{"latest_run": "2026-10-10T03:48:18.733964+00:00", "discovery": {"session": "2026-10-09", "observed_session": "2026-10-09", "total": 6076, "current_count": 3155, "checked_count": 1596, "current_percent": 51.9, "cards": [{"symbol": "SITE", "name": "SiteOne Landscape Supply Inc", "direction": "bullish", "url": "/options/ticker/4bc1bb76-bd2e-40f4-9bd2-dbf7fd9fba12/", "session": "2026-10-09", "previous_session": "2026-10-08", "change": "+199.9 points in options balance", "context": "Trend confirmation absent", "partial": false}, {"symbol": "SXI", "name": "Standex International Corporation", "direction": "bearish", "url": "/options/ticker/9fff3796-2148-44fa-8c5a-ce3c3afd7731/", "session": "2026-10-09", "previous_session": "2026-10-08", "change": "-196.8 points in options balance", "context": "Trend confirmation absent", "partial": false}, {"symbol": "BAP", "name": "Credicorp Ltd", "direction": "bearish", "url": "/options/ticker/f822713b-1726-4e28-a57c-3f6d25f3ce02/", "session": "2026-10-09", "previous_session": "2026-10-08", "change": "-195.6 points in options balance", "context": "Trend confirmation absent", "partial": false}, {"symbol": "BCPC", "name": "Balchem Corporation", "direction": "bullish", "url": "/options/ticker/f9160710-78bf-4cb4-9f45-7a53f050072b/", "session": "2026-10-09", "previous_session": "2026-10-08", "change": "+195.6 points in options balance", "context": "Trend confirmation absent", "partial": false}, {"symbol": "MCB", "name": "Metropolitan Bank Holding", "direction": "bearish", "url": "/options/ticker/40911444-9806-407c-8fd8-8687c58dab93/", "session": "2026-10-09", "previous_session": "2026-10-08", "change": "-195.5 points in options balance", "context": "Trend confirmation absent", "partial": false}, {"symbol": "SPHB", "name": "INVESCO EXCHANGE TRADED FD TR II S&P 500 HIGH BETA ETF", "direction": "bullish", "url": "/options/ticker/2e150436-851f-4767-94ee-fbadad013bf2/", "session": "2026-10-09", "previous_session": "2026-10-08", "change": "+194.6 points in options balance", "context": "Trend confirmation absent", "partial": false}]}, "coverage_count": 6139, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "SNY", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 11.31, "avg_conviction_label": "11.3", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "SNY", "leader_score": "11", "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": "Healthcare", "count": 1, "avg_score": "11.31", "sector_label": "Healthcare", "industry_label": "", "sector_url": "/structure/us/healthcare/", "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": "SNY", "name": "Sanofi ADR", "exchange": "NASDAQ", "country": "US", "currency": "USD", "sector": "Healthcare", "industry": "Drug Manufacturers - General", "sector_url": "https://sharemaestro.com/structure/us/healthcare/", "industry_url": "https://sharemaestro.com/structure/us/healthcare/drug-manufacturers-general/", "direction": "mixed", "direction_label": "Mixed", "tone": "neutral", "conviction_score": 11.31, "options_pressure_score": 16.88, "trend_confirmation_score": 0.0, "speculation_score": 5.1, "volatility_score": 31.01, "edge_label": "Options-market disagreement", "insight": "SNY shows mixed options pressure with a 11/100 conviction score, put-call volume ratio of 0.76, expected move of 2.4%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-10-11T13:06:20.248404+00:00", "research_brief": {"symbol": "SNY", "session": "2026-10-09", "current": true, "session_label": "Completed-session reading", "headline": "No clear directional balance", "direction": "mixed", "stock_context": "Options do not give a clear directional confirmation of the stock trend.", "stock_context_date": "2026-10-09", "quality_label": "Checks passed", "eligible": true, "limitations": ["Activity totals cannot identify buyers, sellers or newly opened positions."], "changes": {}, "url": "/options/ticker/06fd871d-7d31-4ce4-8ead-baaaa6377a38/", "range_label": "\u00b12.4%", "range_reason": "Near-money call and put quotes support this range.", "expected_move_percent": 2.4332418268030946, "lower": 39.095, "upper": 41.045, "expiry": "2026-10-16", "share_text": "SNY \u00b7 2026-10-09. No clear directional balance. Options do not give a clear directional confirmation of the stock trend. Priced move: \u00b12.4%. Research, not a trade recommendation."