{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "MFA", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 35.22, "avg_conviction_label": "35.2", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "MFA", "leader_score": "35", "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": "Real Estate", "count": 1, "avg_score": "35.22", "sector_label": "Real Estate", "industry_label": "", "sector_url": "/structure/us/real-estate/", "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": 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": "MFA", "name": "MFA Financial Inc", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Real Estate", "industry": "Reit - Mortgage", "sector_url": "https://sharemaestro.com/structure/us/real-estate/", "industry_url": "https://sharemaestro.com/structure/us/real-estate/reit-mortgage/", "direction": "mixed", "direction_label": "Mixed", "tone": "neutral", "conviction_score": 35.22, "options_pressure_score": -14.63, "trend_confirmation_score": 79.07, "speculation_score": 16.93, "volatility_score": 47.93, "edge_label": "Options-market disagreement", "insight": "MFA shows mixed options pressure with a 35/100 conviction score, put-call volume ratio of 1.31, expected move of 5.2%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-08-01T23:21:20.632712+00:00", "snapshot": {"fetched_at": "2026-08-01T23:21:20.632712+00:00", "underlying_price": 9.11, "total_contracts": 138, "call_contracts": 69, "put_contracts": 69, "call_volume": 129, "put_volume": 169, "call_open_interest": 3532, "put_open_interest": 3888, "put_call_volume_ratio": 1.31007752, "put_call_open_interest_ratio": 1.10079275, "volume_open_interest_ratio": 0.04016173, "avg_implied_volatility": 0.38681875, "max_pain_strike": 9.0, "expected_move_percent": 5.21405049, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 9.11, "one_week_change": 11.894962687758765, "one_week_change_label": "+11.9%", "relative_strength": -7.826212, "fair_value_gap_label": "+6.2%", "trend_signal": "0"}, "premium_flags": [{"label": "Pin watch", "value": "+1.2%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}, {"label": "Trend agreement", "value": "79", "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": 64.1, "confidence_label": "64/100", "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": "0.04", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "79/100", "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.", "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": 45.3, "score_label": "45/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "-15"}, {"label": "1W price", "value": "+11.9%"}, {"label": "Call premium", "value": "73%"}, {"label": "Put premium", "value": "27%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 8-21 days \u00b7 ITM", "tone": "positive", "volume": 12, "open_interest": 24, "premium": 8250.0, "premium_label": "$8250", "premium_share": 40.61538461538461, "weighted_strike": 2.1666666666666665, "avg_iv": 0.5819375, "max_voi": 2.0, "why": "calls cluster with 12 contracts traded, $8250 estimated gross traded notional, and 41% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 20, "open_interest": 0, "premium": 4550.0, "premium_label": "$4550", "premium_share": 22.4, "weighted_strike": 7.0, "avg_iv": 1.2030014285714286, "max_voi": 0.0, "why": "calls cluster with 20 contracts traded, $4550 estimated gross traded notional, and 22% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 ATM", "tone": "negative", "volume": 118, "open_interest": 115, "premium": 2360.0, "premium_label": "$2360", "premium_share": 11.618461538461538, "weighted_strike": 9.0, "avg_iv": 0.2978, "max_voi": 1.02608696, "why": "puts cluster with 118 contracts traded, $2360 estimated gross traded notional, and 12% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 ATM", "tone": "negative", "volume": 44, "open_interest": 682, "premium": 2310.0, "premium_label": "$2310", "premium_share": 11.372307692307693, "weighted_strike": 9.0, "avg_iv": 0.209995, "max_voi": 0.06451613, "why": "puts cluster with 44 contracts traded, $2310 estimated gross traded notional, and 11% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 50, "open_interest": 1494, "premium": 687.5, "premium_label": "$688", "premium_share": 3.3846153846153846, "weighted_strike": 10.5, "avg_iv": 0.2847911111111111, "max_voi": 0.04512635, "why": "calls cluster with 50 contracts traded, $688 estimated gross traded notional, and 3% of visible notional."}], "why_this_matters": "Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $20312 of estimated gross traded notional, calls \u00b7 8-21 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/c27bad55-bd07-4dbc-8981-805452b10564/", "research_links": {"chart": "/terminal/c27bad55-bd07-4dbc-8981-805452b10564/", "report": "/terminal/c27bad55-bd07-4dbc-8981-805452b10564/report/", "factor": "/factors/ticker/c27bad55-bd07-4dbc-8981-805452b10564/", "insider": "/insider-activity/company/mfa/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}