{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "CIM", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 28.09, "avg_conviction_label": "28.1", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "CIM", "leader_score": "28", "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": "Real Estate", "count": 1, "avg_score": "28.09", "sector_label": "Real Estate", "industry_label": "", "sector_url": "/structure/us/real-estate/", "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": "CIM", "name": "Chimera Investment Corporation", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Real Estate", "industry": "Reit - Mortgage", "sector_url": "https://sharemaestro.com/structure/us/real-estate/", "industry_url": "https://sharemaestro.com/structure/us/real-estate/reit-mortgage/", "direction": "mixed", "direction_label": "Mixed", "tone": "neutral", "conviction_score": 28.09, "options_pressure_score": 8.6, "trend_confirmation_score": 56.21, "speculation_score": 20.58, "volatility_score": 53.31, "edge_label": "Options-market disagreement", "insight": "CIM shows mixed options pressure with a 28/100 conviction score, put-call volume ratio of 0.95, expected move of 6.6%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-08-01T11:30:25.788577+00:00", "snapshot": {"fetched_at": "2026-08-01T11:30:25.788577+00:00", "underlying_price": 12.5, "total_contracts": 136, "call_contracts": 68, "put_contracts": 68, "call_volume": 150, "put_volume": 143, "call_open_interest": 7935, "put_open_interest": 3825, "put_call_volume_ratio": 0.95333333, "put_call_open_interest_ratio": 0.48204159, "volume_open_interest_ratio": 0.02491497, "avg_implied_volatility": 0.38438125, "max_pain_strike": 13.0, "expected_move_percent": 6.6, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 12.48, "one_week_change": 13.402400968718203, "one_week_change_label": "+13.4%", "relative_strength": -8.108114, "fair_value_gap_label": "+4.2%", "trend_signal": "0"}, "premium_flags": [{"label": "Priced move", "value": "6.6%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 70.4, "confidence_label": "70/100", "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 34% / P 66%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.02", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "56/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "5 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": "No clean flow/price divergence", "tone": "neutral", "score": 47.8, "score_label": "48/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "+9"}, {"label": "1W price", "value": "+13.4%"}, {"label": "Call premium", "value": "34%"}, {"label": "Put premium", "value": "66%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 101, "open_interest": 458, "premium": 7815.0, "premium_label": "$7815", "premium_share": 51.07676219731381, "weighted_strike": 11.990099009900991, "avg_iv": 0.372795, "max_voi": 0.33444816, "why": "puts cluster with 101 contracts traded, $7815 estimated gross traded notional, and 51% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 10, "open_interest": 40, "premium": 2975.0, "premium_label": "$2975", "premium_share": 19.44380902584883, "weighted_strike": 10.0, "avg_iv": 0.17768, "max_voi": 2.5, "why": "calls cluster with 10 contracts traded, $2975 estimated gross traded notional, and 19% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 100, "open_interest": 3166, "premium": 1327.5, "premium_label": "$1328", "premium_share": 8.676187052710695, "weighted_strike": 13.97, "avg_iv": 0.38776666666666665, "max_voi": 0.04068047, "why": "calls cluster with 100 contracts traded, $1328 estimated gross traded notional, and 9% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 ITM", "tone": "negative", "volume": 5, "open_interest": 715, "premium": 1302.5, "premium_label": "$1302", "premium_share": 8.512793699552303, "weighted_strike": 15.0, "avg_iv": 0.9698688888888889, "max_voi": 0.00144092, "why": "puts cluster with 5 contracts traded, $1302 estimated gross traded notional, and 9% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 OTM", "tone": "negative", "volume": 35, "open_interest": 229, "premium": 700.0, "premium_label": "$700", "premium_share": 4.575013888435018, "weighted_strike": 12.0, "avg_iv": 0.82949375, "max_voi": 0.1635514, "why": "puts cluster with 35 contracts traded, $700 estimated gross traded notional, and 5% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $15300 of estimated gross traded notional, puts \u00b7 91+ days \u00b7 otm, 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/74f84a76-c8ae-49ab-a36e-2e25a061f4ae/", "research_links": {"chart": "/terminal/74f84a76-c8ae-49ab-a36e-2e25a061f4ae/", "report": "/terminal/74f84a76-c8ae-49ab-a36e-2e25a061f4ae/report/", "factor": "/factors/ticker/74f84a76-c8ae-49ab-a36e-2e25a061f4ae/", "insider": "/insider-activity/company/cim/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}