1.1M", "premium_share": 23.149068291077874, "weighted_strike": 84.23152073732719, "avg_iv": 0.8609482789795918, "max_voi": 10.0, "why": "calls cluster with 217 contracts traded, $1.1M estimated gross traded notional, and 23% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 OTM", "tone": "positive", "volume": 361, "open_interest": 1250, "premium": 780488.0, "premium_label": "$780488", "premium_share": 15.72136122694169, "weighted_strike": 58.207396121883654, "avg_iv": 0.8773117502272727, "max_voi": 4.0, "why": "calls cluster with 361 contracts traded, $780488 estimated gross traded notional, and 16% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 350, "open_interest": 1402, "premium": 325495.0, "premium_label": "$325495", "premium_share": 6.556442216361284, "weighted_strike": 17.927857142857142, "avg_iv": 1.080148087027027, "max_voi": 4.0, "why": "calls cluster with 350 contracts traded, $325495 estimated gross traded notional, and 7% of visible notional."}, {"label": "Puts \u00b7 22-45 days \u00b7 ITM", "tone": "negative", "volume": 221, "open_interest": 304, "premium": 307194.0, "premium_label": "$307194", "premium_share": 6.187805374008474, "weighted_strike": 72.43683257918552, "avg_iv": 0.44148939653846153, "max_voi": 7.33333333, "why": "puts cluster with 221 contracts traded, $307194 estimated gross traded notional, and 6% of visible notional."}], "why_this_matters": "Volatility expansion bet matters because it connects the options headline to the actual evidence: $5.0M of estimated gross traded notional, calls \u00b7 46-90 days \u00b7 otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/ca3b4aaf-e273-4a1e-9bba-b83cc1f0e82e/", "research_links": {"chart": "/terminal/ca3b4aaf-e273-4a1e-9bba-b83cc1f0e82e/", "report": "", "factor": ""}}, {"symbol": "PWP", "name": "Perella Weinberg Partners", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Financial Services", "industry": "Capital Markets", "sector_url": "https://sharemaestro.com/structure/us/financial-services/", "industry_url": "https://sharemaestro.com/structure/us/financial-services/capital-markets/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 79.19, "options_pressure_score": -100.0, "trend_confirmation_score": 33.68, "speculation_score": 95.87, "volatility_score": 73.48, "edge_label": "Volatility expansion watch", "insight": "PWP shows volatility options pressure with a 79/100 conviction score, put-call volume ratio of n/a, expected move of 17.4%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-30T10:53:19.664738+00:00", "snapshot": {"fetched_at": "2026-07-30T10:53:19.664738+00:00", "source": "alphavantage_historical_options", "underlying_price": 15.67, "total_contracts": 88, "call_contracts": 44, "put_contracts": 44, "call_volume": 0, "put_volume": 118, "call_open_interest": 18, "put_open_interest": 31, "put_call_volume_ratio": null, "put_call_open_interest_ratio": 1.72222222, "volume_open_interest_ratio": 2.40816327, "avg_implied_volatility": 0.4782825, "max_pain_strike": 15.0, "expected_move_percent": 17.38991704, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 15.67, "one_week_change": -1.3845185651353051, "one_week_change_label": "-1.4%", "relative_strength": -24.834775, "fair_value_gap_label": "-9.1%", "trend_signal": "0"}, "premium_flags": [{"label": "Fresh flow", "value": "2.41", "detail": "Volume/open-interest participation is elevated versus normal chain activity."}, {"label": "Priced move", "value": "17.4%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 82.8, "confidence_label": "83/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 0% / P 100%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "2.41", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "34/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "31 Jul", "detail": "Matched earnings event is 1 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 66.4, "score_label": "66/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-100"}, {"label": "1W price", "value": "-1.4%"}, {"label": "Call premium", "value": "0%"}, {"label": "Put premium", "value": "100%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 22-45 days \u00b7 OTM", "tone": "negative", "volume": 118, "open_interest": 21, "premium": 12980.0, "premium_label": "$12980", "premium_share": 100.0, "weighted_strike": 15.0, "avg_iv": 1.1595666666666666, "max_voi": 39.33333333, "why": "puts cluster with 118 contracts traded, $12980 estimated gross traded notional, and 100% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $12980 of estimated gross traded notional, puts \u00b7 22-45 days \u00b7 otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/fe9c191a-0282-4f42-b8bf-3f3f9af1da17/", "research_links": {"chart": "/terminal/fe9c191a-0282-4f42-b8bf-3f3f9af1da17/", "report": "/terminal/fe9c191a-0282-4f42-b8bf-3f3f9af1da17/report/", "factor": "/factors/ticker/fe9c191a-0282-4f42-b8bf-3f3f9af1da17/", "insider": "/insider-activity/company/pwp/"}}, {"symbol": "EWH", "name": "ISHARES INC MSCI HONG KONG ETF", "exchange": "NYSEARCA", "country": "US", "currency": "USD", "sector": "", "industry": "", "sector_url": "", "industry_url": "", "direction": "bearish", "direction_label": "Bearish", "tone": "negative", "conviction_score": 74.99, "options_pressure_score": -79.42, "trend_confirmation_score": 57.78, "speculation_score": 97.32, "volatility_score": 52.02, "edge_label": "Options-confirmed trend", "insight": "EWH shows bearish options pressure with a 75/100 conviction score, put-call volume ratio of 10.44, expected move of 4.4%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-29T23:13:05.564077+00:00", "snapshot": {"fetched_at": "2026-07-29T23:13:05.564077+00:00", "source": "yfinance_options_fallback", "underlying_price": 22.55, "total_contracts": 61, "call_contracts": 31, "put_contracts": 30, "call_volume": 289, "put_volume": 3017, "call_open_interest": 768, "put_open_interest": 570, "put_call_volume_ratio": 10.43944637, "put_call_open_interest_ratio": 0.7421875, "volume_open_interest_ratio": 2.47085202, "avg_implied_volatility": 0.4897512, "max_pain_strike": 22.0, "expected_move_percent": 4.4345898, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 22.55, "one_week_change": 2.313974591651543, "one_week_change_label": "+2.3%", "relative_strength": -3.794976, "fair_value_gap_label": "+28.0%", "trend_signal": "0"}, "premium_flags": [{"label": "Fresh flow", "value": "2.47", "detail": "Volume/open-interest participation is elevated versus normal chain activity."