{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "KHC", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 49.61, "avg_conviction_label": "49.6", "bullish": 1, "bearish": 0, "volatility": 0, "mixed": 0, "leader": "KHC", "leader_score": "50", "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": "Consumer Defensive", "count": 1, "avg_score": "49.61", "sector_label": "Consumer Defensive", "industry_label": "", "sector_url": "/structure/us/consumer-defensive/", "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": "KHC", "name": "Kraft Heinz Co", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Consumer Defensive", "industry": "Packaged Foods", "sector_url": "https://sharemaestro.com/structure/us/consumer-defensive/", "industry_url": "https://sharemaestro.com/structure/us/consumer-defensive/packaged-foods/", "direction": "bullish", "direction_label": "Bullish", "tone": "positive", "conviction_score": 49.61, "options_pressure_score": 55.18, "trend_confirmation_score": 47.84, "speculation_score": 40.69, "volatility_score": 50.48, "edge_label": "Call-side pressure", "insight": "KHC shows bullish options pressure with a 50/100 conviction score, put-call volume ratio of 0.33, expected move of 4.9%, and Sharemaestro trend signal active.", "fetched_at": "2026-08-02T04:04:59.504312+00:00", "snapshot": {"fetched_at": "2026-08-02T04:04:59.504312+00:00", "underlying_price": 25.85, "total_contracts": 562, "call_contracts": 281, "put_contracts": 281, "call_volume": 8162, "put_volume": 2695, "call_open_interest": 229307, "put_open_interest": 137133, "put_call_volume_ratio": 0.33018868, "put_call_open_interest_ratio": 0.59803233, "volume_open_interest_ratio": 0.02962832, "avg_implied_volatility": 0.4392575, "max_pain_strike": 25.0, "expected_move_percent": 4.93230174, "nearest_expiration": "2026-08-07"}, "market": {"latest_close": 25.85, "one_week_change": 0.7012076353720296, "one_week_change_label": "+0.7%", "relative_strength": -1.073661, "fair_value_gap_label": "-5.8%", "trend_signal": "1"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Bullish pressure has repeated across recent market sessions."}], "intent": {"slug": "short-dated-otm-call-concentration", "label": "Short-dated OTM call concentration", "tone": "warning", "confidence": 94, "confidence_label": "94/100", "summary": "Call activity is concentrated in upside and shorter-dated contracts; trade direction remains unconfirmed without aggressor data.", "evidence": [{"label": "Notional split", "value": "C 69% / P 31%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.03", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "48/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "5 Aug", "detail": "Matched earnings event is 3 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": 34.3, "score_label": "34/100", "summary": "Call-side pressure is building before a meaningful weekly price response.", "metrics": [{"label": "Options pressure", "value": "+55"}, {"label": "1W price", "value": "+0.7%"}, {"label": "Call premium", "value": "69%"}, {"label": "Put premium", "value": "31%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 3028, "open_interest": 26962, "premium": 177097.5, "premium_label": "$177098", "premium_share": 19.701250952537226, "weighted_strike": 27.973910171730516, "avg_iv": 0.36431454545454545, "max_voi": 2.55384615, "why": "calls cluster with 3028 contracts traded, $177098 estimated gross traded notional, and 20% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 826, "open_interest": 73573, "premium": 101077.0, "premium_label": "$101077", "premium_share": 11.244333446432643, "weighted_strike": 29.9364406779661, "avg_iv": 0.2938948571428571, "max_voi": 0.28973277, "why": "calls cluster with 826 contracts traded, $101077 estimated gross traded notional, and 11% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 624, "open_interest": 63521, "premium": 89308.0, "premium_label": "$89308", "premium_share": 9.935088412141305, "weighted_strike": 23.217147435897434, "avg_iv": 0.378771, "max_voi": 0.75268817, "why": "puts cluster with 624 contracts traded, $89308 estimated gross traded notional, and 10% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 178, "open_interest": 44056, "premium": 66621.5, "premium_label": "$66622", "premium_share": 7.411323651290723, "weighted_strike": 23.918539325842698, "avg_iv": 0.17639222222222223, "max_voi": 0.03794038, "why": "calls cluster with 178 contracts traded, $66622 estimated gross traded notional, and 7% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 OTM", "tone": "positive", "volume": 1503, "open_interest": 12968, "premium": 62669.5, "premium_label": "$62670", "premium_share": 6.971682528381438, "weighted_strike": 27.451430472388555, "avg_iv": 0.4051118181818182, "max_voi": 23.5, "why": "calls cluster with 1503 contracts traded, $62670 estimated gross traded notional, and 7% of visible notional."}], "why_this_matters": "Short-dated OTM call concentration matters because it connects the options headline to the actual evidence: $898915 of estimated gross traded notional, calls \u00b7 46-90 days \u00b7 otm, 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/9e94f4a2-7ce2-45bc-8bae-73f70a079e3d/", "research_links": {"chart": "/terminal/9e94f4a2-7ce2-45bc-8bae-73f70a079e3d/", "report": "/terminal/9e94f4a2-7ce2-45bc-8bae-73f70a079e3d/report/", "factor": "/factors/ticker/9e94f4a2-7ce2-45bc-8bae-73f70a079e3d/", "insider": "/insider-activity/company/khc/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}