{"latest_run": "2026-10-16T01:08:28.022762+00:00", "discovery": {"session": "2026-10-15", "observed_session": "2026-10-15", "total": 6081, "current_count": 1014, "checked_count": 316, "current_percent": 16.7, "cards": [{"symbol": "IBTA", "name": "Ibotta, Inc.", "direction": "volatility", "url": "/options/ticker/50c04637-0d45-46f5-82db-5a1a4a72b0ae/", "session": "2026-10-15", "previous_session": "2026-10-14", "change": "+168.9 points in options balance", "context": "Trend confirmation absent", "partial": true}, {"symbol": "STM", "name": "STMicroelectronics NV ADR", "direction": "bearish", "url": "/options/ticker/46f656a1-5849-42dc-8bb0-30e83c642aa1/", "session": "2026-10-15", "previous_session": "2026-10-14", "change": "-147.4 points in options balance", "context": "Trend confirmation absent", "partial": true}, {"symbol": "PSNL", "name": "Personalis Inc", "direction": "bearish", "url": "/options/ticker/8456d49f-c294-4932-a93b-8ea0d6edbc2a/", "session": "2026-10-15", "previous_session": "2026-10-14", "change": "-137.0 points in options balance", "context": "Trend confirmation absent", "partial": true}, {"symbol": "MUFG", "name": "Mitsubishi UFJ Financial Group Inc ADR", "direction": "bearish", "url": "/options/ticker/90489377-541b-4627-b746-608211fe1765/", "session": "2026-10-15", "previous_session": "2026-10-14", "change": "-134.7 points in options balance", "context": "Trend confirmation absent", "partial": true}, {"symbol": "PCG", "name": "PG&E Corp", "direction": "bearish", "url": "/options/ticker/0d222c21-bf77-4131-bc79-a039f23dec49/", "session": "2026-10-15", "previous_session": "2026-10-14", "change": "-111.7 points in options balance", "context": "Trend agrees", "partial": true}, {"symbol": "NUAI", "name": "New Era Energy & Digital, Inc.", "direction": "bearish", "url": "/options/ticker/c3550439-a847-40b0-84f2-3f6686b5b13a/", "session": "2026-10-15", "previous_session": "2026-10-14", "change": "-105.4 points in options balance", "context": "Trend confirmation absent", "partial": true}]}, "coverage_count": 6128, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "VAL", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 50.06, "avg_conviction_label": "50.1", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "VAL", "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": "Energy", "count": 1, "avg_score": "50.06", "sector_label": "Energy", "industry_label": "", "sector_url": "/structure/us/energy/", "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": "VAL", "name": "Valaris Ltd", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Energy", "industry": "Oil & Gas Drilling", "sector_url": "https://sharemaestro.com/structure/us/energy/", "industry_url": "https://sharemaestro.com/structure/us/energy/oil-gas-drilling/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 50.06, "options_pressure_score": -40.05, "trend_confirmation_score": 73.46, "speculation_score": 26.83, "volatility_score": 82.38, "edge_label": "Volatility expansion watch", "insight": "VAL shows volatility options pressure with a 50/100 conviction score, put-call volume ratio of 2.93, expected move of 6.6%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-10-16T00:06:35.608482+00:00", "research_brief": {"symbol": "VAL", "session": "2026-10-15", "current": true, "session_label": "Completed-session reading", "headline": "Movement matters more than direction", "direction": "volatility", "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": ["Partial chain: some contracts or expiries are not represented.", "Activity totals cannot identify buyers, sellers or newly opened positions."], "changes": {}, "url": "/options/ticker/4aebe054-12da-4061-9e6f-7e0778307729/", "range_label": "\u00b16.6%", "range_reason": "Usable near-money quotes support an IV estimate; a two-sided straddle is unavailable.", "expected_move_percent": 6.593934022637132, "lower": 78.2275802560414, "upper": 89.2724197439586, "expiry": "2026-10-16", "share_text": "VAL \u00b7 2026-10-15. Movement matters more than direction. Options do not give a clear directional confirmation of the stock trend. Priced move: \u00b16.6%. Research, not a trade recommendation."