{"latest_run": "2026-07-30T20:50:00.022982+00:00", "coverage_count": 6116, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "MRCY", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 59.67, "avg_conviction_label": "59.7", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "MRCY", "leader_score": "60", "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": "Industrials", "count": 1, "avg_score": "59.67", "sector_label": "Industrials", "industry_label": "", "sector_url": "/structure/us/industrials/", "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": "MRCY", "name": "Mercury Systems Inc", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Industrials", "industry": "Aerospace & Defense", "sector_url": "https://sharemaestro.com/structure/us/industrials/", "industry_url": "https://sharemaestro.com/structure/us/industrials/aerospace-defense/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 59.67, "options_pressure_score": -74.63, "trend_confirmation_score": 28.52, "speculation_score": 51.41, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "MRCY shows volatility options pressure with a 60/100 conviction score, put-call volume ratio of 6.86, expected move of 19.1%, and Sharemaestro trend signal active.", "fetched_at": "2026-07-30T19:47:25.638336+00:00", "snapshot": {"fetched_at": "2026-07-30T19:47:25.638336+00:00", "underlying_price": 103.27, "total_contracts": 285, "call_contracts": 171, "put_contracts": 114, "call_volume": 373, "put_volume": 2558, "call_open_interest": 2971, "put_open_interest": 2991, "put_call_volume_ratio": 6.85790885, "put_call_open_interest_ratio": 1.00673174, "volume_open_interest_ratio": 0.49161355, "avg_implied_volatility": 0.90583895, "max_pain_strike": 105.0, "expected_move_percent": 19.076208, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 103.27, "one_week_change": 7.483347210657785, "one_week_change_label": "+7.5%", "relative_strength": 14.124632, "fair_value_gap_label": "+94.0%", "trend_signal": "1"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Pin watch", "value": "-1.7%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}, {"label": "Priced move", "value": "19.1%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 85.6, "confidence_label": "86/100", "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 24% / P 76%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.49", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "29/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "10 Aug", "detail": "Matched earnings event is 10 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": "Volatility flow versus price", "tone": "warning", "score": 65.3, "score_label": "65/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-75"}, {"label": "1W price", "value": "+7.5%"}, {"label": "Call premium", "value": "24%"}, {"label": "Put premium", "value": "76%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 22-45 days \u00b7 OTM", "tone": "negative", "volume": 2239, "open_interest": 2281, "premium": 1162900.0, "premium_label": "$1.2M", "premium_share": 58.897399554964785, "weighted_strike": 87.61500669941938, "avg_iv": 1.0970362581818183, "max_voi": 8.0, "why": "puts cluster with 2239 contracts traded, $1.2M estimated gross traded notional, and 59% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 62, "open_interest": 269, "premium": 216540.0, "premium_label": "$216540", "premium_share": 10.96710198609689, "weighted_strike": 73.79032258064517, "avg_iv": 0.7112254139583334, "max_voi": 2.0, "why": "calls cluster with 62 contracts traded, $216540 estimated gross traded notional, and 11% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 145, "open_interest": 263, "premium": 119236.5, "premium_label": "$119236", "premium_share": 6.038971349243751, "weighted_strike": 81.20689655172414, "avg_iv": 0.602472497755102, "max_voi": 2.0, "why": "puts cluster with 145 contracts traded, $119236 estimated gross traded notional, and 6% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 ITM", "tone": "negative", "volume": 53, "open_interest": 71, "premium": 96660.0, "premium_label": "$96660", "premium_share": 4.895539290551979, "weighted_strike": 112.9245283018868, "avg_iv": 0.283796224, "max_voi": 3.0, "why": "puts cluster with 53 contracts traded, $96660 estimated gross traded notional, and 5% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 121, "open_interest": 1243, "premium": 93697.5, "premium_label": "$93698", "premium_share": 4.745497544759922, "weighted_strike": 137.60330578512398, "avg_iv": 0.6858242710204082, "max_voi": 1.0, "why": "calls cluster with 121 contracts traded, $93698 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: $2.0M of estimated gross traded notional, puts \u00b7 22-45 days \u00b7 otm, 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/25703bfe-9bf0-41c6-b846-1857e1b184bb/", "research_links": {"chart": "/terminal/25703bfe-9bf0-41c6-b846-1857e1b184bb/", "report": "/terminal/25703bfe-9bf0-41c6-b846-1857e1b184bb/report/", "factor": "/factors/ticker/25703bfe-9bf0-41c6-b846-1857e1b184bb/", "insider": "/insider-activity/company/mrcy/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}