{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "MOD", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 47.49, "avg_conviction_label": "47.5", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "MOD", "leader_score": "47", "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": "Consumer Cyclical", "count": 1, "avg_score": "47.49", "sector_label": "Consumer Cyclical", "industry_label": "", "sector_url": "/structure/us/consumer-cyclical/", "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": "MOD", "name": "Modine Manufacturing Company", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Consumer Cyclical", "industry": "Auto Parts", "sector_url": "https://sharemaestro.com/structure/us/consumer-cyclical/", "industry_url": "https://sharemaestro.com/structure/us/consumer-cyclical/auto-parts/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 47.49, "options_pressure_score": 68.42, "trend_confirmation_score": 0.0, "speculation_score": 41.59, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "MOD shows volatility options pressure with a 47/100 conviction score, put-call volume ratio of 0.23, expected move of 15.9%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-08-02T02:53:50.705632+00:00", "snapshot": {"fetched_at": "2026-08-02T02:53:50.705632+00:00", "underlying_price": 201.06, "total_contracts": 974, "call_contracts": 487, "put_contracts": 487, "call_volume": 1878, "put_volume": 434, "call_open_interest": 22494, "put_open_interest": 11314, "put_call_volume_ratio": 0.23109691, "put_call_open_interest_ratio": 0.50297857, "volume_open_interest_ratio": 0.06838618, "avg_implied_volatility": 0.8270525, "max_pain_strike": 200.0, "expected_move_percent": 15.94051527, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 201.06, "one_week_change": -16.84519624467513, "one_week_change_label": "-16.8%", "relative_strength": -3.283025, "fair_value_gap_label": "+61.5%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "4x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Pin watch", "value": "+0.5%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}, {"label": "Priced move", "value": "15.9%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend conflict", "value": "0", "detail": "Options positioning is not confirming the underlying trend context."}], "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 68% / P 32%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.07", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "0/100", "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": 88.8, "score_label": "89/100", "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": "-16.8%"}, {"label": "Call premium", "value": "68%"}, {"label": "Put premium", "value": "32%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 331, "open_interest": 327, "premium": 922120.0, "premium_label": "$922120", "premium_share": 23.599037479070414, "weighted_strike": 194.72809667673715, "avg_iv": 0.87556, "max_voi": 8.35897436, "why": "calls cluster with 331 contracts traded, $922120 estimated gross traded notional, and 24% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 ITM", "tone": "positive", "volume": 424, "open_interest": 2152, "premium": 825125.0, "premium_label": "$825125", "premium_share": 21.116726456337545, "weighted_strike": 194.81132075471697, "avg_iv": 0.8579466666666666, "max_voi": 0.40649606, "why": "calls cluster with 424 contracts traded, $825125 estimated gross traded notional, and 21% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 OTM", "tone": "positive", "volume": 1003, "open_interest": 13933, "premium": 662135.0, "premium_label": "$662135", "premium_share": 16.94546119941471, "weighted_strike": 243.34995014955135, "avg_iv": 0.8002240909090909, "max_voi": 1.65447154, "why": "calls cluster with 1003 contracts traded, $662135 estimated gross traded notional, and 17% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 ITM", "tone": "negative", "volume": 109, "open_interest": 2399, "premium": 389055.0, "premium_label": "$389055", "premium_share": 9.956755656985795, "weighted_strike": 231.55963302752295, "avg_iv": 0.8571325, "max_voi": 0.22799097, "why": "puts cluster with 109 contracts traded, $389055 estimated gross traded notional, and 10% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 ITM", "tone": "negative", "volume": 57, "open_interest": 263, "premium": 323130.0, "premium_label": "$323130", "premium_share": 8.269592873608666, "weighted_strike": 250.7017543859649, "avg_iv": 0.8067266666666667, "max_voi": 1.60606061, "why": "puts cluster with 57 contracts traded, $323130 estimated gross traded notional, and 8% of visible notional."}], "why_this_matters": "Volatility expansion bet matters because it connects the options headline to the actual evidence: $3.9M of estimated gross traded notional, calls \u00b7 46-90 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/3dabdfb6-9311-46e1-83da-c5713c0a58fd/", "research_links": {"chart": "/terminal/3dabdfb6-9311-46e1-83da-c5713c0a58fd/", "report": "/terminal/3dabdfb6-9311-46e1-83da-c5713c0a58fd/report/", "factor": "/factors/ticker/3dabdfb6-9311-46e1-83da-c5713c0a58fd/", "insider": "/insider-activity/company/mod/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}