{"latest_run": "2026-09-25T20:51:41.784991+00:00", "discovery": {"session": "2026-09-25", "observed_session": "2026-09-25", "total": 6061, "current_count": 598, "checked_count": 60, "current_percent": 9.9, "cards": [{"symbol": "PAG", "name": "Penske Automotive Group Inc", "direction": "bearish", "url": "/options/ticker/2dd8e575-a08f-481b-9fdd-3dce27fcdc71/", "session": "2026-09-25", "previous_session": "2026-09-24", "change": "-175.8 points in options balance", "context": "Trend confirmation absent", "partial": false}, {"symbol": "SAIL", "name": "SailPoint, Inc. Common Stock", "direction": "bearish", "url": "/options/ticker/de47098c-1ed7-4da7-8b4e-bd37269413af/", "session": "2026-09-25", "previous_session": "2026-09-24", "change": "-146.4 points in options balance", "context": "Trend confirmation absent", "partial": true}, {"symbol": "PRCH", "name": "Porch Group Inc", "direction": "bearish", "url": "/options/ticker/1c893c11-4ff6-4067-b548-6e30ea687bd6/", "session": "2026-09-25", "previous_session": "2026-09-24", "change": "-109.2 points in options balance", "context": "Trend confirmation absent", "partial": false}, {"symbol": "COM", "name": "DIREXION SHARES ETF TRUST AUSPICE BROAD COMMODITY STRATEGY ETF", "direction": "mixed", "url": "/options/ticker/3ed19379-4c99-4b8d-b120-048426826ac2/", "session": "2026-09-25", "previous_session": "2026-09-24", "change": "-92.6 points in options balance", "context": "Trend confirmation absent", "partial": false}, {"symbol": "UTHR", "name": "United Therapeutics Corporation", "direction": "bullish", "url": "/options/ticker/fbffdb96-6605-4c75-a92b-ecbfdce86d82/", "session": "2026-09-25", "previous_session": "2026-09-24", "change": "+79.9 points in options balance", "context": "Trend confirmation absent", "partial": false}, {"symbol": "STM", "name": "STMicroelectronics NV ADR", "direction": "mixed", "url": "/options/ticker/46f656a1-5849-42dc-8bb0-30e83c642aa1/", "session": "2026-09-25", "previous_session": "2026-09-24", "change": "-75.8 points in options balance", "context": "Trend confirmation absent", "partial": false}]}, "coverage_count": 6128, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "GRPN", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 52.76, "avg_conviction_label": "52.8", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "GRPN", "leader_score": "53", "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": "Communication Services", "count": 1, "avg_score": "52.76", "sector_label": "Communication Services", "industry_label": "", "sector_url": "/structure/us/communication-services/", "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": "GRPN", "name": "Groupon Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Communication Services", "industry": "Internet Content & Information", "sector_url": "https://sharemaestro.com/structure/us/communication-services/", "industry_url": "https://sharemaestro.com/structure/us/communication-services/internet-content-information/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 52.76, "options_pressure_score": 68.42, "trend_confirmation_score": 44.8, "speculation_score": 16.13, "volatility_score": 88.25, "edge_label": "Volatility expansion watch", "insight": "GRPN shows volatility options pressure with a 53/100 conviction score, put-call volume ratio of 0.25, expected move of 12.8%, and Sharemaestro trend signal active.", "fetched_at": "2026-09-26T02:36:00.995506+00:00", "research_brief": {"symbol": "GRPN", "session": "2026-09-25", "current": true, "session_label": "Completed-session reading", "headline": "Movement matters more than direction", "direction": "volatility", "stock_context": "Options do not give a clear directional confirmation of the stock trend.", "stock_context_date": "2026-09-18", "quality_label": "Checks passed", "eligible": true, "limitations": ["Activity totals cannot identify buyers, sellers or newly opened positions."], "changes": {}, "url": "/options/ticker/d76bb538-7d90-42e9-9125-55c7b26a2517/", "range_label": "\u00b112.8%", "range_reason": "Near-money call and put quotes support this range.", "expected_move_percent": 12.793427830677363, "lower": 18.574999, "upper": 24.024999, "expiry": "2026-10-16", "share_text": "GRPN \u00b7 2026-09-25. Movement matters more than direction. Options do not give a clear directional confirmation of the stock trend. Priced move: \u00b112.8%. Research, not a trade recommendation."