}, {"label": "Pin watch", "value": "+2.4%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}], "intent": {"slug": "put-heavy-activity", "label": "Put-heavy activity", "tone": "negative", "confidence": 92.5, "confidence_label": "92/100", "summary": "Put-side activity dominates. This can reflect hedging or directional positioning, but the chain alone cannot distinguish buying from selling.", "evidence": [{"label": "Notional split", "value": "C 29% / P 71%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "2.47", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "58/100", "detail": "Agreement between options pressure and Sharemaestro market context."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Bearish flow against rising price", "tone": "warning", "score": 60.2, "score_label": "60/100", "summary": "Put-side pressure is building while price is rising, a cautionary divergence.", "metrics": [{"label": "Options pressure", "value": "-79"}, {"label": "1W price", "value": "+2.3%"}, {"label": "Call premium", "value": "29%"}, {"label": "Put premium", "value": "71%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 22-45 days \u00b7 ATM", "tone": "negative", "volume": 2928, "open_interest": 68, "premium": 80542.5, "premium_label": "$80542", "premium_share": 62.480363979101455, "weighted_strike": 22.000341530054644, "avg_iv": 0.338873795, "max_voi": 43.68656716, "why": "puts cluster with 2928 contracts traded, $80542 estimated gross traded notional, and 62% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ATM", "tone": "positive", "volume": 52, "open_interest": 28, "premium": 10268.0, "premium_label": "$10268", "premium_share": 7.965339756493948, "weighted_strike": 22.01923076923077, "avg_iv": 0.416265605, "max_voi": 2.31818182, "why": "calls cluster with 52 contracts traded, $10268 estimated gross traded notional, and 8% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 18, "open_interest": 35, "premium": 9571.0, "premium_label": "$9571", "premium_share": 7.424646163751809, "weighted_strike": 18.166666666666668, "avg_iv": 0.31855005, "max_voi": 1.0, "why": "calls cluster with 18 contracts traded, $9571 estimated gross traded notional, and 7% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 146, "open_interest": 242, "premium": 8640.0, "premium_label": "$8640", "premium_share": 6.702428466703126, "weighted_strike": 24.726027397260275, "avg_iv": 0.39990834333333336, "max_voi": 0.60752688, "why": "calls cluster with 146 contracts traded, $8640 estimated gross traded notional, and 7% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 8, "open_interest": 6, "premium": 4690.0, "premium_label": "$4690", "premium_share": 3.6382395264858407, "weighted_strike": 27.625, "avg_iv": 0.530481585, "max_voi": 2.0, "why": "puts cluster with 8 contracts traded, $4690 estimated gross traded notional, and 4% of visible notional."}], "why_this_matters": "Put-heavy activity matters because it connects the options headline to the actual evidence: $128908 of estimated gross traded notional, puts \u00b7 22-45 days \u00b7 atm, and a bearish flow against rising price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/cbca2dd9-18b5-4ed3-95dc-a46c8e2ce9cb/", "research_links": {"chart": "/terminal/cbca2dd9-18b5-4ed3-95dc-a46c8e2ce9cb/", "report": "", "factor": ""}}, {"symbol": "HCKT", "name": "The Hackett Group Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Technology", "industry": "Information Technology Services", "sector_url": "https://sharemaestro.com/structure/us/technology/", "industry_url": "https://sharemaestro.com/structure/us/technology/information-technology-services/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 73.16, "options_pressure_score": 100.0, "trend_confirmation_score": 0.0, "speculation_score": 98.0, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "HCKT shows volatility options pressure with a 73/100 conviction score, put-call volume ratio of 0.01, expected move of 23.2%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-30T11:16:53.432522+00:00", "snapshot": {"fetched_at": "2026-07-30T11:16:53.432522+00:00", "source": "alphavantage_historical_options", "underlying_price": 9.71, "total_contracts": 76, "call_contracts": 38, "put_contracts": 38, "call_volume": 1614, "put_volume": 10, "call_open_interest": 431, "put_open_interest": 110, "put_call_volume_ratio": 0.00619579, "put_call_open_interest_ratio": 0.25522042, "volume_open_interest_ratio": 3.00184843, "avg_implied_volatility": 1.4904525, "max_pain_strike": 10.0, "expected_move_percent": 23.17198764, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 9.71, "one_week_change": -6.09284332688588, "one_week_change_label": "-6.1%", "relative_strength": -44.903634, "fair_value_gap_label": "-54.7%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent snapshots."}, {"label": "Fresh flow", "value": "3.00", "detail": "Volume/open-interest participation is elevated versus normal chain activity."}, {"label": "Priced move", "value": "23.2%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend conflict", "value": "0", "detail": "Options positioning is not confirming the underlying trend context."