{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "LMND", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 35.12, "avg_conviction_label": "35.1", "bullish": 1, "bearish": 0, "volatility": 0, "mixed": 0, "leader": "LMND", "leader_score": "35", "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": "35.12", "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": 0, "url": "/options/conviction/40-59/", "bar_width": 0.0}, {"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": 1, "url": "/options/conviction/under-40/", "bar_width": 100.0}]}, "signals": [{"symbol": "LMND", "name": "Lemonade\u00a0Inc", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Financial Services", "industry": "Insurance - Property & Casualty", "sector_url": "https://sharemaestro.com/structure/us/financial-services/", "industry_url": "https://sharemaestro.com/structure/us/financial-services/insurance-property-casualty/", "direction": "bullish", "direction_label": "Bullish", "tone": "positive", "conviction_score": 35.12, "options_pressure_score": 30.36, "trend_confirmation_score": 20.88, "speculation_score": 40.73, "volatility_score": 79.78, "edge_label": "Call-side pressure", "insight": "LMND shows bullish options pressure with a 35/100 conviction score, put-call volume ratio of 0.59, expected move of 8.0%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-08-02T06:27:17.670988+00:00", "snapshot": {"fetched_at": "2026-08-02T06:27:17.670988+00:00", "underlying_price": 48.31, "total_contracts": 944, "call_contracts": 472, "put_contracts": 472, "call_volume": 2552, "put_volume": 1502, "call_open_interest": 79281, "put_open_interest": 49822, "put_call_volume_ratio": 0.58855799, "put_call_open_interest_ratio": 0.62842295, "volume_open_interest_ratio": 0.03140128, "avg_implied_volatility": 0.68437375, "max_pain_strike": 55.0, "expected_move_percent": 7.96936452, "nearest_expiration": "2026-08-07"}, "market": {"latest_close": 48.31, "one_week_change": -19.670768207515795, "one_week_change_label": "-19.7%", "relative_strength": -29.47243, "fair_value_gap_label": "+30.8%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Bullish pressure has repeated across recent market sessions."}, {"label": "Priced move", "value": "8.0%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend conflict", "value": "21", "detail": "Options positioning is not confirming the underlying trend context."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 82.6, "confidence_label": "83/100", "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 50% / P 50%", "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": "21/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "4 Aug", "detail": "Matched earnings event is 2 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 against weak price", "tone": "warning", "score": 80.0, "score_label": "80/100", "summary": "Options are leaning call-side while the stock is down on the week, a divergence that needs price confirmation.", "metrics": [{"label": "Options pressure", "value": "+30"}, {"label": "1W price", "value": "-19.7%"}, {"label": "Call premium", "value": "50%"}, {"label": "Put premium", "value": "50%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 538, "open_interest": 39617, "premium": 290110.0, "premium_label": "$290110", "premium_share": 23.1954301540592, "weighted_strike": 99.89776951672863, "avg_iv": 0.8110640740740741, "max_voi": 0.5, "why": "calls cluster with 538 contracts traded, $290110 estimated gross traded notional, and 23% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 ITM", "tone": "negative", "volume": 232, "open_interest": 6510, "premium": 213540.0, "premium_label": "$213540", "premium_share": 17.073358915920863, "weighted_strike": 55.12931034482759, "avg_iv": 0.6838514285714286, "max_voi": 0.1091922, "why": "puts cluster with 232 contracts traded, $213540 estimated gross traded notional, and 17% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 511, "open_interest": 13602, "premium": 87747.5, "premium_label": "$87748", "premium_share": 7.015756118173485, "weighted_strike": 63.816046966731896, "avg_iv": 0.8177282352941176, "max_voi": 0.23126338, "why": "calls cluster with 511 contracts traded, $87748 estimated gross traded notional, and 7% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 47, "open_interest": 11981, "premium": 67375.0, "premium_label": "$67375", "premium_share": 5.386894993725616, "weighted_strike": 55.851063829787236, "avg_iv": 0.7835566666666667, "max_voi": 0.15384615, "why": "puts cluster with 47 contracts traded, $67375 estimated gross traded notional, and 5% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 147, "open_interest": 13177, "premium": 64952.5, "premium_label": "$64952", "premium_share": 5.193206635695185, "weighted_strike": 34.816326530612244, "avg_iv": 0.7772796296296296, "max_voi": 5.2, "why": "puts cluster with 147 contracts traded, $64952 estimated gross traded notional, and 5% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $1.3M of estimated gross traded notional, calls \u00b7 91+ days \u00b7 otm, and a bullish flow against weak 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/2e43447d-3863-4092-ad56-eea985e166f1/", "research_links": {"chart": "/terminal/2e43447d-3863-4092-ad56-eea985e166f1/", "report": "/terminal/2e43447d-3863-4092-ad56-eea985e166f1/report/", "factor": "/factors/ticker/2e43447d-3863-4092-ad56-eea985e166f1/", "insider": "/insider-activity/company/lmnd/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}