}, "snapshot": {"data_as_of": "2026-09-25", "fetched_at": "2026-09-26T02:36:00.995506+00:00", "underlying_price": 21.299999, "total_contracts": 424, "call_contracts": 212, "put_contracts": 212, "call_volume": 641, "put_volume": 161, "call_open_interest": 107696, "put_open_interest": 30755, "put_call_volume_ratio": 0.25117005, "put_call_open_interest_ratio": 0.28557235, "volume_open_interest_ratio": 0.00579266, "avg_implied_volatility": 0.68925125, "max_pain_strike": 15.0, "expected_move_percent": 12.793427830677363, "nearest_expiration": "2026-10-16"}, "market": {"latest_close": 19.08, "one_week_change": 1.8686599038974907, "one_week_change_label": "+1.9%", "relative_strength": -3.299793, "fair_value_gap_label": "+13.2%", "trend_signal": "1"}, "premium_flags": [{"label": "Persistent pressure", "value": "5x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Priced move", "value": "12.8%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "volatility-expansion-bet", "label": "Volatility expansion bet", "tone": "warning", "confidence": 92, "confidence_label": "92/100", "summary": "The strongest message is movement risk: expected move and implied volatility are carrying more signal than direction.", "evidence": [{"label": "Notional split", "value": "C 80% / P 20%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.01", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "45/100", "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": "Volatility flow versus price", "tone": "warning", "score": 39.3, "score_label": "39/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "+68"}, {"label": "1W price", "value": "+1.9%"}, {"label": "Call premium", "value": "80%"}, {"label": "Put premium", "value": "20%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 8-21 days \u00b7 ITM", "tone": "positive", "volume": 93, "open_interest": 8213, "premium": 31510.0, "premium_label": "$31,510", "premium_share": 27.699272575434588, "weighted_strike": 18.408602150537636, "avg_iv": 0.7155281818181818, "max_voi": 0.0942623, "why": "calls cluster with 93 contracts traded, $31,510 estimated gross traded notional, and 28% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 OTM", "tone": "positive", "volume": 358, "open_interest": 17008, "premium": 20317.5, "premium_label": "$20,318", "premium_share": 17.86036085532822, "weighted_strike": 24.312849162011172, "avg_iv": 0.7763478947368421, "max_voi": 0.36134454, "why": "calls cluster with 358 contracts traded, $20,318 estimated gross traded notional, and 18% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 125, "open_interest": 27160, "premium": 19265.0, "premium_label": "$19,265", "premium_share": 16.935147133156054, "weighted_strike": 28.592, "avg_iv": 0.8383328125, "max_voi": 0.625, "why": "calls cluster with 125 contracts traded, $19,265 estimated gross traded notional, and 17% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 31, "open_interest": 43214, "premium": 10495.0, "premium_label": "$10,495", "premium_share": 9.225765334153792, "weighted_strike": 27.0, "avg_iv": 0.8176963636363637, "max_voi": 0.27777778, "why": "calls cluster with 31 contracts traded, $10,495 estimated gross traded notional, and 9% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 5, "open_interest": 2042, "premium": 8085.0, "premium_label": "$8,085", "premium_share": 7.107223699536294, "weighted_strike": 36.8, "avg_iv": 0.910528064516129, "max_voi": 2.0, "why": "puts cluster with 5 contracts traded, $8,085 estimated gross traded notional, and 7% of visible notional."}], "why_this_matters": "Volatility expansion bet matters because it connects the options headline to the actual evidence: $113,758 of estimated gross traded notional, calls \u00b7 8-21 days \u00b7 itm, 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/d76bb538-7d90-42e9-9125-55c7b26a2517/", "research_links": {"chart": "/terminal/d76bb538-7d90-42e9-9125-55c7b26a2517/", "report": "/terminal/d76bb538-7d90-42e9-9125-55c7b26a2517/report/", "factor": "/factors/ticker/d76bb538-7d90-42e9-9125-55c7b26a2517/", "insider": "/insider-activity/company/grpn/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}