{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "CME", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 28.7, "avg_conviction_label": "28.7", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "CME", "leader_score": "29", "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": "28.70", "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": "CME", "name": "CME Group Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Financial Services", "industry": "Financial Data & Stock Exchanges", "sector_url": "https://sharemaestro.com/structure/us/financial-services/", "industry_url": "https://sharemaestro.com/structure/us/financial-services/financial-data-stock-exchanges/", "direction": "mixed", "direction_label": "Mixed", "tone": "neutral", "conviction_score": 28.7, "options_pressure_score": 4.63, "trend_confirmation_score": 56.38, "speculation_score": 40.99, "volatility_score": 30.83, "edge_label": "Options-market disagreement", "insight": "CME shows mixed options pressure with a 29/100 conviction score, put-call volume ratio of 0.90, expected move of 3.0%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-08-01T23:21:24.698973+00:00", "snapshot": {"fetched_at": "2026-08-01T23:21:24.698973+00:00", "underlying_price": 267.79, "total_contracts": 1120, "call_contracts": 560, "put_contracts": 560, "call_volume": 1297, "put_volume": 1164, "call_open_interest": 27983, "put_open_interest": 29797, "put_call_volume_ratio": 0.89745567, "put_call_open_interest_ratio": 1.06482507, "volume_open_interest_ratio": 0.04259259, "avg_implied_volatility": 0.26975, "max_pain_strike": 255.0, "expected_move_percent": 2.98741551, "nearest_expiration": "2026-08-07"}, "market": {"latest_close": 267.79, "one_week_change": 4.888175159609886, "one_week_change_label": "+4.9%", "relative_strength": -9.927505, "fair_value_gap_label": "+16.1%", "trend_signal": "0"}, "premium_flags": [{"label": "Context building", "value": "29", "detail": "The chain is live, but no premium alert condition is dominant yet."}], "intent": {"slug": "multi-expiry-position-maintenance-candidate", "label": "Multi-expiry position-maintenance candidate", "tone": "neutral", "confidence": 67.8, "confidence_label": "68/100", "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 58% / P 42%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.04", "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."}], "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": 24.1, "score_label": "24/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "+5"}, {"label": "1W price", "value": "+4.9%"}, {"label": "Call premium", "value": "58%"}, {"label": "Put premium", "value": "42%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 438, "open_interest": 12810, "premium": 376007.5, "premium_label": "$376008", "premium_share": 23.78893937610955, "weighted_strike": 235.3538812785388, "avg_iv": 0.3513760655737705, "max_voi": 1.22580645, "why": "puts cluster with 438 contracts traded, $376008 estimated gross traded notional, and 24% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 142, "open_interest": 2153, "premium": 242000.0, "premium_label": "$242000", "premium_share": 15.310660901759967, "weighted_strike": 258.23943661971833, "avg_iv": 0.27828714285714284, "max_voi": 0.20495868, "why": "calls cluster with 142 contracts traded, $242000 estimated gross traded notional, and 15% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 38, "open_interest": 5512, "premium": 197405.0, "premium_label": "$197405", "premium_share": 12.489260393850936, "weighted_strike": 227.23684210526315, "avg_iv": 0.251621, "max_voi": 0.5, "why": "calls cluster with 38 contracts traded, $197405 estimated gross traded notional, and 12% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 446, "open_interest": 4802, "premium": 148875.0, "premium_label": "$148875", "premium_share": 9.41890347830378, "weighted_strike": 293.36322869955154, "avg_iv": 0.24292125, "max_voi": 4.0, "why": "calls cluster with 446 contracts traded, $148875 estimated gross traded notional, and 9% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 27, "open_interest": 1440, "premium": 89665.0, "premium_label": "$89665", "premium_share": 5.672852932877303, "weighted_strike": 280.0, "avg_iv": 0.3300676923076923, "max_voi": 0.18548387, "why": "puts cluster with 27 contracts traded, $89665 estimated gross traded notional, and 6% of visible notional."}], "why_this_matters": "Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $1.6M 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/538bf8a9-d409-4774-80de-b3de9ab850d1/", "research_links": {"chart": "/terminal/538bf8a9-d409-4774-80de-b3de9ab850d1/", "report": "/terminal/538bf8a9-d409-4774-80de-b3de9ab850d1/report/", "factor": "/factors/ticker/538bf8a9-d409-4774-80de-b3de9ab850d1/", "insider": "/insider-activity/company/cme/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}