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 88.0, "confidence_label": "88/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 100% / P 0%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "3.00", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "0/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "4 Aug", "detail": "Matched earnings event is 5 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 80.9, "score_label": "81/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "+100"}, {"label": "1W price", "value": "-6.1%"}, {"label": "Call premium", "value": "100%"}, {"label": "Put premium", "value": "0%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 22-45 days \u00b7 OTM", "tone": "positive", "volume": 1614, "open_interest": 305, "premium": 89010.0, "premium_label": "$89010", "premium_share": 99.94385807320907, "weighted_strike": 12.496902106567534, "avg_iv": 1.088021111111111, "max_voi": 806.0, "why": "calls cluster with 1614 contracts traded, $89010 estimated gross traded notional, and 100% of visible notional."}, {"label": "Puts \u00b7 22-45 days \u00b7 OTM", "tone": "negative", "volume": 10, "open_interest": 10, "premium": 50.0, "premium_label": "$50", "premium_share": 0.056141926790927464, "weighted_strike": 5.0, "avg_iv": 1.56281, "max_voi": 0.0, "why": "puts cluster with 10 contracts traded, $50 estimated gross traded notional, and 0% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $89060 of estimated gross traded notional, calls \u00b7 22-45 days \u00b7 otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/4c90486f-215a-4905-b7a0-cfaa783d6ef3/", "research_links": {"chart": "/terminal/4c90486f-215a-4905-b7a0-cfaa783d6ef3/", "report": "/terminal/4c90486f-215a-4905-b7a0-cfaa783d6ef3/report/", "factor": "/factors/ticker/4c90486f-215a-4905-b7a0-cfaa783d6ef3/"}}, {"symbol": "ROCK", "name": "Gibraltar Industries Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Industrials", "industry": "Building Products & Equipment", "sector_url": "https://sharemaestro.com/structure/us/industrials/", "industry_url": "https://sharemaestro.com/structure/us/industrials/building-products-equipment/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 72.9, "options_pressure_score": -100.0, "trend_confirmation_score": 31.0, "speculation_score": 60.31, "volatility_score": 95.7, "edge_label": "Volatility expansion watch", "insight": "ROCK shows volatility options pressure with a 73/100 conviction score, put-call volume ratio of 295.03, expected move of 12.0%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-29T23:03:07.311022+00:00", "snapshot": {"fetched_at": "2026-07-29T23:03:07.311022+00:00", "source": "yfinance_options_fallback", "underlying_price": 45.19, "total_contracts": 35, "call_contracts": 20, "put_contracts": 15, "call_volume": 34, "put_volume": 10031, "call_open_interest": 328, "put_open_interest": 11170, "put_call_volume_ratio": 295.02941176, "put_call_open_interest_ratio": 34.05487805, "volume_open_interest_ratio": 0.87536963, "avg_implied_volatility": 0.79578038, "max_pain_strike": 45.0, "expected_move_percent": 12.00486833, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 45.19, "one_week_change": 4.654932839277444, "one_week_change_label": "+4.7%", "relative_strength": -18.889205, "fair_value_gap_label": "-27.6%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent snapshots."}, {"label": "Fresh flow", "value": "0.88", "detail": "Volume/open-interest participation is elevated versus normal chain activity."}, {"label": "Pin watch", "value": "+0.4%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}, {"label": "Priced move", "value": "12.0%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 87.9, "confidence_label": "88/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 1% / P 99%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.88", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "31/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "5 Aug", "detail": "Matched earnings event is 6 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 69.8, "score_label": "70/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-100"}, {"label": "1W price", "value": "+4.7%"}, {"label": "Call premium", "value": "1%"}, {"label": "Put premium", "value": "99%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 22-45 days \u00b7 ATM", "tone": "negative", "volume": 5003, "open_interest": 5003, "premium": 1475885.0, "premium_label": "$1.5M", "premium_share": 76.9782232709323, "weighted_strike": 45.0, "avg_iv": 0.72510041, "max_voi": 1.0, "why": "puts cluster with 5003 contracts traded, $1.5M estimated gross traded notional, and 77% of visible notional."}, {"label": "Puts \u00b7 22-45 days \u00b7 OTM", "tone": "negative", "volume": 5003, "open_interest": 6114, "premium": 415389.0, "premium_label": "$415389", "premium_share": 21.66558179417048, "weighted_strike": 39.99600239856086, "avg_iv": 1.32568735, "max_voi": 5.54323725, "why": "puts cluster with 5003 contracts traded, $415389 estimated gross traded notional, and 22% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 6, "open_interest": 10, "premium": 10280.0, "premium_label": "$10280", "premium_share": 0.5361773683079536, "weighted_strike": 27.5, "avg_iv": 0.721743505, "max_voi": 1.5, "why": "calls cluster with 6 contracts traded, $10280 estimated gross traded notional, and 1% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 ITM", "tone": "positive", "volume": 10, "open_interest": 20, "premium": 6330.0, "premium_label": "$6330", "premium_share": 0.3301559086954617, "weighted_strike": 34.5, "avg_iv": 0.1637046525, "max_voi": 3.5, "why": "calls cluster with 10 contracts traded, $6330 estimated gross traded notional, and 0% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 11, "open_interest": 28, "premium": 1842.0, "premium_label": "$1842", "premium_share": 0.09607380471043293, "weighted_strike": 31.363636363636363, "avg_iv": 0.4961404583333333, "max_voi": 0.66666667, "why": "puts cluster with 11 contracts traded, $1842 estimated gross traded notional, and 0% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $1.9M