{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "CAT", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 46.26, "avg_conviction_label": "46.3", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "CAT", "leader_score": "46", "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": "Industrials", "count": 1, "avg_score": "46.26", "sector_label": "Industrials", "industry_label": "", "sector_url": "/structure/us/industrials/", "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": "CAT", "name": "Caterpillar Inc", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Industrials", "industry": "Farm & Heavy Construction Machinery", "sector_url": "https://sharemaestro.com/structure/us/industrials/", "industry_url": "https://sharemaestro.com/structure/us/industrials/farm-heavy-construction-machinery/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 46.26, "options_pressure_score": -12.82, "trend_confirmation_score": 91.6, "speculation_score": 43.0, "volatility_score": 75.96, "edge_label": "Volatility expansion watch", "insight": "CAT shows volatility options pressure with a 46/100 conviction score, put-call volume ratio of 1.28, expected move of 7.3%, and Sharemaestro trend signal active.", "fetched_at": "2026-08-02T02:07:25.336958+00:00", "snapshot": {"fetched_at": "2026-08-02T02:07:25.336958+00:00", "underlying_price": 814.81, "total_contracts": 2000, "call_contracts": 1000, "put_contracts": 1000, "call_volume": 6398, "put_volume": 8200, "call_open_interest": 55402, "put_open_interest": 57598, "put_call_volume_ratio": 1.28165052, "put_call_open_interest_ratio": 1.03963756, "volume_open_interest_ratio": 0.12918584, "avg_implied_volatility": 0.66608, "max_pain_strike": 860.0, "expected_move_percent": 7.33299788, "nearest_expiration": "2026-08-07"}, "market": {"latest_close": 814.81, "one_week_change": -8.317486750756698, "one_week_change_label": "-8.3%", "relative_strength": 11.285965, "fair_value_gap_label": "+83.1%", "trend_signal": "1"}, "premium_flags": [{"label": "Persistent pressure", "value": "3x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Priced move", "value": "7.3%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend agreement", "value": "92", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 86.9, "confidence_label": "87/100", "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 44% / P 56%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.13", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "92/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "4 Aug", "detail": "Matched earnings event is 2 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": 38.5, "score_label": "38/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-13"}, {"label": "1W price", "value": "-8.3%"}, {"label": "Call premium", "value": "44%"}, {"label": "Put premium", "value": "56%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 0-7 days \u00b7 ATM", "tone": "negative", "volume": 890, "open_interest": 531, "premium": 2101915.0, "premium_label": "$2.1M", "premium_share": 9.549562495815934, "weighted_strike": 803.6713483146067, "avg_iv": 0.649983, "max_voi": 3.9389313, "why": "puts cluster with 890 contracts traded, $2.1M estimated gross traded notional, and 10% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 ATM", "tone": "negative", "volume": 552, "open_interest": 3900, "premium": 2101285.0, "premium_label": "$2.1M", "premium_share": 9.546700237174475, "weighted_strike": 812.8623188405797, "avg_iv": 0.5292781818181819, "max_voi": 7.0, "why": "puts cluster with 552 contracts traded, $2.1M estimated gross traded notional, and 10% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 874, "open_interest": 11656, "premium": 2074790.5, "premium_label": "$2.1M", "premium_share": 9.426328631498034, "weighted_strike": 933.8558352402746, "avg_iv": 0.4675495, "max_voi": 2.03311258, "why": "calls cluster with 874 contracts traded, $2.1M estimated gross traded notional, and 9% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 OTM", "tone": "positive", "volume": 943, "open_interest": 248, "premium": 1963862.5, "premium_label": "$2.0M", "premium_share": 8.92235303375223, "weighted_strike": 913.711558854719, "avg_iv": 0.48600666666666664, "max_voi": 46.28571429, "why": "calls cluster with 943 contracts traded, $2.0M estimated gross traded notional, and 9% of visible notional."}, {"label": "Puts \u00b7 0-7 days \u00b7 OTM", "tone": "negative", "volume": 2119, "open_interest": 2872, "premium": 1668900.5, "premium_label": "$1.7M", "premium_share": 7.582261710891478, "weighted_strike": 738.2043416705993, "avg_iv": 0.6950440625, "max_voi": 75.27272727, "why": "puts cluster with 2119 contracts traded, $1.7M estimated gross traded notional, and 8% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $22.0M of estimated gross traded notional, puts \u00b7 0-7 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/9fdd8540-9623-4138-9568-d50844c259a0/", "research_links": {"chart": "/terminal/9fdd8540-9623-4138-9568-d50844c259a0/", "report": "/terminal/9fdd8540-9623-4138-9568-d50844c259a0/report/", "factor": "/factors/ticker/9fdd8540-9623-4138-9568-d50844c259a0/", "insider": "/insider-activity/company/cat/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}