{"latest_run": "2026-08-13T16:50:26.565277+00:00", "coverage_count": 6124, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "LLY", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 42.19, "avg_conviction_label": "42.2", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "LLY", "leader_score": "42", "leader_direction": "mixed", "leader_direction_label": "Mixed", "leader_tone": "neutral", "leader_read": "The strongest current read is mixed, so the options tape is not giving a clean direction yet."}, "charts": {"sectors": [{"ticker__sector": "Healthcare", "count": 1, "avg_score": "42.19", "sector_label": "Healthcare", "industry_label": "", "sector_url": "/structure/us/healthcare/", "industry_url": "", "bar_width": 100.0}], "directions": [{"direction": "mixed", "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": "LLY", "name": "Eli Lilly and Company", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Healthcare", "industry": "Drug Manufacturers - General", "sector_url": "https://sharemaestro.com/structure/us/healthcare/", "industry_url": "https://sharemaestro.com/structure/us/healthcare/drug-manufacturers-general/", "direction": "mixed", "direction_label": "Mixed", "tone": "neutral", "conviction_score": 42.19, "options_pressure_score": -7.93, "trend_confirmation_score": 97.94, "speculation_score": 42.5, "volatility_score": 40.48, "edge_label": "Options-market disagreement", "insight": "LLY shows mixed options pressure with a 42/100 conviction score, put-call volume ratio of 1.10, expected move of 3.4%, and Sharemaestro trend signal active.", "fetched_at": "2026-08-13T15:38:17.634497+00:00", "snapshot": {"fetched_at": "2026-08-13T15:38:17.634497+00:00", "underlying_price": 1185.71, "total_contracts": 2000, "call_contracts": 970, "put_contracts": 1030, "call_volume": 15435, "put_volume": 16917, "call_open_interest": 131667, "put_open_interest": 168451, "put_call_volume_ratio": 1.09601555, "put_call_open_interest_ratio": 1.27937144, "volume_open_interest_ratio": 0.1077976, "avg_implied_volatility": 0.38609928, "max_pain_strike": 1185.0, "expected_move_percent": 3.36212059, "nearest_expiration": "2026-08-14"}, "market": {"latest_close": 1185.71, "one_week_change": 3.209324187876467, "one_week_change_label": "+3.2%", "relative_strength": 8.06057, "fair_value_gap_label": "+43.2%", "trend_signal": "1"}, "premium_flags": [{"label": "Pin watch", "value": "+0.1%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}, {"label": "Trend agreement", "value": "98", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "intent": {"slug": "multi-expiry-position-maintenance-candidate", "label": "Multi-expiry position-maintenance candidate", "tone": "neutral", "confidence": 71.7, "confidence_label": "72/100", "summary": "Activity is spread across expirations with heavier open interest than current volume, which can be consistent with position maintenance.", "evidence": [{"label": "Notional split", "value": "C 73% / P 27%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.11", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "98/100", "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.", "Roll detection is conservative because opening and closing legs are not directly observable in this snapshot."]}, "flow_divergence": {"label": "No clean flow/price divergence", "tone": "neutral", "score": 20.8, "score_label": "21/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "-8"}, {"label": "1W price", "value": "+3.2%"}, {"label": "Call premium", "value": "73%"}, {"label": "Put premium", "value": "27%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 0-7 days \u00b7 ITM", "tone": "positive", "volume": 211, "open_interest": 95, "premium": 4082322.5, "premium_label": "$4.1M", "premium_share": 22.73764644627856, "weighted_strike": 1030.0, "avg_iv": 1.9820688083333333, "max_voi": 3.34920635, "why": "calls cluster with 211 contracts traded, $4.1M estimated gross traded notional, and 23% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 935, "open_interest": 1485, "premium": 2807355.0, "premium_label": "$2.8M", "premium_share": 15.636355393086252, "weighted_strike": 1584.9625668449198, "avg_iv": 0.403504424, "max_voi": 3.86666667, "why": "calls cluster with 935 contracts traded, $2.8M estimated gross traded notional, and 16% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 OTM", "tone": "positive", "volume": 2689, "open_interest": 9152, "premium": 1543055.0, "premium_label": "$1.5M", "premium_share": 8.594479989555545, "weighted_strike": 1519.2208999628115, "avg_iv": 0.3830747508695652, "max_voi": 4.0, "why": "calls cluster with 2689 contracts traded, $1.5M estimated gross traded notional, and 9% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 ITM", "tone": "positive", "volume": 92, "open_interest": 1058, "premium": 1252147.5, "premium_label": "$1.3M", "premium_share": 6.97418862757452, "weighted_strike": 1100.8695652173913, "avg_iv": 0.4731002089285714, "max_voi": 0.11450382, "why": "calls cluster with 92 contracts traded, $1.3M estimated gross traded notional, and 7% of visible notional."}, {"label": "Calls \u00b7 0-7 days \u00b7 OTM", "tone": "positive", "volume": 4803, "open_interest": 8354, "premium": 1224863.0, "premium_label": "$1.2M", "premium_share": 6.82221991014382, "weighted_strike": 1278.3885071830107, "avg_iv": 0.5220557840909091, "max_voi": 2.33333333, "why": "calls cluster with 4803 contracts traded, $1.2M estimated gross traded notional, and 7% of visible notional."}], "why_this_matters": "Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $18.0M of estimated gross traded notional, calls \u00b7 0-7 days \u00b7 itm, and a no clean flow/price divergence 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/a3de1341-9ac3-48e9-b8c9-18c93f3d6516/", "research_links": {"chart": "/terminal/a3de1341-9ac3-48e9-b8c9-18c93f3d6516/", "report": "/terminal/a3de1341-9ac3-48e9-b8c9-18c93f3d6516/report/", "factor": "/factors/ticker/a3de1341-9ac3-48e9-b8c9-18c93f3d6516/", "insider": "/insider-activity/company/lly/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}