of estimated gross traded notional, puts \u00b7 22-45 days \u00b7 atm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/a1cf3e69-c559-4d53-9829-382c243bbda5/", "research_links": {"chart": "/terminal/a1cf3e69-c559-4d53-9829-382c243bbda5/", "report": "/terminal/a1cf3e69-c559-4d53-9829-382c243bbda5/report/", "factor": "/factors/ticker/a1cf3e69-c559-4d53-9829-382c243bbda5/", "insider": "/insider-activity/company/rock/"}}, {"symbol": "VSEC", "name": "VSE Corporation", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Industrials", "industry": "Aerospace & Defense", "sector_url": "https://sharemaestro.com/structure/us/industrials/", "industry_url": "https://sharemaestro.com/structure/us/industrials/aerospace-defense/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 72.26, "options_pressure_score": -100.0, "trend_confirmation_score": 37.05, "speculation_score": 54.11, "volatility_score": 87.22, "edge_label": "Volatility expansion watch", "insight": "VSEC shows volatility options pressure with a 72/100 conviction score, put-call volume ratio of 18.00, expected move of 13.7%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-30T10:35:23.057341+00:00", "snapshot": {"fetched_at": "2026-07-30T10:35:23.057341+00:00", "source": "alphavantage_historical_options", "underlying_price": 195.42, "total_contracts": 272, "call_contracts": 136, "put_contracts": 136, "call_volume": 42, "put_volume": 756, "call_open_interest": 384, "put_open_interest": 928, "put_call_volume_ratio": 18.0, "put_call_open_interest_ratio": 2.41666667, "volume_open_interest_ratio": 0.60823171, "avg_implied_volatility": 0.67462, "max_pain_strike": 210.0, "expected_move_percent": 13.66287995, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 195.42, "one_week_change": -2.099093231802014, "one_week_change_label": "-2.1%", "relative_strength": -3.440435, "fair_value_gap_label": "+61.7%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent snapshots."}, {"label": "Fresh flow", "value": "0.61", "detail": "Volume/open-interest participation is elevated versus normal chain activity."}, {"label": "Priced move", "value": "13.7%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 85.4, "confidence_label": "85/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 3% / P 97%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.61", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "37/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "5 Aug", "detail": "Matched earnings event is 6 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 61.0, "score_label": "61/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-100"}, {"label": "1W price", "value": "-2.1%"}, {"label": "Call premium", "value": "3%"}, {"label": "Put premium", "value": "97%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 22-45 days \u00b7 ATM", "tone": "negative", "volume": 207, "open_interest": 228, "premium": 446085.0, "premium_label": "$446085", "premium_share": 49.21345190853338, "weighted_strike": 200.0, "avg_iv": 0.67828, "max_voi": 1.0, "why": "puts cluster with 207 contracts traded, $446085 estimated gross traded notional, and 49% of visible notional."}, {"label": "Puts \u00b7 22-45 days \u00b7 OTM", "tone": "negative", "volume": 548, "open_interest": 504, "premium": 435825.0, "premium_label": "$435825", "premium_share": 48.08153755010045, "weighted_strike": 171.3594890510949, "avg_iv": 0.6325784210526316, "max_voi": 34.0, "why": "puts cluster with 548 contracts traded, $435825 estimated gross traded notional, and 48% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 ATM", "tone": "positive", "volume": 22, "open_interest": 36, "premium": 18290.0, "premium_label": "$18290", "premium_share": 2.0178083446138637, "weighted_strike": 195.45454545454547, "avg_iv": 0.6734, "max_voi": 0.05555556, "why": "calls cluster with 22 contracts traded, $18290 estimated gross traded notional, and 2% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ATM", "tone": "positive", "volume": 1, "open_interest": 1, "premium": 2385.0, "premium_label": "$2385", "premium_share": 0.2631204429690577, "weighted_strike": 200.0, "avg_iv": 0.57096, "max_voi": 1.0, "why": "calls cluster with 1 contracts traded, $2385 estimated gross traded notional, and 0% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 1, "open_interest": 19, "premium": 2040.0, "premium_label": "$2040", "premium_share": 0.22505899524397388, "weighted_strike": 210.0, "avg_iv": 0.5468973333333333, "max_voi": 1.0, "why": "calls cluster with 1 contracts traded, $2040 estimated gross traded notional, and 0% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $906429 of estimated gross traded notional, puts \u00b7 22-45 days \u00b7 atm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/7c046804-2e3f-4937-b65d-d75f3a045935/", "research_links": {"chart": "/terminal/7c046804-2e3f-4937-b65d-d75f3a045935/", "report": "/terminal/7c046804-2e3f-4937-b65d-d75f3a045935/report/", "factor": "/factors/ticker/7c046804-2e3f-4937-b65d-d75f3a045935/", "insider": "/insider-activity/company/vsec/"}}, {"symbol": "TUYA", "name": "Tuya Inc ADR", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Technology", "industry": "Software - Infrastructure", "sector_url": "https://sharemaestro.com/structure/us/technology/", "industry_url": "https://sharemaestro.com/structure/us/technology/software-infrastructure/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 71.5, "options_pressure_score": -100.0, "trend_confirmation_score": 36.63, "speculation_score": 47.14, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "TUYA shows volatility options pressure with a 71/100 conviction score, put-call volume ratio of 66.70, expected move of 20.9%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-30T10:56:35.378395+00:00", "snapshot": {"fetched_at": "2026-07-30T10:56:35.378395+00:00", "source": "alphavantage_historical_options", "underlying_price": 1.65, "total_contracts": 56, "call_contracts": 28, "put_contracts": 28, "call_volume": 30, "put_volume": 2001, "call_open_interest": 2822, "put_open_interest": 3774, "put_call_volume_ratio": 66.7, "put_call_open_interest_ratio": 1.3373494, "volume_open_interest_ratio": 0.30791389, "avg_implied_volatility": 0.85144375, "max_pain_strike": 2.0, "expected_move_percent": 20.90358959, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 1.65, "one_week_change": -5.172413793103448, "one_week_change_label": "-5.2%", "relative_strength": -31.407313, "fair_value_gap_label": "-17.3%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent snapshots."