{"latest_run": "2026-07-31T20:50:00.033648+00:00", "coverage_count": 6120, "result_count": 1, "page": 1, "pages": 1, "filters": {"q": "", "ticker": "WRBY", "sector": "", "industry": "", "direction": "", "min_score": 0, "page": 1}, "summary": {"total": 1, "avg_conviction": 49.19, "avg_conviction_label": "49.2", "bullish": 0, "bearish": 0, "volatility": 1, "mixed": 0, "leader": "WRBY", "leader_score": "49", "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": "Healthcare", "count": 1, "avg_score": "49.19", "sector_label": "Healthcare", "industry_label": "", "sector_url": "/structure/us/healthcare/", "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": "WRBY", "name": "Warby Parker Inc", "exchange": "NYSE", "country": "US", "currency": "USD", "sector": "Healthcare", "industry": "Medical Instruments & Supplies", "sector_url": "https://sharemaestro.com/structure/us/healthcare/", "industry_url": "https://sharemaestro.com/structure/us/healthcare/medical-instruments-supplies/", "direction": "volatility", "direction_label": "Volatility", "tone": "warning", "conviction_score": 49.19, "options_pressure_score": 44.01, "trend_confirmation_score": 46.64, "speculation_score": 40.8, "volatility_score": 96.0, "edge_label": "Volatility expansion watch", "insight": "WRBY shows volatility options pressure with a 49/100 conviction score, put-call volume ratio of 0.48, expected move of 15.2%, and Sharemaestro trend signal active.", "fetched_at": "2026-08-02T02:27:15.362139+00:00", "snapshot": {"fetched_at": "2026-08-02T02:27:15.362139+00:00", "underlying_price": 26.69, "total_contracts": 422, "call_contracts": 211, "put_contracts": 211, "call_volume": 1944, "put_volume": 933, "call_open_interest": 66195, "put_open_interest": 17269, "put_call_volume_ratio": 0.47993827, "put_call_open_interest_ratio": 0.26088073, "volume_open_interest_ratio": 0.03446995, "avg_implied_volatility": 1.37947875, "max_pain_strike": 26.0, "expected_move_percent": 15.17422256, "nearest_expiration": "2026-08-07"}, "market": {"latest_close": 26.69, "one_week_change": 8.672638436482085, "one_week_change_label": "+8.7%", "relative_strength": 0.337363, "fair_value_gap_label": "+37.5%", "trend_signal": "1"}, "premium_flags": [{"label": "Persistent pressure", "value": "4x", "detail": "Volatility pressure has repeated across recent market sessions."}, {"label": "Priced move", "value": "15.2%", "detail": "Options are pricing a wider near-term move."}], "intent": {"slug": "earningsevent-positioning", "label": "Earnings/event positioning", "tone": "warning", "confidence": 88.5, "confidence_label": "89/100", "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 84% / P 16%", "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": "47/100", "detail": "Agreement between options pressure and Sharemaestro market context."}, {"label": "Event window", "value": "6 Aug", "detail": "Matched earnings event is 4 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": 53.2, "score_label": "53/100", "summary": "Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.", "metrics": [{"label": "Options pressure", "value": "+44"}, {"label": "1W price", "value": "+8.7%"}, {"label": "Call premium", "value": "84%"}, {"label": "Put premium", "value": "16%"}]}, "conviction_clusters": [{"label": "Calls \u00b7 91+ days \u00b7 ITM", "tone": "positive", "volume": 1501, "open_interest": 15672, "premium": 1303645.0, "premium_label": "$1.3M", "premium_share": 79.88385499215497, "weighted_strike": 23.667554963357762, "avg_iv": 0.6889186363636364, "max_voi": 3.07692308, "why": "calls cluster with 1501 contracts traded, $1.3M estimated gross traded notional, and 80% of visible notional."}, {"label": "Puts \u00b7 91+ days \u00b7 ITM", "tone": "negative", "volume": 100, "open_interest": 160, "premium": 229500.0, "premium_label": "$229500", "premium_share": 14.063141975537487, "weighted_strike": 45.0, "avg_iv": 0.85022375, "max_voi": 6.25, "why": "puts cluster with 100 contracts traded, $229500 estimated gross traded notional, and 14% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 ITM", "tone": "positive", "volume": 91, "open_interest": 7068, "premium": 31590.0, "premium_label": "$31590", "premium_share": 1.9357501307504539, "weighted_strike": 24.587912087912088, "avg_iv": 0.9904625, "max_voi": 0.20234604, "why": "calls cluster with 91 contracts traded, $31590 estimated gross traded notional, and 2% of visible notional."}, {"label": "Calls \u00b7 8-21 days \u00b7 OTM", "tone": "positive", "volume": 232, "open_interest": 959, "premium": 14760.5, "premium_label": "$14760", "premium_share": 0.9044836911979132, "weighted_strike": 34.25646551724138, "avg_iv": 1.0611933333333334, "max_voi": 64.0, "why": "calls cluster with 232 contracts traded, $14760 estimated gross traded notional, and 1% of visible notional."}, {"label": "Puts \u00b7 0-7 days \u00b7 OTM", "tone": "negative", "volume": 588, "open_interest": 398, "premium": 14290.0, "premium_label": "$14290", "premium_share": 0.8756527182153843, "weighted_strike": 20.693027210884352, "avg_iv": 1.3813935714285714, "max_voi": 43.83333333, "why": "puts cluster with 588 contracts traded, $14290 estimated gross traded notional, and 1% of visible notional."}], "why_this_matters": "Earnings/event positioning matters because it connects the options headline to the actual evidence: $1.6M 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/e8efe151-4de8-4657-b347-162bf187ef10/", "research_links": {"chart": "/terminal/e8efe151-4de8-4657-b347-162bf187ef10/", "report": "/terminal/e8efe151-4de8-4657-b347-162bf187ef10/report/", "factor": "/factors/ticker/e8efe151-4de8-4657-b347-162bf187ef10/", "insider": "/insider-activity/company/wrby/"}}], "disclaimer": "Educational market research only. Not financial, investment, trading, tax, or legal advice."}