{"latest_run": "2026-07-30T20:50:00.022982+00:00", "coverage_count": 6116, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "CALM", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 36.8, "avg_conviction_label": "36.8", "bullish": 1, "bearish": 0, "volatility": 0, "mixed": 0, "leader": "CALM", "leader_score": "37", "leader_direction": "bullish", "leader_direction_label": "Bullish", "leader_tone": "positive", "leader_read": "The strongest current read leans call-side, which is generally constructive if the chart also supports it."}, "charts": {"sectors": [{"ticker__sector": "Consumer Defensive", "count": 1, "avg_score": "36.80", "sector_label": "Consumer Defensive", "industry_label": "", "sector_url": "/structure/us/consumer-defensive/", "industry_url": "", "bar_width": 100.0}], "directions": [{"direction": "bullish", "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": "CALM", "name": "Cal-Maine Foods Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Consumer Defensive", "industry": "Farm Products", "sector_url": "https://sharemaestro.com/structure/us/consumer-defensive/", "industry_url": "https://sharemaestro.com/structure/us/consumer-defensive/farm-products/", "direction": "bullish", "direction_label": "Bullish", "tone": "positive", "conviction_score": 36.8, "options_pressure_score": 20.84, "trend_confirmation_score": 67.52, "speculation_score": 20.86, "volatility_score": 59.03, "edge_label": "Call-side pressure", "insight": "CALM shows bullish options pressure with a 37/100 conviction score, put-call volume ratio of 0.61, expected move of 8.4%, and Sharemaestro trend signal active.", "fetched_at": "2026-07-30T06:30:30.641633+00:00", "snapshot": {"fetched_at": "2026-07-30T06:30:30.641633+00:00", "underlying_price": 90.32, "total_contracts": 182, "call_contracts": 91, "put_contracts": 91, "call_volume": 1010, "put_volume": 616, "call_open_interest": 12630, "put_open_interest": 16195, "put_call_volume_ratio": 0.60990099, "put_call_open_interest_ratio": 1.28226445, "volume_open_interest_ratio": 0.05640937, "avg_implied_volatility": 0.36243, "max_pain_strike": 85.0, "expected_move_percent": 8.41452613, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 90.32, "one_week_change": 1.9988706945228685, "one_week_change_label": "+2.0%", "relative_strength": -4.745622, "fair_value_gap_label": "+23.8%", "trend_signal": "1"}, "premium_flags": [{"label": "Priced move", "value": "8.4%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend agreement", "value": "68", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "intent": {"slug": "call-heavy-activity-with-trend-alignment", "label": "Call-heavy activity with trend alignment", "tone": "positive", "confidence": 81.0, "confidence_label": "81/100", "summary": "Call concentration and the underlying trend align, but aggregate volume cannot establish whether calls were bought or sold.", "evidence": [{"label": "Notional split", "value": "C 92% / P 8%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.06", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "68/100", "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": "Bullish flow confirms price", "tone": "positive", "score": 19.1, "score_label": "19/100", "summary": "Options pressure and weekly price action are pointing in the same constructive direction.", "metrics": [{"label": "Options pressure", "value": "+21"}, {"label": "1W price", "value": "+2.0%"}, {"label": "Call premium", "value": "92%"}, {"label": "Put premium", "value": "8%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 290, "open_interest": 2552, "premium": 800510.0, "premium_label": "$800510", "premium_share": 55.79639206425601, "weighted_strike": 68.91379310344827, "avg_iv": 0.4348931578947368, "max_voi": 0.44567627, "why": "calls cluster with 290 contracts traded, $800510 estimated gross traded notional, and 56% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 ITM", "tone": "positive", "volume": 378, "open_interest": 2814, "premium": 373800.0, "premium_label": "$373800", "premium_share": 26.054254604713115, "weighted_strike": 84.74867724867725, "avg_iv": 0.7422322222222222, "max_voi": 0.17280453, "why": "calls cluster with 378 contracts traded, $373800 estimated gross traded notional, and 26% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 ATM", "tone": "positive", "volume": 88, "open_interest": 1560, "premium": 51480.0, "premium_label": "$51480", "premium_share": 3.588210345239784, "weighted_strike": 90.0, "avg_iv": 0.40511, "max_voi": 0.05641026, "why": "calls cluster with 88 contracts traded, $51480 estimated gross traded notional, and 4% of visible notional."}, {"label": "Puts \u00b7 22-45 days \u00b7 ITM", "tone": "negative", "volume": 52, "open_interest": 38, "premium": 37960.0, "premium_label": "$37960", "premium_share": 2.645852072752568, "weighted_strike": 100.0, "avg_iv": 0.43438, "max_voi": 2.08, "why": "puts cluster with 52 contracts traded, $37960 estimated gross traded notional, and 3% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 51, "open_interest": 1033, "premium": 32677.5, "premium_label": "$32678", "premium_share": 2.2776562462426773, "weighted_strike": 102.05882352941177, "avg_iv": 0.3246275, "max_voi": 0.8, "why": "calls cluster with 51 contracts traded, $32678 estimated gross traded notional, and 2% of visible notional."}], "why_this_matters": "Call-heavy activity with trend alignment matters because it connects the options headline to the actual evidence: $1.4M of estimated gross traded notional, calls \u00b7 91+ days \u00b7 itm, and a bullish flow confirms 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/e629dd15-b437-4cc5-a642-0062957a3373/", "research_links": {"chart": "/terminal/e629dd15-b437-4cc5-a642-0062957a3373/", "report": "/terminal/e629dd15-b437-4cc5-a642-0062957a3373/report/", "factor": "/factors/ticker/e629dd15-b437-4cc5-a642-0062957a3373/", "insider": "/insider-activity/company/calm/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}