}, {"label": "Priced move", "value": "20.9%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 87.8, "confidence_label": "88/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 5% / P 95%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.31", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "37/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "18 Aug", "detail": "Matched earnings event is 19 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 69.0, "score_label": "69/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-100"}, {"label": "1W price", "value": "-5.2%"}, {"label": "Call premium", "value": "5%"}, {"label": "Put premium", "value": "95%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 2000, "open_interest": 302, "premium": 40000.0, "premium_label": "$40000", "premium_share": 94.81481481481481, "weighted_strike": 1.5, "avg_iv": 0.63275, "max_voi": 6.64451827, "why": "puts cluster with 2000 contracts traded, $40000 estimated gross traded notional, and 95% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 20, "open_interest": 116, "premium": 1900.0, "premium_label": "$1900", "premium_share": 4.503703703703704, "weighted_strike": 1.0, "avg_iv": 0.849005, "max_voi": 0.31746032, "why": "calls cluster with 20 contracts traded, $1900 estimated gross traded notional, and 5% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 10, "open_interest": 503, "premium": 200.0, "premium_label": "$200", "premium_share": 0.4740740740740741, "weighted_strike": 2.0, "avg_iv": 0.53925375, "max_voi": 0.03115265, "why": "calls cluster with 10 contracts traded, $200 estimated gross traded notional, and 0% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 ITM", "tone": "negative", "volume": 1, "open_interest": 888, "premium": 87.5, "premium_label": "$88", "premium_share": 0.2074074074074074, "weighted_strike": 2.5, "avg_iv": 1.322165, "max_voi": 0.00561798, "why": "puts cluster with 1 contracts traded, $88 estimated gross traded notional, and 0% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $42188 of estimated gross traded notional, puts \u00b7 91+ days \u00b7 otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/462b9ad0-4e6e-4585-87a8-39e7f3efef9d/", "research_links": {"chart": "/terminal/462b9ad0-4e6e-4585-87a8-39e7f3efef9d/", "report": "/terminal/462b9ad0-4e6e-4585-87a8-39e7f3efef9d/report/", "factor": "/factors/ticker/462b9ad0-4e6e-4585-87a8-39e7f3efef9d/"}}, {"symbol": "NWS", "name": "News Corp B", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Communication Services", "industry": "Entertainment", "sector_url": "https://sharemaestro.com/structure/us/communication-services/", "industry_url": "https://sharemaestro.com/structure/us/communication-services/entertainment/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 71.43, "options_pressure_score": 100.0, "trend_confirmation_score": 0.0, "speculation_score": 98.0, "volatility_score": 78.69, "edge_label": "Volatility expansion watch", "insight": "NWS shows volatility options pressure with a 71/100 conviction score, put-call volume ratio of 0.00, expected move of 13.6%, and Sharemaestro trend signal active.", "fetched_at": "2026-07-30T10:15:24.096534+00:00", "snapshot": {"fetched_at": "2026-07-30T10:15:24.096534+00:00", "source": "alphavantage_historical_options", "underlying_price": 30.19, "total_contracts": 62, "call_contracts": 31, "put_contracts": 31, "call_volume": 2686, "put_volume": 0, "call_open_interest": 46, "put_open_interest": 16, "put_call_volume_ratio": 0.0, "put_call_open_interest_ratio": 0.34782609, "volume_open_interest_ratio": 43.32258065, "avg_implied_volatility": 0.55267, "max_pain_strike": 15.0, "expected_move_percent": 13.56846751, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 30.19, "one_week_change": -6.878470080197409, "one_week_change_label": "-6.9%", "relative_strength": -8.278128, "fair_value_gap_label": "+6.5%", "trend_signal": "1"}, "premium_flags": [{"label": "Fresh flow", "value": "43.32", "detail": "Volume/open-interest participation is elevated versus normal chain activity."}, {"label": "Priced move", "value": "13.6%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend conflict", "value": "0", "detail": "Options positioning is not confirming the underlying trend context."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 82.9, "confidence_label": "83/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 100% / P 0%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "43.32", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "0/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "4 Aug", "detail": "Matched earnings event is 5 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 83.3, "score_label": "83/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "+100"}, {"label": "1W price", "value": "-6.9%"}, {"label": "Call premium", "value": "100%"}, {"label": "Put premium", "value": "0%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 22-45 days \u00b7 OTM", "tone": "positive", "volume": 2686, "open_interest": 5, "premium": 107450.0, "premium_label": "$107450", "premium_share": 100.0, "weighted_strike": 35.00186150409531, "avg_iv": 0.351455, "max_voi": 537.0, "why": "calls cluster with 2686 contracts traded, $107450 estimated gross traded notional, and 100% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $107450 of estimated gross traded notional, calls \u00b7 22-45 days \u00b7 otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/18e5692c-67e9-49c1-a1f7-e19cb94ba6b0/", "research_links": {"chart": "/terminal/18e5692c-67e9-49c1-a1f7-e19cb94ba6b0/", "report": "/terminal/18e5692c-67e9-49c1-a1f7-e19cb94ba6b0/report/", "factor": "/factors/ticker/18e5692c-67e9-49c1-a1f7-e19cb94ba6b0/", "insider": "/insider-activity/company/nws/"}}, {"symbol": "RVLV", "name": "Revolve Group LLC", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Consumer Cyclical", "industry": "Internet Retail", "sector_url": "https://sharemaestro.com/structure/us/consumer-cyclical/", "industry_url": "https://sharemaestro.com/structure/us/consumer-cyclical/internet-retail/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 71.32, "options_pressure_score": -91.09, "trend_confirmation_score": 44.17, "speculation_score": 54.41, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "RVLV shows volatility options pressure with a 71/100 conviction score, put-call volume ratio of 142.86, expected move of 14.8%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-30T10:55:34.593146+00:00", "snapshot": {"fetched_at": "2026-07-30T10:55:34.593146+00:00", "source": "alphavantage_historical_options", "underlying_price": 24.99, "total_contracts": 82, "call_contracts": 41, "put_contracts": 41, "call_volume": 7, "put_volume": 1000, "call_open_interest": 1180, "put_open_interest": 441, "put_call_volume_ratio": 142.85714286, "put_call_open_interest_ratio": 0.37372881, "volume_open_interest_ratio": 0.62122147, "avg_implied_volatility": 0.80022375, "max_pain_strike": 22.5, "expected_move_percent": 14.80592237, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 24.99, "one_week_change": 0.44212218649517687, "one_week_change_label": "+0.4%", "relative_strength": -2.898654, "fair_value_gap_label": "+13.9%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent snapshots."}, {"label": "Fresh flow", "value": "0.62", "detail": "Volume/open-interest participation is elevated versus normal chain activity."}, {"label": "Priced move", "value": "14.8%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 87.7, "confidence_label": "88/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 1% / P 99%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.62", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "44/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "4 Aug", "detail": "Matched earnings event is 5 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 52.1, "score_label": "52/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-91"}, {"label": "1W price", "value": "+0.4%"}, {"label": "Call premium", "value": "1%"}, {"label": "Put premium", "value": "99%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 22-45 days \u00b7 ATM", "tone": "negative", "volume": 1000, "open_interest": 1, "premium": 135000.0, "premium_label": "$135000", "premium_share": 99.28660733985438, "weighted_strike": 25.0, "avg_iv": 0.68803, "max_voi": 1000.0, "why": "puts cluster with 1000 contracts traded, $135000 estimated gross traded notional, and 99% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 6, "open_interest": 175, "premium": 735.0, "premium_label": "$735", "premium_share": 0.5405604177392072, "weighted_strike": 35.0, "avg_iv": 0.585595, "max_voi": 0.10909091, "why": "calls cluster with 6 contracts traded, $735 estimated gross traded notional, and 1% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 ATM", "tone": "positive", "volume": 1, "open_interest": 22, "premium": 235.0, "premium_label": "$235", "premium_share": 0.17283224240641318, "weighted_strike": 25.0, "avg_iv": 0.74657, "max_voi": 0.04545455, "why": "calls cluster with 1 contracts traded, $235 estimated gross traded notional, and 0% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $135970 of estimated gross traded notional, puts \u00b7 22-45 days \u00b7 atm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/1d0deaa5-fd20-480f-9093-eda4e296834c/", "research_links": {"chart": "/terminal/1d0deaa5-fd20-480f-9093-eda4e296834c/", "report": "/terminal/1d0deaa5-fd20-480f-9093-eda4e296834c/report/", "factor": "/factors/ticker/1d0deaa5-fd20-480f-9093-eda4e296834c/", "insider": "/insider-activity/company/rvlv/"}}, {"symbol": "CLGN", "name": "Collplant Biotechnologies Ltd", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Healthcare", "industry": "Biotechnology", "sector_url": "https://sharemaestro.com/structure/us/healthcare/", "industry_url": "https://sharemaestro.com/structure/us/healthcare/biotechnology/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 71.2, "options_pressure_score": -56.0, "trend_confirmation_score": 97.75, "speculation_score": 57.58, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "CLGN shows volatility options pressure with a 71/100 conviction score, put-call volume ratio of 2.57, expected move of 989.5%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-29T23:04:00.095567+00:00", "snapshot": {"fetched_at": "2026-07-29T23:04:00.095567+00:00", "source": "yfinance_options_fallback", "underlying_price": 0.3148, "total_contracts": 13, "call_contracts": 6, "put_contracts": 7, "call_volume": 7, "put_volume": 18, "call_open_interest": 11, "put_open_interest": 22, "put_call_volume_ratio": 2.57142857, "put_call_open_interest_ratio": 2.0, "volume_open_interest_ratio": 0.75757576, "avg_implied_volatility": 4.34375062, "max_pain_strike": 5.0, "expected_move_percent": 989.51715375, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 0.3148, "one_week_change": -6.029850746268656, "one_week_change_label": "-6.0%", "relative_strength": -79.442182, "fair_value_gap_label": "-90.9%", "trend_signal": "0"}, "premium_flags": [{"label": "Fresh flow", "value": "0.76", "detail": "Volume/open-interest participation is elevated versus normal chain activity."