{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "CNH", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 36.07, "avg_conviction_label": "36.1", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "CNH", "leader_score": "36", "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": "Industrials", "count": 1, "avg_score": "36.07", "sector_label": "Industrials", "industry_label": "", "sector_url": "/structure/us/industrials/", "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": "CNH", "name": "CNH Industrial N.V.", "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": "mixed", "direction_label": "Mixed", "tone": "neutral", "conviction_score": 36.07, "options_pressure_score": 6.9, "trend_confirmation_score": 60.76, "speculation_score": 40.11, "volatility_score": 85.49, "edge_label": "Options-market disagreement", "insight": "CNH shows mixed options pressure with a 36/100 conviction score, put-call volume ratio of 1.06, expected move of 9.0%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-08-01T09:55:02.746003+00:00", "snapshot": {"fetched_at": "2026-08-01T09:55:02.746003+00:00", "underlying_price": 11.15, "total_contracts": 90, "call_contracts": 45, "put_contracts": 45, "call_volume": 121, "put_volume": 128, "call_open_interest": 45171, "put_open_interest": 8632, "put_call_volume_ratio": 1.05785124, "put_call_open_interest_ratio": 0.19109606, "volume_open_interest_ratio": 0.00462799, "avg_implied_volatility": 0.70876375, "max_pain_strike": 10.0, "expected_move_percent": 8.96860987, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 11.15, "one_week_change": 4.793233082706767, "one_week_change_label": "+4.8%", "relative_strength": -3.861662, "fair_value_gap_label": "+0.4%", "trend_signal": "0"}, "premium_flags": [{"label": "Priced move", "value": "9.0%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 87.1, "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 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": "0.00", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "61/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "3 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": "No clean flow/price divergence", "tone": "neutral", "score": 24.7, "score_label": "25/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "+7"}, {"label": "1W price", "value": "+4.8%"}, {"label": "Call premium", "value": "58%"}, {"label": "Put premium", "value": "42%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 8-21 days \u00b7 ITM", "tone": "positive", "volume": 58, "open_interest": 67, "premium": 5815.0, "premium_label": "$5815", "premium_share": 40.744114349775785, "weighted_strike": 9.741379310344827, "avg_iv": 2.8099325, "max_voi": 6.0, "why": "calls cluster with 58 contracts traded, $5815 estimated gross traded notional, and 41% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 30, "open_interest": 2910, "premium": 2995.0, "premium_label": "$2995", "premium_share": 20.985145739910315, "weighted_strike": 10.0, "avg_iv": 0.5376283333333334, "max_voi": 0.02649007, "why": "puts cluster with 30 contracts traded, $2995 estimated gross traded notional, and 21% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 OTM", "tone": "negative", "volume": 98, "open_interest": 516, "premium": 2940.0, "premium_label": "$2940", "premium_share": 20.599775784753362, "weighted_strike": 10.0, "avg_iv": 1.2367975, "max_voi": 0.18992248, "why": "puts cluster with 98 contracts traded, $2940 estimated gross traded notional, and 21% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 32, "open_interest": 35019, "premium": 1695.0, "premium_label": "$1695", "premium_share": 11.87640134529148, "weighted_strike": 12.65625, "avg_iv": 0.3706426666666667, "max_voi": 0.00807103, "why": "calls cluster with 32 contracts traded, $1695 estimated gross traded notional, and 12% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 7, "open_interest": 271, "premium": 560.0, "premium_label": "$560", "premium_share": 3.9237668161434978, "weighted_strike": 10.0, "avg_iv": 1.5611825, "max_voi": 0.02755906, "why": "calls cluster with 7 contracts traded, $560 estimated gross traded notional, and 4% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $14272 of estimated gross traded notional, calls \u00b7 8-21 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/2b3db5f6-8574-4a73-ad2e-c1a94b3fca81/", "research_links": {"chart": "/terminal/2b3db5f6-8574-4a73-ad2e-c1a94b3fca81/", "report": "/terminal/2b3db5f6-8574-4a73-ad2e-c1a94b3fca81/report/", "factor": "/factors/ticker/2b3db5f6-8574-4a73-ad2e-c1a94b3fca81/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}