{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "VLO", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 40.51, "avg_conviction_label": "40.5", "bullish": 0, "bearish": 0, "volatility": 0, "mixed": 1, "leader": "VLO", "leader_score": "41", "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": "Energy", "count": 1, "avg_score": "40.51", "sector_label": "Energy", "industry_label": "", "sector_url": "/structure/us/energy/", "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": 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": "VLO", "name": "Valero Energy Corporation", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Energy", "industry": "Oil & Gas Refining & Marketing", "sector_url": "https://sharemaestro.com/structure/us/energy/", "industry_url": "https://sharemaestro.com/structure/us/energy/oil-gas-refining-marketing/", "direction": "mixed", "direction_label": "Mixed", "tone": "neutral", "conviction_score": 40.51, "options_pressure_score": -16.53, "trend_confirmation_score": 74.26, "speculation_score": 40.76, "volatility_score": 52.87, "edge_label": "Options-market disagreement", "insight": "VLO shows mixed options pressure with a 41/100 conviction score, put-call volume ratio of 1.42, expected move of 5.1%, and Sharemaestro trend signal active.", "fetched_at": "2026-08-03T09:08:44.617027+00:00", "snapshot": {"fetched_at": "2026-08-03T09:08:44.617027+00:00", "underlying_price": 312.9, "total_contracts": 1522, "call_contracts": 761, "put_contracts": 761, "call_volume": 1665, "put_volume": 2356, "call_open_interest": 63033, "put_open_interest": 59613, "put_call_volume_ratio": 1.41501502, "put_call_open_interest_ratio": 0.94574271, "volume_open_interest_ratio": 0.03278541, "avg_implied_volatility": 0.46486625, "max_pain_strike": 292.5, "expected_move_percent": 5.08149569, "nearest_expiration": "2026-08-07"}, "market": {"latest_close": 312.9, "one_week_change": 3.834710777041135, "one_week_change_label": "+3.8%", "relative_strength": 41.571798, "fair_value_gap_label": "+100.8%", "trend_signal": "1"}, "premium_flags": [{"label": "Trend agreement", "value": "74", "detail": "Options positioning and Sharemaestro trend context are aligned."}], "intent": {"slug": "multi-expiry-position-maintenance-candidate", "label": "Multi-expiry position-maintenance candidate", "tone": "neutral", "confidence": 74.4, "confidence_label": "74/100", "summary": "Activity is spread across expirations with heavier open interest than current volume, which can be consistent with position maintenance.", "evidence": [{"label": "Notional split", "value": "C 65% / P 35%", "detail": "Estimated gross traded notional uses volume \u00d7 contract multiplier \u00d7 midpoint, or last price when no valid midpoint is available."}, {"label": "Freshness", "value": "0.03", "detail": "Volume divided by open interest across the visible chain."}, {"label": "Trend fit", "value": "74/100", "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.", "Roll detection is conservative because opening and closing legs are not directly observable in this snapshot."]}, "flow_divergence": {"label": "No clean flow/price divergence", "tone": "neutral", "score": 26.3, "score_label": "26/100", "summary": "The options read is mixed, so divergence is not strong enough to classify.", "metrics": [{"label": "Options pressure", "value": "-17"}, {"label": "1W price", "value": "+3.8%"}, {"label": "Call premium", "value": "65%"}, {"label": "Put premium", "value": "35%"}]}, "conviction_clusters": [{"label": "Puts \u00b7 46-90 days \u00b7 OTM", "tone": "negative", "volume": 818, "open_interest": 9350, "premium": 564261.5, "premium_label": "$564262", "premium_share": 15.920335334538185, "weighted_strike": 262.37775061124694, "avg_iv": 0.5164464705882353, "max_voi": 0.96031746, "why": "puts cluster with 818 contracts traded, $564262 estimated gross traded notional, and 16% of visible notional."}, {"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 39, "open_interest": 12399, "premium": 409315.0, "premium_label": "$409315", "premium_share": 11.548603010229295, "weighted_strike": 232.82051282051282, "avg_iv": 0.41196783783783786, "max_voi": 1.0, "why": "calls cluster with 39 contracts traded, $409315 estimated gross traded notional, and 12% of visible notional."}, {"label": "Calls \u00b7 46-90 days \u00b7 ITM", "tone": "positive", "volume": 58, "open_interest": 9134, "premium": 359900.0, "premium_label": "$359900", "premium_share": 10.15438531053473, "weighted_strike": 257.7586206896552, "avg_iv": 0.4291269230769231, "max_voi": 0.02739726, "why": "calls cluster with 58 contracts traded, $359900 estimated gross traded notional, and 10% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 ATM", "tone": "positive", "volume": 224, "open_interest": 3771, "premium": 291865.0, "premium_label": "$291865", "premium_share": 8.234814305805, "weighted_strike": 312.890625, "avg_iv": 0.4482008333333333, "max_voi": 16.0, "why": "calls cluster with 224 contracts traded, $291865 estimated gross traded notional, and 8% of visible notional."}, {"label": "Calls \u00b7 0-7 days \u00b7 ATM", "tone": "positive", "volume": 343, "open_interest": 2239, "premium": 248020.0, "premium_label": "$248020", "premium_share": 6.997751166209569, "weighted_strike": 315.18950437317784, "avg_iv": 0.46202166666666666, "max_voi": 1.26470588, "why": "calls cluster with 343 contracts traded, $248020 estimated gross traded notional, and 7% of visible notional."}], "why_this_matters": "Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $3.5M of estimated gross traded notional, puts \u00b7 46-90 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/15cafee2-e048-4e1a-bc88-c3de34f67bd1/", "research_links": {"chart": "/terminal/15cafee2-e048-4e1a-bc88-c3de34f67bd1/", "report": "/terminal/15cafee2-e048-4e1a-bc88-c3de34f67bd1/report/", "factor": "/factors/ticker/15cafee2-e048-4e1a-bc88-c3de34f67bd1/", "insider": "/insider-activity/company/vlo/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}