}, {"label": "Priced move", "value": "989.5%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend agreement", "value": "98", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 87.7, "confidence_label": "88/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 2% / P 98%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.76", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "98/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "19 Aug", "detail": "Matched earnings event is 20 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 53.7, "score_label": "54/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-56"}, {"label": "1W price", "value": "-6.0%"}, {"label": "Call premium", "value": "2%"}, {"label": "Put premium", "value": "98%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 22-45 days \u00b7 ITM", "tone": "negative", "volume": 10, "open_interest": 18, "premium": 5275.0, "premium_label": "$5275", "premium_share": 52.00887355188563, "weighted_strike": 5.5, "avg_iv": 8.687501236666666, "max_voi": 0.8, "why": "puts cluster with 10 contracts traded, $5275 estimated gross traded notional, and 52% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 ITM", "tone": "negative", "volume": 8, "open_interest": 4, "premium": 4647.5, "premium_label": "$4648", "premium_share": 45.822035987182645, "weighted_strike": 6.25, "avg_iv": 5.916669636666667, "max_voi": 5.0, "why": "puts cluster with 8 contracts traded, $4648 estimated gross traded notional, and 46% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 6, "open_interest": 2, "premium": 186.0, "premium_label": "$186", "premium_share": 1.8338673896968203, "weighted_strike": 2.5, "avg_iv": 1.9270861333333333, "max_voi": 0.0, "why": "calls cluster with 6 contracts traded, $186 estimated gross traded notional, and 2% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 OTM", "tone": "positive", "volume": 1, "open_interest": 9, "premium": 34.0, "premium_label": "$34", "premium_share": 0.33522307123490264, "weighted_strike": 2.5, "avg_iv": 0.0, "max_voi": 0.14285714, "why": "calls cluster with 1 contracts traded, $34 estimated gross traded notional, and 0% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $10142 of estimated gross traded notional, puts \u00b7 22-45 days \u00b7 itm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/6618f28c-a65c-402a-bbb7-813aed51d699/", "research_links": {"chart": "/terminal/6618f28c-a65c-402a-bbb7-813aed51d699/", "report": "/terminal/6618f28c-a65c-402a-bbb7-813aed51d699/report/", "factor": "/factors/ticker/6618f28c-a65c-402a-bbb7-813aed51d699/"}}, {"symbol": "ADTN", "name": "ADTRAN Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Technology", "industry": "Communication Equipment", "sector_url": "https://sharemaestro.com/structure/us/technology/", "industry_url": "https://sharemaestro.com/structure/us/technology/communication-equipment/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 70.95, "options_pressure_score": -89.72, "trend_confirmation_score": 52.63, "speculation_score": 45.37, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "ADTN shows volatility options pressure with a 71/100 conviction score, put-call volume ratio of 14.28, expected move of 23.6%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-29T23:02:36.143841+00:00", "snapshot": {"fetched_at": "2026-07-29T23:02:36.143841+00:00", "source": "yfinance_options_fallback", "underlying_price": 9.85, "total_contracts": 157, "call_contracts": 85, "put_contracts": 72, "call_volume": 729, "put_volume": 10413, "call_open_interest": 21530, "put_open_interest": 26564, "put_call_volume_ratio": 14.28395062, "put_call_open_interest_ratio": 1.23381328, "volume_open_interest_ratio": 0.23167131, "avg_implied_volatility": 0.85083288, "max_pain_strike": 11.0, "expected_move_percent": 23.60406091, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 9.85, "one_week_change": -15.450643776824034, "one_week_change_label": "-15.5%", "relative_strength": -17.390263, "fair_value_gap_label": "+16.1%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent snapshots."}, {"label": "Priced move", "value": "23.6%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 87.7, "confidence_label": "88/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 5% / P 95%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.23", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "53/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "3 Aug", "detail": "Matched earnings event is 4 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 94.9, "score_label": "95/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-90"}, {"label": "1W price", "value": "-15.5%"}, {"label": "Call premium", "value": "5%"}, {"label": "Put premium", "value": "95%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 10058, "open_interest": 10122, "premium": 1024080.0, "premium_label": "$1.0M", "premium_share": 80.58704333969428, "weighted_strike": 7.068104991051899, "avg_iv": 0.8327816193333333, "max_voi": 5.11111111, "why": "puts cluster with 10058 contracts traded, $1.0M estimated gross traded notional, and 81% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 226, "open_interest": 414, "premium": 124202.5, "premium_label": "$124202", "premium_share": 9.773760107021307, "weighted_strike": 14.63716814159292, "avg_iv": 0.4353716762962963, "max_voi": 9.0, "why": "puts cluster with 226 contracts traded, $124202 estimated gross traded notional, and 10% of visible notional."