{"latest_run": "2026-07-30T20:50:00.022982+00:00", "coverage_count": 6116, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "AMBA", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 47.13, "avg_conviction_label": "47.1", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "AMBA", "leader_score": "47", "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": "Technology", "count": 1, "avg_score": "47.13", "sector_label": "Technology", "industry_label": "", "sector_url": "/structure/us/technology/", "industry_url": "", "bar_width": 100.0}], "directions": [{"direction": "volatility", "count": 1, "bar_width": 100.0}], "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": 0, "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": 0, "url": "/options/conviction/60-79/", "bar_width": 0.0}, {"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": 1, "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": 0, "url": "/options/conviction/under-40/", "bar_width": 0.0}]}, "signals": [{"symbol": "AMBA", "name": "Ambarella Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Technology", "industry": "Semiconductor Equipment & Materials", "sector_url": "https://sharemaestro.com/structure/us/technology/", "industry_url": "https://sharemaestro.com/structure/us/technology/semiconductor-equipment-materials/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 47.13, "options_pressure_score": 32.98, "trend_confirmation_score": 54.59, "speculation_score": 43.13, "volatility_score": 95.96, "edge_label": "Volatility expansion watch", "insight": "AMBA shows volatility options pressure with a 47/100 conviction score, put-call volume ratio of 0.57, expected move of 10.0%, and Sharemaestro trend signal active.", "fetched_at": "2026-07-30T22:24:35.376015+00:00", "snapshot": {"fetched_at": "2026-07-30T22:24:35.376015+00:00", "underlying_price": 68.06, "total_contracts": 690, "call_contracts": 377, "put_contracts": 313, "call_volume": 3693, "put_volume": 2118, "call_open_interest": 28500, "put_open_interest": 14536, "put_call_volume_ratio": 0.57351747, "put_call_open_interest_ratio": 0.51003509, "volume_open_interest_ratio": 0.13502649, "avg_implied_volatility": 1.07910564, "max_pain_strike": 67.0, "expected_move_percent": 9.99118425, "nearest_expiration": "2026-07-31"}, "market": {"latest_close": 68.06, "one_week_change": 10.058214747736093, "one_week_change_label": "+10.1%", "relative_strength": -12.457364, "fair_value_gap_label": "+9.3%", "trend_signal": "1"}, "premium_flags": [{"label": "Persistent pressure", "value": "3x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Pin watch", "value": "+1.6%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}, {"label": "Priced move", "value": "10.0%", "detail": "Options are pricing a wider near-term move."}], "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 78% / P 22%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.14", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "55/100", "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": 52.8, "score_label": "53/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "+33"}, {"label": "1W price", "value": "+10.1%"}, {"label": "Call premium", "value": "78%"}, {"label": "Put premium", "value": "22%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 325, "open_interest": 724, "premium": 1166160.0, "premium_label": "$1.2M", "premium_share": 29.030356084641003, "weighted_strike": 45.56153846153846, "avg_iv": 0.8485414877272728, "max_voi": 2.0, "why": "calls cluster with 325 contracts traded, $1.2M estimated gross traded notional, and 29% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 OTM", "tone": "positive", "volume": 871, "open_interest": 5503, "premium": 689142.5, "premium_label": "$689142", "premium_share": 17.155495101924018, "weighted_strike": 76.79850746268657, "avg_iv": 1.0617445130434782, "max_voi": 2.25165563, "why": "calls cluster with 871 contracts traded, $689142 estimated gross traded notional, and 17% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 531, "open_interest": 6036, "premium": 507270.0, "premium_label": "$507270", "premium_share": 12.627965914673666, "weighted_strike": 108.08380414312617, "avg_iv": 0.9054655192105263, "max_voi": 11.5, "why": "calls cluster with 531 contracts traded, $507270 estimated gross traded notional, and 13% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 ITM", "tone": "positive", "volume": 95, "open_interest": 346, "premium": 214575.0, "premium_label": "$214575", "premium_share": 5.341624354172535, "weighted_strike": 54.13157894736842, "avg_iv": 1.0389587977777779, "max_voi": 1.0, "why": "calls cluster with 95 contracts traded, $214575 estimated gross traded notional, and 5% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 545, "open_interest": 1883, "premium": 207554.0, "premium_label": "$207554", "premium_share": 5.166843766542823, "weighted_strike": 38.39908256880734, "avg_iv": 0.9029050073529412, "max_voi": 5.85714286, "why": "puts cluster with 545 contracts traded, $207554 estimated gross traded notional, and 5% of visible notional."}], "why_this_matters": "Volatility expansion bet matters because it connects the options headline to the actual evidence: $4.0M of estimated gross traded notional, calls \u00b7 91+ 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/5afa72da-0adf-4dfd-a80d-e485cbd3a531/", "research_links": {"chart": "/terminal/5afa72da-0adf-4dfd-a80d-e485cbd3a531/", "report": "/terminal/5afa72da-0adf-4dfd-a80d-e485cbd3a531/report/", "factor": "/factors/ticker/5afa72da-0adf-4dfd-a80d-e485cbd3a531/", "insider": "/insider-activity/company/amba/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}