{"latest_run": "2026-07-30T20:50:00.022982+00:00", "coverage_count": 6116, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "NOC", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 40.78, "avg_conviction_label": "40.8", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "NOC", "leader_score": "41", "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": "Industrials", "count": 1, "avg_score": "40.78", "sector_label": "Industrials", "industry_label": "", "sector_url": "/structure/us/industrials/", "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": 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": "NOC", "name": "Northrop Grumman Corporation", "exchange": "NYSE", "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": "mixed", "direction_label": "Mixed", "tone": "neutral", "conviction_score": 40.78, "options_pressure_score": -16.91, "trend_confirmation_score": 77.21, "speculation_score": 41.27, "volatility_score": 45.22, "edge_label": "Options-market disagreement", "insight": "NOC shows mixed options pressure with a 41/100 conviction score, put-call volume ratio of 1.38, expected move of 6.0%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-31T06:46:26.556618+00:00", "snapshot": {"fetched_at": "2026-07-31T06:46:26.556618+00:00", "underlying_price": 542.24, "total_contracts": 1350, "call_contracts": 675, "put_contracts": 675, "call_volume": 636, "put_volume": 877, "call_open_interest": 13315, "put_open_interest": 14407, "put_call_volume_ratio": 1.37893082, "put_call_open_interest_ratio": 1.08201277, "volume_open_interest_ratio": 0.05457759, "avg_implied_volatility": 0.30511625, "max_pain_strike": 545.0, "expected_move_percent": 5.96599292, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 542.24, "one_week_change": 3.9630346837433135, "one_week_change_label": "+4.0%", "relative_strength": -16.658709, "fair_value_gap_label": "+6.8%", "trend_signal": "0"}, "premium_flags": [{"label": "Pin watch", "value": "-0.5%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}, {"label": "Trend agreement", "value": "77", "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": 66.7, "confidence_label": "67/100", "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 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": "0.05", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "77/100", "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": 26.9, "score_label": "27/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "-17"}, {"label": "1W price", "value": "+4.0%"}, {"label": "Call premium", "value": "50%"}, {"label": "Put premium", "value": "50%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 157, "open_interest": 855, "premium": 759230.0, "premium_label": "$759230", "premium_share": 32.01326018474362, "weighted_strike": 519.3630573248407, "avg_iv": 0.2977975, "max_voi": 12.41666667, "why": "calls cluster with 157 contracts traded, $759230 estimated gross traded notional, and 32% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 ITM", "tone": "negative", "volume": 23, "open_interest": 714, "premium": 351255.0, "premium_label": "$351255", "premium_share": 14.810818468964767, "weighted_strike": 685.2173913043479, "avg_iv": 0.450965, "max_voi": 2.5, "why": "puts cluster with 23 contracts traded, $351255 estimated gross traded notional, and 15% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 OTM", "tone": "negative", "volume": 315, "open_interest": 1899, "premium": 235725.0, "premium_label": "$235725", "premium_share": 9.93944622452839, "weighted_strike": 476.7142857142857, "avg_iv": 0.3411148, "max_voi": 11.14285714, "why": "puts cluster with 315 contracts traded, $235725 estimated gross traded notional, and 10% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 ITM", "tone": "negative", "volume": 7, "open_interest": 367, "premium": 222100.0, "premium_label": "$222100", "premium_share": 9.364942227034703, "weighted_strike": 851.4285714285714, "avg_iv": 0.490964, "max_voi": 1.0, "why": "puts cluster with 7 contracts traded, $222100 estimated gross traded notional, and 9% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 OTM", "tone": "positive", "volume": 356, "open_interest": 2907, "premium": 149466.0, "premium_label": "$149466", "premium_share": 6.302298311147992, "weighted_strike": 573.3567415730337, "avg_iv": 0.3262848, "max_voi": 0.56284153, "why": "calls cluster with 356 contracts traded, $149466 estimated gross traded notional, and 6% of visible notional."}], "why_this_matters": "Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $2.4M 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/a0a2b1b0-27d0-47ea-a3d3-4a821e64abad/", "research_links": {"chart": "/terminal/a0a2b1b0-27d0-47ea-a3d3-4a821e64abad/", "report": "/terminal/a0a2b1b0-27d0-47ea-a3d3-4a821e64abad/report/", "factor": "/factors/ticker/a0a2b1b0-27d0-47ea-a3d3-4a821e64abad/", "insider": "/insider-activity/company/noc/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}