{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "SGML", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 61.92, "avg_conviction_label": "61.9", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "SGML", "leader_score": "62", "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": "Basic Materials", "count": 1, "avg_score": "61.92", "sector_label": "Basic Materials", "industry_label": "", "sector_url": "/structure/us/basic-materials/", "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": 1, "url": "/options/conviction/60-79/", "bar_width": 100.0}, {"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": 0, "url": "/options/conviction/under-40/", "bar_width": 0.0}]}, "signals": [{"symbol": "SGML", "name": "Sigma Lithium Resources Corp", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Basic Materials", "industry": "Other Industrial Metals & Mining", "sector_url": "https://sharemaestro.com/structure/us/basic-materials/", "industry_url": "https://sharemaestro.com/structure/us/basic-materials/other-industrial-metals-mining/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 61.92, "options_pressure_score": -59.18, "trend_confirmation_score": 71.62, "speculation_score": 40.9, "volatility_score": 94.5, "edge_label": "Volatility expansion watch", "insight": "SGML shows volatility options pressure with a 62/100 conviction score, put-call volume ratio of 4.70, expected move of 9.6%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-08-02T04:34:14.720880+00:00", "snapshot": {"fetched_at": "2026-08-02T04:34:14.720880+00:00", "underlying_price": 9.87, "total_contracts": 376, "call_contracts": 188, "put_contracts": 188, "call_volume": 474, "put_volume": 2228, "call_open_interest": 27666, "put_open_interest": 14442, "put_call_volume_ratio": 4.70042194, "put_call_open_interest_ratio": 0.52201258, "volume_open_interest_ratio": 0.06416833, "avg_implied_volatility": 0.892905, "max_pain_strike": 12.0, "expected_move_percent": 9.62512665, "nearest_expiration": "2026-08-07"}, "market": {"latest_close": 9.87, "one_week_change": 2.4922118380062304, "one_week_change_label": "+2.5%", "relative_strength": -18.439167, "fair_value_gap_label": "-30.4%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "3x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Priced move", "value": "9.6%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend agreement", "value": "72", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 95, "confidence_label": "95/100", "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 16% / P 84%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.06", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "72/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "13 Aug", "detail": "Matched earnings event is 11 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": 41.5, "score_label": "41/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-59"}, {"label": "1W price", "value": "+2.5%"}, {"label": "Call premium", "value": "16%"}, {"label": "Put premium", "value": "84%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 8-21 days \u00b7 OTM", "tone": "negative", "volume": 2080, "open_interest": 1173, "premium": 116317.5, "premium_label": "$116318", "premium_share": 74.97703649987913, "weighted_strike": 8.927403846153846, "avg_iv": 1.3089629411764705, "max_voi": 4.92610837, "why": "puts cluster with 2080 contracts traded, $116318 estimated gross traded notional, and 75% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 OTM", "tone": "positive", "volume": 322, "open_interest": 6571, "premium": 10335.0, "premium_label": "$10335", "premium_share": 6.661832245588591, "weighted_strike": 12.085403726708075, "avg_iv": 1.1489120689655172, "max_voi": 0.23809524, "why": "calls cluster with 322 contracts traded, $10335 estimated gross traded notional, and 7% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 OTM", "tone": "positive", "volume": 107, "open_interest": 6711, "premium": 10187.5, "premium_label": "$10188", "premium_share": 6.566755297719765, "weighted_strike": 12.05607476635514, "avg_iv": 0.945038125, "max_voi": 1.47058824, "why": "calls cluster with 107 contracts traded, $10188 estimated gross traded notional, and 7% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 ITM", "tone": "negative", "volume": 14, "open_interest": 1430, "premium": 6437.5, "premium_label": "$6438", "premium_share": 4.149544758681815, "weighted_strike": 14.285714285714286, "avg_iv": 1.1535261904761904, "max_voi": 0.75, "why": "puts cluster with 14 contracts traded, $6438 estimated gross traded notional, and 4% of visible notional."}, {"label": "Puts \u00b7 0-7 days \u00b7 ITM", "tone": "negative", "volume": 11, "open_interest": 1136, "premium": 2535.0, "premium_label": "$2535", "premium_share": 1.6340343243896542, "weighted_strike": 12.0, "avg_iv": 1.697568, "max_voi": 1.0, "why": "puts cluster with 11 contracts traded, $2535 estimated gross traded notional, and 2% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $155138 of estimated gross traded notional, puts \u00b7 8-21 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/f98bcf4e-8eda-4e15-b272-bcd6e80bebc1/", "research_links": {"chart": "/terminal/f98bcf4e-8eda-4e15-b272-bcd6e80bebc1/", "report": "/terminal/f98bcf4e-8eda-4e15-b272-bcd6e80bebc1/report/", "factor": "/factors/ticker/f98bcf4e-8eda-4e15-b272-bcd6e80bebc1/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}