{"latest_run": "2026-08-03T20:50:00.024052+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "EARN", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 41.39, "avg_conviction_label": "41.4", "bullish": 1, "bearish": 0, "volatility": 0, "mixed": 0, "leader": "EARN", "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": "Financial Services", "count": 1, "avg_score": "41.39", "sector_label": "Financial Services", "industry_label": "", "sector_url": "/structure/us/financial-services/", "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": "EARN", "name": "Ellington Residential Mortgage", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Financial Services", "industry": "Asset Management", "sector_url": "https://sharemaestro.com/structure/us/financial-services/", "industry_url": "https://sharemaestro.com/structure/us/financial-services/asset-management/", "direction": "bullish", "direction_label": "Bullish", "tone": "positive", "conviction_score": 41.39, "options_pressure_score": 31.5, "trend_confirmation_score": 59.86, "speculation_score": 14.13, "volatility_score": 94.89, "edge_label": "Call-side pressure", "insight": "EARN shows bullish options pressure with a 41/100 conviction score, put-call volume ratio of 0.67, expected move of 9.7%, and Sharemaestro trend signal active.", "fetched_at": "2026-08-03T21:11:30.894318+00:00", "snapshot": {"fetched_at": "2026-08-03T21:11:30.894318+00:00", "underlying_price": 4.32, "total_contracts": 15, "call_contracts": 11, "put_contracts": 4, "call_volume": 18, "put_volume": 12, "call_open_interest": 314, "put_open_interest": 13, "put_call_volume_ratio": 0.66666667, "put_call_open_interest_ratio": 0.04140127, "volume_open_interest_ratio": 0.09174312, "avg_implied_volatility": 2.27578427, "max_pain_strike": 5.0, "expected_move_percent": 9.72222222, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 4.32, "one_week_change": 0.0, "one_week_change_label": "+0.0%", "relative_strength": -7.770613, "fair_value_gap_label": "+2.6%", "trend_signal": "1"}, "premium_flags": [{"label": "Priced move", "value": "9.7%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 85.2, "confidence_label": "85/100", "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 10% / P 90%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.09", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "60/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "18 Aug", "detail": "Matched earnings event is 14 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": "Bullish flow before price confirmation", "tone": "positive", "score": 16.7, "score_label": "17/100", "summary": "Call-side pressure is building before a meaningful weekly price response.", "metrics": [{"label": "Options pressure", "value": "+32"}, {"label": "1W price", "value": "+0.0%"}, {"label": "Call premium", "value": "10%"}, {"label": "Put premium", "value": "90%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 5, "open_interest": 9, "premium": 387.5, "premium_label": "$388", "premium_share": 57.62081784386617, "weighted_strike": 5.0, "avg_iv": 0.7871115, "max_voi": 0.55555556, "why": "puts cluster with 5 contracts traded, $388 estimated gross traded notional, and 58% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 ITM", "tone": "negative", "volume": 3, "open_interest": 2, "premium": 120.0, "premium_label": "$120", "premium_share": 17.843866171003718, "weighted_strike": 5.0, "avg_iv": 1.61328318, "max_voi": 1.5, "why": "puts cluster with 3 contracts traded, $120 estimated gross traded notional, and 18% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 ITM", "tone": "negative", "volume": 2, "open_interest": 0, "premium": 90.0, "premium_label": "$90", "premium_share": 13.382899628252789, "weighted_strike": 5.0, "avg_iv": 1e-05, "max_voi": 0.0, "why": "puts cluster with 2 contracts traded, $90 estimated gross traded notional, and 13% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 12, "open_interest": 167, "premium": 46.0, "premium_label": "$46", "premium_share": 6.840148698884758, "weighted_strike": 7.083333333333333, "avg_iv": 0.45833875, "max_voi": 0.01197605, "why": "calls cluster with 12 contracts traded, $46 estimated gross traded notional, and 7% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 3, "open_interest": 142, "premium": 18.0, "premium_label": "$18", "premium_share": 2.676579925650558, "weighted_strike": 5.833333333333333, "avg_iv": 0.45410702333333336, "max_voi": 0.14285714, "why": "calls cluster with 3 contracts traded, $18 estimated gross traded notional, and 3% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $672 of estimated gross traded notional, puts \u00b7 91+ 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/3aea840d-451a-4ebd-b99c-a4e2bd75bfeb/", "research_links": {"chart": "/terminal/3aea840d-451a-4ebd-b99c-a4e2bd75bfeb/", "report": "/terminal/3aea840d-451a-4ebd-b99c-a4e2bd75bfeb/report/", "factor": "/factors/ticker/3aea840d-451a-4ebd-b99c-a4e2bd75bfeb/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}