{"latest_run": "2026-07-30T20:50:00.022982+00:00", "coverage_count": 6116, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "CNI", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 40.52, "avg_conviction_label": "40.5", "bullish": 1, "bearish": 0, "volatility": 0, "mixed": 0, "leader": "CNI", "leader_score": "41", "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": "Industrials", "count": 1, "avg_score": "40.52", "sector_label": "Industrials", "industry_label": "", "sector_url": "/structure/us/industrials/", "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": 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": "CNI", "name": "Canadian National Railway Company", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Industrials", "industry": "Railroads", "sector_url": "https://sharemaestro.com/structure/us/industrials/", "industry_url": "https://sharemaestro.com/structure/us/industrials/railroads/", "direction": "bullish", "direction_label": "Bullish", "tone": "positive", "conviction_score": 40.52, "options_pressure_score": 41.72, "trend_confirmation_score": 56.25, "speculation_score": 21.11, "volatility_score": 37.24, "edge_label": "Call-side pressure", "insight": "CNI shows bullish options pressure with a 41/100 conviction score, put-call volume ratio of 0.50, expected move of 4.5%, and Sharemaestro trend signal active.", "fetched_at": "2026-07-30T19:33:52.469963+00:00", "snapshot": {"fetched_at": "2026-07-30T19:33:52.469963+00:00", "underlying_price": 129.48, "total_contracts": 89, "call_contracts": 46, "put_contracts": 43, "call_volume": 727, "put_volume": 362, "call_open_interest": 12312, "put_open_interest": 3898, "put_call_volume_ratio": 0.49793673, "put_call_open_interest_ratio": 0.31660169, "volume_open_interest_ratio": 0.06718075, "avg_implied_volatility": 0.27495537, "max_pain_strike": 130.0, "expected_move_percent": 4.49876429, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 129.48, "one_week_change": 0.34875610323180656, "one_week_change_label": "+0.3%", "relative_strength": 16.590537, "fair_value_gap_label": "+21.8%", "trend_signal": "1"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Bullish pressure has repeated across recent market sessions."}, {"label": "Pin watch", "value": "-0.4%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}], "intent": {"slug": "call-heavy-activity-with-trend-alignment", "label": "Call-heavy activity with trend alignment", "tone": "positive", "confidence": 80.9, "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 82% / P 18%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.07", "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."]}, "flow_divergence": {"label": "Bullish flow before price confirmation", "tone": "positive", "score": 23.6, "score_label": "24/100", "summary": "Call-side pressure is building before a meaningful weekly price response.", "metrics": [{"label": "Options pressure", "value": "+42"}, {"label": "1W price", "value": "+0.3%"}, {"label": "Call premium", "value": "82%"}, {"label": "Put premium", "value": "18%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 182, "open_interest": 7225, "premium": 289735.0, "premium_label": "$289735", "premium_share": 48.91259849498398, "weighted_strike": 112.52747252747253, "avg_iv": 0.3063598242857143, "max_voi": 0.625, "why": "calls cluster with 182 contracts traded, $289735 estimated gross traded notional, and 49% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 392, "open_interest": 798, "premium": 94401.5, "premium_label": "$94402", "premium_share": 15.936709982653909, "weighted_strike": 146.37755102040816, "avg_iv": 0.2556593, "max_voi": 2.44444444, "why": "calls cluster with 392 contracts traded, $94402 estimated gross traded notional, and 16% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ATM", "tone": "positive", "volume": 55, "open_interest": 92, "premium": 41525.0, "premium_label": "$41525", "premium_share": 7.0101839698490345, "weighted_strike": 130.0, "avg_iv": 0.28070788, "max_voi": 0.59782609, "why": "calls cluster with 55 contracts traded, $41525 estimated gross traded notional, and 7% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 21, "open_interest": 915, "premium": 34150.0, "premium_label": "$34150", "premium_share": 5.765148285860193, "weighted_strike": 114.28571428571429, "avg_iv": 0.27961942666666667, "max_voi": 1.0, "why": "calls cluster with 21 contracts traded, $34150 estimated gross traded notional, and 6% of visible notional."}, {"label": "Puts \u00b7 22-45 days \u00b7 ATM", "tone": "negative", "volume": 61, "open_interest": 763, "premium": 26230.0, "premium_label": "$26230", "premium_share": 4.428106575054549, "weighted_strike": 130.0, "avg_iv": 0.27393304, "max_voi": 0.07994758, "why": "puts cluster with 61 contracts traded, $26230 estimated gross traded notional, and 4% of visible notional."}], "why_this_matters": "Call-heavy activity with trend alignment matters because it connects the options headline to the actual evidence: $592352 of estimated gross traded notional, calls \u00b7 46-90 days \u00b7 itm, and a bullish flow before price confirmation 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/90dbc615-ee0c-402d-9d38-fabb1ffb89e6/", "research_links": {"chart": "/terminal/90dbc615-ee0c-402d-9d38-fabb1ffb89e6/", "report": "/terminal/90dbc615-ee0c-402d-9d38-fabb1ffb89e6/report/", "factor": "/factors/ticker/90dbc615-ee0c-402d-9d38-fabb1ffb89e6/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}