}, "snapshot": {"data_as_of": "2026-10-15", "fetched_at": "2026-10-16T00:06:35.608482+00:00", "underlying_price": 83.75, "total_contracts": 211, "call_contracts": 117, "put_contracts": 94, "call_volume": 659, "put_volume": 1931, "call_open_interest": 17080, "put_open_interest": 4186, "put_call_volume_ratio": 2.93019727, "put_call_open_interest_ratio": 0.24508197, "volume_open_interest_ratio": 0.12179065, "avg_implied_volatility": 0.9381127, "max_pain_strike": 85.0, "expected_move_percent": 6.593934022637132, "nearest_expiration": "2026-10-16"}, "market": {"latest_close": 83.65, "one_week_change": 6.710039545860441, "one_week_change_label": "+6.7%", "relative_strength": -1.144076, "fair_value_gap_label": "+32.7%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Pin watch", "value": "-1.5%", "detail": "Underlying price is close to max pain, useful for expiry-week context."}, {"label": "Priced move", "value": "6.6%", "detail": "Options are pricing a wider near-term move."}, {"label": "Trend agreement", "value": "73", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 80.2, "confidence_label": "80/100", "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 69% / P 31%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.12", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "73/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "4 Nov", "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": "Volatility flow versus price", "tone": "warning", "score": 43.0, "score_label": "43/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "-40"}, {"label": "1W price", "value": "+6.7%"}, {"label": "Call premium", "value": "69%"}, {"label": "Put premium", "value": "31%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 261, "open_interest": 2887, "premium": 779370.0, "premium_label": "$779,370", "premium_share": 35.62114535028808, "weighted_strike": 61.657088122605366, "avg_iv": 1.0157515488888889, "max_voi": 1.33333333, "why": "calls cluster with 261 contracts traded, $779,370 estimated gross traded notional, and 36% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 175, "open_interest": 4394, "premium": 681914.0, "premium_label": "$681,914", "premium_share": 31.16691393099086, "weighted_strike": 46.98571428571429, "avg_iv": 0.5897853080769231, "max_voi": 3.0, "why": "calls cluster with 175 contracts traded, $681,914 estimated gross traded notional, and 31% of visible notional."}, {"label": "Puts \u00b7 46-90 days \u00b7 OTM", "tone": "negative", "volume": 1271, "open_interest": 2616, "premium": 302963.0, "premium_label": "$302,963", "premium_share": 13.846939269870957, "weighted_strike": 66.53225806451613, "avg_iv": 0.7421748003703704, "max_voi": 1.0, "why": "puts cluster with 1271 contracts traded, $302,963 estimated gross traded notional, and 14% of visible notional."}, {"label": "Puts \u00b7 22-45 days \u00b7 ITM", "tone": "negative", "volume": 131, "open_interest": 103, "premium": 291565.0, "premium_label": "$291,565", "premium_share": 13.32599310219375, "weighted_strike": 97.17557251908397, "avg_iv": 0.6904553266666666, "max_voi": 1.58974359, "why": "puts cluster with 131 contracts traded, $291,565 estimated gross traded notional, and 13% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 442, "open_interest": 1105, "premium": 51168.0, "premium_label": "$51,168", "premium_share": 2.3386360333134975, "weighted_strike": 49.428733031674206, "avg_iv": 0.8104663903703704, "max_voi": 1.95121951, "why": "puts cluster with 442 contracts traded, $51,168 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: $2.2M 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/4aebe054-12da-4061-9e6f-7e0778307729/", "research_links": {"chart": "/terminal/4aebe054-12da-4061-9e6f-7e0778307729/", "report": "/terminal/4aebe054-12da-4061-9e6f-7e0778307729/report/", "factor": "/factors/ticker/4aebe054-12da-4061-9e6f-7e0778307729/", "insider": "/insider-activity/company/val/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}