{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "DNUT", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 48.64, "avg_conviction_label": "48.6", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "DNUT", "leader_score": "49", "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": "Consumer Defensive", "count": 1, "avg_score": "48.64", "sector_label": "Consumer Defensive", "industry_label": "", "sector_url": "/structure/us/consumer-defensive/", "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": "DNUT", "name": "Krispy Kreme Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Consumer Defensive", "industry": "Grocery Stores", "sector_url": "https://sharemaestro.com/structure/us/consumer-defensive/", "industry_url": "https://sharemaestro.com/structure/us/consumer-defensive/grocery-stores/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 48.64, "options_pressure_score": 80.95, "trend_confirmation_score": 0.0, "speculation_score": 22.91, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "DNUT shows volatility options pressure with a 49/100 conviction score, put-call volume ratio of 0.15, expected move of 12.6%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-08-02T02:51:36.620797+00:00", "snapshot": {"fetched_at": "2026-08-02T02:51:36.620797+00:00", "underlying_price": 3.18, "total_contracts": 314, "call_contracts": 157, "put_contracts": 157, "call_volume": 921, "put_volume": 142, "call_open_interest": 43197, "put_open_interest": 15605, "put_call_volume_ratio": 0.15418024, "put_call_open_interest_ratio": 0.36125194, "volume_open_interest_ratio": 0.01807762, "avg_implied_volatility": 1.2526525, "max_pain_strike": 3.0, "expected_move_percent": 12.57861635, "nearest_expiration": "2026-08-07"}, "market": {"latest_close": 3.18, "one_week_change": 0.9523809523809523, "one_week_change_label": "+1.0%", "relative_strength": -19.216157, "fair_value_gap_label": "-59.5%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "4x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Priced move", "value": "12.6%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend conflict", "value": "0", "detail": "Options positioning is not confirming the underlying trend context."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 89.0, "confidence_label": "89/100", "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 92% / P 8%", "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": "0/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "6 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": "Volatility flow versus price", "tone": "warning", "score": 43.4, "score_label": "43/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "+81"}, {"label": "1W price", "value": "+1.0%"}, {"label": "Call premium", "value": "92%"}, {"label": "Put premium", "value": "8%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 535, "open_interest": 26855, "premium": 24457.5, "premium_label": "$24458", "premium_share": 68.28556670808148, "weighted_strike": 5.08411214953271, "avg_iv": 0.8195040476190476, "max_voi": 0.37269373, "why": "calls cluster with 535 contracts traded, $24458 estimated gross traded notional, and 68% of visible notional."}, {"label": "Calls \u00b7 0-7 days \u00b7 ITM", "tone": "positive", "volume": 208, "open_interest": 675, "premium": 6240.0, "premium_label": "$6240", "premium_share": 17.422137841497634, "weighted_strike": 3.0, "avg_iv": 4.126973333333333, "max_voi": 2.81081081, "why": "calls cluster with 208 contracts traded, $6240 estimated gross traded notional, and 17% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 OTM", "tone": "negative", "volume": 96, "open_interest": 1924, "premium": 1440.0, "premium_label": "$1440", "premium_share": 4.020493348037916, "weighted_strike": 3.0, "avg_iv": 1.9506016666666666, "max_voi": 0.08233276, "why": "puts cluster with 96 contracts traded, $1440 estimated gross traded notional, and 4% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 20, "open_interest": 6947, "premium": 875.0, "premium_label": "$875", "premium_share": 2.443008110786928, "weighted_strike": 2.75, "avg_iv": 0.8859362857142857, "max_voi": 0.00266312, "why": "puts cluster with 20 contracts traded, $875 estimated gross traded notional, and 2% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 OTM", "tone": "positive", "volume": 76, "open_interest": 7078, "premium": 685.0, "premium_label": "$685", "premium_share": 1.9125263495874807, "weighted_strike": 3.888157894736842, "avg_iv": 1.189484, "max_voi": 0.4, "why": "calls cluster with 76 contracts traded, $685 estimated gross traded notional, and 2% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $35816 of estimated gross traded notional, calls \u00b7 91+ days \u00b7 otm, 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/fcf0a6b3-dba3-4ea3-9961-bd42a8cbb410/", "research_links": {"chart": "/terminal/fcf0a6b3-dba3-4ea3-9961-bd42a8cbb410/", "report": "/terminal/fcf0a6b3-dba3-4ea3-9961-bd42a8cbb410/report/", "factor": "/factors/ticker/fcf0a6b3-dba3-4ea3-9961-bd42a8cbb410/", "insider": "/insider-activity/company/dnut/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}