{"latest_run": "2026-07-30T20:50:00.022982+00:00", "coverage_count": 6116, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "BNS", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 34.94, "avg_conviction_label": "34.9", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "BNS", "leader_score": "35", "leader_direction": "mixed", "leader_direction_label": "Mixed", "leader_tone": "neutral", "leader_read": "The strongest current read is mixed, so the options tape is not giving a clean direction yet."}, "charts": {"sectors": [{"ticker__sector": "Financial Services", "count": 1, "avg_score": "34.94", "sector_label": "Financial Services", "industry_label": "", "sector_url": "/structure/us/financial-services/", "industry_url": "", "bar_width": 100.0}], "directions": [{"direction": "mixed", "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": 0, "url": "/options/conviction/40-59/", "bar_width": 0.0}, {"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": 1, "url": "/options/conviction/under-40/", "bar_width": 100.0}]}, "signals": [{"symbol": "BNS", "name": "Bank of Nova Scotia", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Financial Services", "industry": "Banks - Diversified", "sector_url": "https://sharemaestro.com/structure/us/financial-services/", "industry_url": "https://sharemaestro.com/structure/us/financial-services/banks-diversified/", "direction": "mixed", "direction_label": "Mixed", "tone": "neutral", "conviction_score": 34.94, "options_pressure_score": -3.65, "trend_confirmation_score": 99.69, "speculation_score": 18.18, "volatility_score": 34.87, "edge_label": "Options-market disagreement", "insight": "BNS shows mixed options pressure with a 35/100 conviction score, put-call volume ratio of 1.15, expected move of 3.7%, and Sharemaestro trend signal active.", "fetched_at": "2026-07-30T15:45:35.401709+00:00", "snapshot": {"fetched_at": "2026-07-30T15:45:35.401709+00:00", "underlying_price": 87.0, "total_contracts": 130, "call_contracts": 70, "put_contracts": 60, "call_volume": 604, "put_volume": 693, "call_open_interest": 7973, "put_open_interest": 5836, "put_call_volume_ratio": 1.14735099, "put_call_open_interest_ratio": 0.7319704, "volume_open_interest_ratio": 0.09392425, "avg_implied_volatility": 0.28461409, "max_pain_strike": 85.0, "expected_move_percent": 3.73563218, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 87.0, "one_week_change": -2.717208990271721, "one_week_change_label": "-2.7%", "relative_strength": 13.692139, "fair_value_gap_label": "+62.7%", "trend_signal": "1"}, "premium_flags": [{"label": "Pin watch", "value": "+2.3%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}, {"label": "Trend agreement", "value": "100", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "intent": {"slug": "multi-expiry-position-maintenance-candidate", "label": "Multi-expiry position-maintenance candidate", "tone": "neutral", "confidence": 64.7, "confidence_label": "65/100", "summary": "Activity is spread across expirations with heavier open interest than current volume, which can be consistent with position maintenance.", "evidence": [{"label": "Notional split", "value": "C 75% / P 25%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.09", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "100/100", "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.", "Roll detection is conservative because opening and closing legs are not directly observable in this snapshot."]}, "flow_divergence": {"label": "No clean flow/price divergence", "tone": "neutral", "score": 13.1, "score_label": "13/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "-4"}, {"label": "1W price", "value": "-2.7%"}, {"label": "Call premium", "value": "75%"}, {"label": "Put premium", "value": "25%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 234, "open_interest": 2587, "premium": 394235.0, "premium_label": "$394235", "premium_share": 45.448073960116, "weighted_strike": 72.26495726495726, "avg_iv": 0.37089346153846153, "max_voi": 1.0, "why": "calls cluster with 234 contracts traded, $394235 estimated gross traded notional, and 45% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 88, "open_interest": 398, "premium": 162295.0, "premium_label": "$162295", "premium_share": 18.709640603591833, "weighted_strike": 69.26136363636364, "avg_iv": 0.533098493, "max_voi": 2.0, "why": "calls cluster with 88 contracts traded, $162295 estimated gross traded notional, and 19% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 ATM", "tone": "negative", "volume": 419, "open_interest": 454, "premium": 110615.0, "premium_label": "$110615", "premium_share": 12.751883270379928, "weighted_strike": 86.89737470167064, "avg_iv": 0.27185787, "max_voi": 0.99019608, "why": "puts cluster with 419 contracts traded, $110615 estimated gross traded notional, and 13% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 62, "open_interest": 196, "premium": 56756.0, "premium_label": "$56756", "premium_share": 6.542927151775828, "weighted_strike": 92.8225806451613, "avg_iv": 0.171065418, "max_voi": 0.73333333, "why": "puts cluster with 62 contracts traded, $56756 estimated gross traded notional, and 7% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 ITM", "tone": "positive", "volume": 42, "open_interest": 51, "premium": 40120.0, "premium_label": "$40120", "premium_share": 4.62510108762503, "weighted_strike": 77.67857142857143, "avg_iv": 0.4731498, "max_voi": 0.08333333, "why": "calls cluster with 42 contracts traded, $40120 estimated gross traded notional, and 5% of visible notional."}], "why_this_matters": "Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $867440 of estimated gross traded notional, calls \u00b7 91+ days \u00b7 itm, and a no clean flow/price divergence 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/ce9d8156-6c24-415d-892c-9958387dd114/", "research_links": {"chart": "/terminal/ce9d8156-6c24-415d-892c-9958387dd114/", "report": "/terminal/ce9d8156-6c24-415d-892c-9958387dd114/report/", "factor": "/factors/ticker/ce9d8156-6c24-415d-892c-9958387dd114/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}