{"latest_run": "2026-08-03T20:50:00.024052+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "VLN", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 35.36, "avg_conviction_label": "35.4", "bullish": 1, "bearish": 0, "volatility": 0, "mixed": 0, "leader": "VLN", "leader_score": "35", "leader_direction": "bullish", "leader_direction_label": "Bullish", "leader_tone": "positive", "leader_read": "The strongest current read leans call-side, which is generally constructive if the chart also supports it."}, "charts": {"sectors": [{"ticker__sector": "Technology", "count": 1, "avg_score": "35.36", "sector_label": "Technology", "industry_label": "", "sector_url": "/structure/us/technology/", "industry_url": "", "bar_width": 100.0}], "directions": [{"direction": "bullish", "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": "VLN", "name": "Valens", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Technology", "industry": "Semiconductors", "sector_url": "https://sharemaestro.com/structure/us/technology/", "industry_url": "https://sharemaestro.com/structure/us/technology/semiconductors/", "direction": "bullish", "direction_label": "Bullish", "tone": "positive", "conviction_score": 35.36, "options_pressure_score": 40.06, "trend_confirmation_score": 27.49, "speculation_score": 8.13, "volatility_score": 96.0, "edge_label": "Call-side pressure", "insight": "VLN shows bullish options pressure with a 35/100 conviction score, put-call volume ratio of 0.51, expected move of 28.7%, and Sharemaestro trend signal inactive.", "fetched_at": "2026-08-03T11:50:48.536156+00:00", "snapshot": {"fetched_at": "2026-08-03T11:50:48.536156+00:00", "underlying_price": 1.57, "total_contracts": 56, "call_contracts": 28, "put_contracts": 28, "call_volume": 144, "put_volume": 74, "call_open_interest": 28822, "put_open_interest": 9730, "put_call_volume_ratio": 0.51388889, "put_call_open_interest_ratio": 0.33758934, "volume_open_interest_ratio": 0.0056547, "avg_implied_volatility": 1.6075225, "max_pain_strike": 2.0, "expected_move_percent": 28.66242038, "nearest_expiration": "2026-08-21"}, "market": {"latest_close": 1.57, "one_week_change": -3.6809815950920246, "one_week_change_label": "-3.7%", "relative_strength": -22.120799, "fair_value_gap_label": "-28.9%", "trend_signal": "0"}, "premium_flags": [{"label": "Persistent pressure", "value": "2x", "detail": "Bullish pressure has repeated across recent market sessions."}, {"label": "Priced move", "value": "28.7%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 89.5, "confidence_label": "90/100", "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 44% / P 56%", "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": "27/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "5 Aug", "detail": "Matched earnings event is 1 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": "Bullish flow against weak price", "tone": "warning", "score": 30.5, "score_label": "31/100", "summary": "Options are leaning call-side while the stock is down on the week, a divergence that needs price confirmation.", "metrics": [{"label": "Options pressure", "value": "+40"}, {"label": "1W price", "value": "-3.7%"}, {"label": "Call premium", "value": "44%"}, {"label": "Put premium", "value": "56%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 8-21 days \u00b7 ITM", "tone": "negative", "volume": 50, "open_interest": 2837, "premium": 2625.0, "premium_label": "$2,625", "premium_share": 46.56319290465632, "weighted_strike": 2.0, "avg_iv": 0.3831625, "max_voi": 0.03168568, "why": "puts cluster with 50 contracts traded, $2,625 estimated gross traded notional, and 47% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 OTM", "tone": "positive", "volume": 57, "open_interest": 17282, "premium": 1185.0, "premium_label": "$1,185", "premium_share": 21.019955654101995, "weighted_strike": 4.868421052631579, "avg_iv": 1.6124, "max_voi": 0.07894737, "why": "calls cluster with 57 contracts traded, $1,185 estimated gross traded notional, and 21% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 OTM", "tone": "positive", "volume": 80, "open_interest": 10465, "premium": 995.0, "premium_label": "$995", "premium_share": 17.649667405764966, "weighted_strike": 2.00625, "avg_iv": 2.2197025, "max_voi": 0.05489924, "why": "calls cluster with 80 contracts traded, $995 estimated gross traded notional, and 18% of visible notional."}, {"label": "Puts \u00b7 8-21 days \u00b7 OTM", "tone": "negative", "volume": 20, "open_interest": 1887, "premium": 350.0, "premium_label": "$350", "premium_share": 6.208425720620842, "weighted_strike": 1.5, "avg_iv": 1.8067033333333333, "max_voi": 0.0109529, "why": "puts cluster with 20 contracts traded, $350 estimated gross traded notional, and 6% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 OTM", "tone": "negative", "volume": 4, "open_interest": 402, "premium": 210.0, "premium_label": "$210", "premium_share": 3.7250554323725056, "weighted_strike": 1.5, "avg_iv": 1.0116016666666667, "max_voi": 0.032, "why": "puts cluster with 4 contracts traded, $210 estimated gross traded notional, and 4% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $5,638 of estimated gross traded notional, puts \u00b7 8-21 days \u00b7 itm, and a bullish flow against weak 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/af81fa44-35ed-498e-a1ee-45ef9a742045/", "research_links": {"chart": "/terminal/af81fa44-35ed-498e-a1ee-45ef9a742045/", "report": "/terminal/af81fa44-35ed-498e-a1ee-45ef9a742045/report/", "factor": "/factors/ticker/af81fa44-35ed-498e-a1ee-45ef9a742045/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}