}, {"label": "Puts \u00b7 22-45 days \u00b7 ITM", "tone": "negative", "volume": 65, "open_interest": 5577, "premium": 47175.0, "premium_label": "$47175", "premium_share": 3.7123015482677895, "weighted_strike": 17.630769230769232, "avg_iv": 2.31237339, "max_voi": 0.92307692, "why": "puts cluster with 65 contracts traded, $47175 estimated gross traded notional, and 4% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 396, "open_interest": 7079, "premium": 25547.5, "premium_label": "$25548", "premium_share": 2.010387362042848, "weighted_strike": 19.608585858585858, "avg_iv": 1.0349144783333333, "max_voi": 1.0, "why": "calls cluster with 396 contracts traded, $25548 estimated gross traded notional, and 2% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 ITM", "tone": "positive", "volume": 67, "open_interest": 311, "premium": 15890.0, "premium_label": "$15890", "premium_share": 1.2504180519761563, "weighted_strike": 7.626865671641791, "avg_iv": 2.4433607377777777, "max_voi": 3.0, "why": "calls cluster with 67 contracts traded, $15890 estimated gross traded notional, and 1% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $1.3M of estimated gross traded notional, puts \u00b7 91+ days \u00b7 otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/b090a14d-b4c3-4242-8b77-323168d69b38/", "research_links": {"chart": "/terminal/b090a14d-b4c3-4242-8b77-323168d69b38/", "report": "/terminal/b090a14d-b4c3-4242-8b77-323168d69b38/report/", "factor": "/factors/ticker/b090a14d-b4c3-4242-8b77-323168d69b38/", "insider": "/insider-activity/company/adtn/"}}, {"symbol": "WLDN", "name": "Willdan Group Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Industrials", "industry": "Engineering & Construction", "sector_url": "https://sharemaestro.com/structure/us/industrials/", "industry_url": "https://sharemaestro.com/structure/us/industrials/engineering-construction/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 70.71, "options_pressure_score": -97.76, "trend_confirmation_score": 51.82, "speculation_score": 29.89, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "WLDN shows volatility options pressure with a 71/100 conviction score, put-call volume ratio of 13.04, expected move of 18.3%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-30T14:45:37.873998+00:00", "snapshot": {"fetched_at": "2026-07-30T14:45:37.873998+00:00", "source": "yfinance_options_fallback", "underlying_price": 72.63, "total_contracts": 111, "call_contracts": 61, "put_contracts": 50, "call_volume": 217, "put_volume": 2830, "call_open_interest": 1909, "put_open_interest": 3845, "put_call_volume_ratio": 13.04147465, "put_call_open_interest_ratio": 2.01414353, "volume_open_interest_ratio": 0.52954466, "avg_implied_volatility": 0.89132799, "max_pain_strike": 75.0, "expected_move_percent": 18.31199229, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 72.63, "one_week_change": -0.09628610729023383, "one_week_change_label": "-0.1%", "relative_strength": -31.282404, "fair_value_gap_label": "+32.1%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "4x", "detail": "Volatility pressure has repeated across recent snapshots."}, {"label": "Priced move", "value": "18.3%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 87.6, "confidence_label": "88/100", "summary": "Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.", "evidence": [{"label": "Notional split", "value": "C 11% / P 89%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.53", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "52/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "6 Aug", "detail": "Matched earnings event is 7 days away."}], "watchouts": ["Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction."]}, "flow_divergence": {"label": "Volatility flow versus price", "tone": "warning", "score": 49.7, "score_label": "50/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-98"}, {"label": "1W price", "value": "-0.1%"}, {"label": "Call premium", "value": "11%"}, {"label": "Put premium", "value": "89%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 22-45 days \u00b7 OTM", "tone": "negative", "volume": 2511, "open_interest": 2604, "premium": 503552.5, "premium_label": "$503552", "premium_share": 46.013150073581386, "weighted_strike": 60.00597371565114, "avg_iv": 0.9198832383333333, "max_voi": 0.9976067, "why": "puts cluster with 2511 contracts traded, $503552 estimated gross traded notional, and 46% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 220, "open_interest": 972, "premium": 219091.0, "premium_label": "$219091", "premium_share": 20.019892787288352, "weighted_strike": 69.0, "avg_iv": 0.62120851, "max_voi": 0.76923077, "why": "puts cluster with 220 contracts traded, $219091 estimated gross traded notional, and 20% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 81, "open_interest": 101, "premium": 175865.0, "premium_label": "$175865", "premium_share": 16.070027728370707, "weighted_strike": 92.28395061728395, "avg_iv": 0.4754080769230769, "max_voi": 2.2, "why": "puts cluster with 81 contracts traded, $175865 estimated gross traded notional, and 16% of visible notional."}, {"label": "Puts \u00b7 22-45 days \u00b7 ITM", "tone": "negative", "volume": 18, "open_interest": 161, "premium": 78665.0, "premium_label": "$78665", "premium_share": 7.188176904172414, "weighted_strike": 118.61111111111111, "avg_iv": 0.7511875089473684, "max_voi": 1.0, "why": "puts cluster with 18 contracts traded, $78665 estimated gross traded notional, and 7% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 24, "open_interest": 79, "premium": 49060.0, "premium_label": "$49060", "premium_share": 4.4829588625017305, "weighted_strike": 62.291666666666664, "avg_iv": 1.056955745, "max_voi": 1.0, "why": "calls cluster with 24 contracts traded, $49060 estimated gross traded notional, and 4% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $1.1M of estimated gross traded notional, puts \u00b7 22-45 days \u00b7 otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.", "detail_url": "https://sharemaestro.com/options/ticker/1f5f820b-dc27-4d08-8e86-38ad6e759b8b/", "research_links": {"chart": "/terminal/1f5f820b-dc27-4d08-8e86-38ad6e759b8b/", "report": "/terminal/1f5f820b-dc27-4d08-8e86-38ad6e759b8b/report/", "factor": "/factors/ticker/1f5f820b-dc27-4d08-8e86-38ad6e759b8b/", "insider": "/insider-activity/company/wldn/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}