{"latest_run": "2026-07-30T20:50:00.022982+00:00", "coverage_count": 6116, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "OTLY", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 50.2, "avg_conviction_label": "50.2", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "OTLY", "leader_score": "50", "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 Defensive", "count": 1, "avg_score": "50.20", "sector_label": "Consumer Defensive", "industry_label": "", "sector_url": "/structure/us/consumer-defensive/", "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": "OTLY", "name": "Oatly Group AB  ADR", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Consumer Defensive", "industry": "Packaged Foods", "sector_url": "https://sharemaestro.com/structure/us/consumer-defensive/", "industry_url": "https://sharemaestro.com/structure/us/consumer-defensive/packaged-foods/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 50.2, "options_pressure_score": -18.75, "trend_confirmation_score": 94.94, "speculation_score": 36.53, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "OTLY shows volatility options pressure with a 50/100 conviction score, put-call volume ratio of 1.49, expected move of 24.2%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-07-30T04:41:45.216853+00:00", "snapshot": {"fetched_at": "2026-07-30T04:41:45.216853+00:00", "underlying_price": 13.37, "total_contracts": 182, "call_contracts": 91, "put_contracts": 91, "call_volume": 35, "put_volume": 52, "call_open_interest": 1980, "put_open_interest": 1850, "put_call_volume_ratio": 1.48571429, "put_call_open_interest_ratio": 0.93434343, "volume_open_interest_ratio": 0.0227154, "avg_implied_volatility": 0.98436625, "max_pain_strike": 11.0, "expected_move_percent": 24.16693774, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 13.37, "one_week_change": 33.167330677290835, "one_week_change_label": "+33.2%", "relative_strength": -2.915804, "fair_value_gap_label": "-13.8%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Priced move", "value": "24.2%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend agreement", "value": "95", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "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 71% / P 29%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.02", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "95/100", "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": 100, "score_label": "100/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-19"}, {"label": "1W price", "value": "+33.2%"}, {"label": "Call premium", "value": "71%"}, {"label": "Put premium", "value": "29%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 7, "open_interest": 235, "premium": 3115.0, "premium_label": "$3115", "premium_share": 35.2794608981256, "weighted_strike": 12.0, "avg_iv": 0.9359181818181819, "max_voi": 0.05555556, "why": "calls cluster with 7 contracts traded, $3115 estimated gross traded notional, and 35% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 23, "open_interest": 440, "premium": 2175.0, "premium_label": "$2175", "premium_share": 24.63333144572173, "weighted_strike": 17.73913043478261, "avg_iv": 0.6977866666666667, "max_voi": 4.5, "why": "calls cluster with 23 contracts traded, $2175 estimated gross traded notional, and 25% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 OTM", "tone": "negative", "volume": 45, "open_interest": 593, "premium": 1230.0, "premium_label": "$1230", "premium_share": 13.93057364516677, "weighted_strike": 10.333333333333334, "avg_iv": 0.9762736363636364, "max_voi": 2.0, "why": "puts cluster with 45 contracts traded, $1230 estimated gross traded notional, and 14% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 1, "open_interest": 20, "premium": 1160.0, "premium_label": "$1160", "premium_share": 13.137776771051588, "weighted_strike": 25.0, "avg_iv": 1.0039357142857144, "max_voi": 0.0, "why": "puts cluster with 1 contracts traded, $1160 estimated gross traded notional, and 13% of visible notional."}, {"label": "Calls \u00b7 22-45 days \u00b7 OTM", "tone": "positive", "volume": 4, "open_interest": 230, "premium": 610.0, "premium_label": "$610", "premium_share": 6.9086584744323005, "weighted_strike": 15.0, "avg_iv": 0.7205516666666667, "max_voi": 0.02547771, "why": "calls cluster with 4 contracts traded, $610 estimated gross traded notional, and 7% of visible notional."}], "why_this_matters": "Volatility expansion bet matters because it connects the options headline to the actual evidence: $8830 of estimated gross traded notional, calls \u00b7 91+ 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/56a96011-0481-44ba-8846-9fa4fcbac7c3/", "research_links": {"chart": "/terminal/56a96011-0481-44ba-8846-9fa4fcbac7c3/", "report": "/terminal/56a96011-0481-44ba-8846-9fa4fcbac7c3/report/", "factor": "/factors/ticker/56a96011-0481-44ba-8846-9fa4fcbac7c3/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}