}, "snapshot": {"data_as_of": "2026-10-09", "fetched_at": "2026-10-11T13:06:20.248404+00:00", "underlying_price": 40.07, "total_contracts": 312, "call_contracts": 156, "put_contracts": 156, "call_volume": 430, "put_volume": 325, "call_open_interest": 53456, "put_open_interest": 40229, "put_call_volume_ratio": 0.75581395, "put_call_open_interest_ratio": 0.75256286, "volume_open_interest_ratio": 0.00805892, "avg_implied_volatility": 0.30389625, "max_pain_strike": 42.5, "expected_move_percent": 2.4332418268030946, "nearest_expiration": "2026-10-16"}, "market": {"latest_close": 40.07, "one_week_change": 0.375751503006012, "one_week_change_label": "+0.4%", "relative_strength": -21.577662, "fair_value_gap_label": "-11.4%", "trend_signal": "0"}, "premium_flags": [{"label": "Trend conflict", "value": "0", "detail": "Options positioning is not confirming the underlying trend context."}], "intent": {"slug": "likely-noise", "label": "Likely noise", "tone": "neutral", "confidence": 11.3, "confidence_label": "11/100", "summary": "Visible options activity is too thin or mixed to support a strong intent classification.", "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": "0.01", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "0/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "30 Oct", "detail": "Matched earnings event is 19 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": "No clean flow/price divergence", "tone": "neutral", "score": 9.6, "score_label": "10/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "+17"}, {"label": "1W price", "value": "+0.4%"}, {"label": "Call premium", "value": "50%"}, {"label": "Put premium", "value": "50%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 271, "open_interest": 23226, "premium": 41067.5, "premium_label": "$41,068", "premium_share": 38.377254462199794, "weighted_strike": 46.079335793357934, "avg_iv": 0.24824444444444443, "max_voi": 0.61386139, "why": "calls cluster with 271 contracts traded, $41,068 estimated gross traded notional, and 38% of visible notional."}, {"label": "Puts \u00b7 0-7 days \u00b7 ITM", "tone": "negative", "volume": 75, "open_interest": 715, "premium": 18750.0, "premium_label": "$18,750", "premium_share": 17.521726941407344, "weighted_strike": 42.5, "avg_iv": 0.4664357142857143, "max_voi": 0.11227545, "why": "puts cluster with 75 contracts traded, $18,750 estimated gross traded notional, and 18% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 21, "open_interest": 22373, "premium": 13025.0, "premium_label": "$13,025", "premium_share": 12.17175964863097, "weighted_strike": 43.095238095238095, "avg_iv": 0.46364809523809525, "max_voi": 0.02777778, "why": "puts cluster with 21 contracts traded, $13,025 estimated gross traded notional, and 12% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 63, "open_interest": 3854, "premium": 5925.0, "premium_label": "$5,925", "premium_share": 5.536865713484721, "weighted_strike": 37.38095238095238, "avg_iv": 0.3147540476190476, "max_voi": 0.08071135, "why": "puts cluster with 63 contracts traded, $5,925 estimated gross traded notional, and 6% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ATM", "tone": "positive", "volume": 17, "open_interest": 1093, "premium": 5665.0, "premium_label": "$5,665", "premium_share": 5.293897766563872, "weighted_strike": 40.0, "avg_iv": 0.21649833333333332, "max_voi": 0.04878049, "why": "calls cluster with 17 contracts traded, $5,665 estimated gross traded notional, and 5% of visible notional."}], "why_this_matters": "Likely noise matters because it connects the options headline to the actual evidence: $107,010 of estimated gross traded notional, calls \u00b7 91+ days \u00b7 otm, 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/06fd871d-7d31-4ce4-8ead-baaaa6377a38/", "research_links": {"chart": "/terminal/06fd871d-7d31-4ce4-8ead-baaaa6377a38/", "report": "/terminal/06fd871d-7d31-4ce4-8ead-baaaa6377a38/report/", "factor": "/factors/ticker/06fd871d-7d31-4ce4-8ead-baaaa6377a38/", "insider": "/insider-activity/company/sny/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}