{"latest_run": "2026-07-30T20:50:00.022982+00:00", "coverage_count": 6116, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "NLY", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 30.52, "avg_conviction_label": "30.5", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "NLY", "leader_score": "31", "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": "30.52", "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": "NLY", "name": "Annaly Capital Management, 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": 30.52, "options_pressure_score": -0.16, "trend_confirmation_score": 64.0, "speculation_score": 41.24, "volatility_score": 47.4, "edge_label": "Options-market disagreement", "insight": "NLY shows mixed options pressure with a 31/100 conviction score, put-call volume ratio of 1.03, expected move of 2.5%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-30T19:44:54.295017+00:00", "snapshot": {"fetched_at": "2026-07-30T19:44:54.295017+00:00", "underlying_price": 22.45, "total_contracts": 249, "call_contracts": 136, "put_contracts": 113, "call_volume": 3219, "put_volume": 3321, "call_open_interest": 65219, "put_open_interest": 57623, "put_call_volume_ratio": 1.03168686, "put_call_open_interest_ratio": 0.88353087, "volume_open_interest_ratio": 0.05323912, "avg_implied_volatility": 0.53467262, "max_pain_strike": 22.5, "expected_move_percent": 2.49443207, "nearest_expiration": "2026-07-31"}, "market": {"latest_close": 22.45, "one_week_change": -2.4337244676227727, "one_week_change_label": "-2.4%", "relative_strength": -1.472101, "fair_value_gap_label": "+29.8%", "trend_signal": "0"}, "premium_flags": [{"label": "Pin watch", "value": "-0.2%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}], "intent": {"slug": "multi-expiry-position-maintenance-candidate", "label": "Multi-expiry position-maintenance candidate", "tone": "neutral", "confidence": 74.5, "confidence_label": "74/100", "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 62% / P 38%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.05", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "64/100", "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": 14.8, "score_label": "15/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "-0"}, {"label": "1W price", "value": "-2.4%"}, {"label": "Call premium", "value": "62%"}, {"label": "Put premium", "value": "38%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 123, "open_interest": 1265, "premium": 148892.0, "premium_label": "$148892", "premium_share": 24.424781083803317, "weighted_strike": 10.991869918699187, "avg_iv": 0.8910848873333334, "max_voi": 1.0, "why": "calls cluster with 123 contracts traded, $148892 estimated gross traded notional, and 24% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ATM", "tone": "negative", "volume": 377, "open_interest": 2624, "premium": 69046.5, "premium_label": "$69046", "premium_share": 11.326637073199539, "weighted_strike": 22.013262599469495, "avg_iv": 0.5127001833333333, "max_voi": 0.23987034, "why": "puts cluster with 377 contracts traded, $69046 estimated gross traded notional, and 11% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 995, "open_interest": 16975, "premium": 68713.0, "premium_label": "$68713", "premium_share": 11.271928529480277, "weighted_strike": 19.661306532663318, "avg_iv": 0.665223348, "max_voi": 0.66666667, "why": "puts cluster with 995 contracts traded, $68713 estimated gross traded notional, and 11% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 50, "open_interest": 939, "premium": 53261.5, "premium_label": "$53262", "premium_share": 8.737208699560691, "weighted_strike": 32.12, "avg_iv": 0.5311733088888889, "max_voi": 0.15422886, "why": "puts cluster with 50 contracts traded, $53262 estimated gross traded notional, and 9% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 87, "open_interest": 381, "premium": 47617.5, "premium_label": "$47618", "premium_share": 7.811346568371736, "weighted_strike": 17.82758620689655, "avg_iv": 0.6519643507142857, "max_voi": 3.57142857, "why": "calls cluster with 87 contracts traded, $47618 estimated gross traded notional, and 8% of visible notional."}], "why_this_matters": "Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $609594 of estimated gross traded notional, calls \u00b7 91+ 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/23259c07-9230-466a-a670-f1ef8304da4f/", "research_links": {"chart": "/terminal/23259c07-9230-466a-a670-f1ef8304da4f/", "report": "/terminal/23259c07-9230-466a-a670-f1ef8304da4f/report/", "factor": "/factors/ticker/23259c07-9230-466a-a670-f1ef8304da4f/", "insider": "/insider-activity/company/nly/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}