NEW Tour v246
JEF
JEFFERIES FINL GROUP
$49.98 +2.46%
$49.99 (+0.02%)🌙
as of 06/30 06:35 PM
6/30 18:35

Option Volume

Detail
Current (06/30) 1,553
Calls: 528 (34%)
Puts: 1,025 (66%)
Prior (06/29) 2,166
Calls: 993 (46%)
Puts: 1,173 (54%)
Current vs Prior -28.30%
Calls: -46.83% (Calls)
Puts: -12.62% (Puts)
Prior 7-Day Total 20,918
Calls: 8,938 (43%)
Puts: 11,980 (57%)
Prior 7-Day Average 2,988
Calls: 1,276 (43%)
Puts: 1,711 (57%)
Current vs Prior 7-Day Avg -48.03%
Calls: -58.65%
Puts: -40.11%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/30) $489.7K
Calls: $117.0K (24%)
Puts: $372.7K (76%)
Prior (06/29) $410.1K
Calls: $245.9K (60%)
Puts: $164.2K (40%)
Current vs Prior +19.40%
Calls: -52.40%
Puts: +126.89%
Prior 7-Day Total $3.60M
Calls: $1.69M (47%)
Puts: $1.91M (53%)
Prior 7-Day Average $514.3K
Calls: $242.0K (47%)
Puts: $272.3K (53%)
Current vs Prior 7-Day Avg -4.78%
Calls: -51.63%
Puts: +36.84%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (06/30) 1.94
Prior (06/29) 1.18
Current vs Prior +64.34%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg +54.95%
Sentiment BEARISH

Open Interest

Detail
Current (06/30) 10,125
Calls: 6,842 (68%)
Puts: 3,283 (32%)
Prior (06/29) 16,111
Calls: 9,866 (61%)
Puts: 6,245 (39%)
Current vs Prior -37.15%
Prior 7-Day Total 161,020
Calls: 87,945 (55%)
Puts: 73,075 (45%)
Prior 7-Day Average 23,002
Calls: 12,563 (55%)
Puts: 10,439 (45%)
Current vs Prior 7-Day Avg -55.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 6.90% | 12.46%
Prior 8.41% | 14.25%
Current vs Prior -17.87% | -12.51%
Prior 7-Day Avg 10.52% | 15.29%
Current vs 7-Day Avg -34.41% | -18.46%
Prior 7-Day Eod 8.41% | 14.25%
Current vs 7-Day Eod -17.87% | -12.51%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Prior 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 20.70% | 23.69%
Calls: 20.24% | 29.24%
Puts: 21.15% | 18.14%
Current vs 7-Day Avg -57.62% | +21.37%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($372.7K) vs calls ($117.0K). Extreme bearish P/C ratio of 1.94 - heavy put buying. P/C ratio rising 64% - increased hedging/bearish positioning. Call-heavy open interest (6,842 calls vs 3,283 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 5 found (avg delta 0.76, highest 0.95)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Jul 173.304.10$3.7021.6%220.75712
$50.00Jul 171.751.95$1.8510.8%290.531.7K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 179.2010.70$9.9515.1%30.95440
$55.00Jul 174.505.30$4.9016.3%1200.86--
$52.50Jul 172.953.30$3.1311.2%20.70447

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 785, top 439)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Jul 170.700.95$0.8330.1%1510.31661
$50.00Jul 171.751.95$1.8510.8%290.531.7K
$47.50Jul 173.304.10$3.7021.6%220.75712
$55.00Jul 170.250.45$0.3557.1%30.16--
$60.00Jul 170.000.30$0.15200.0%30.06679
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 171.401.80$1.6025.0%4390.47684
$55.00Jul 174.505.30$4.9016.3%1200.86--
$45.00Jul 170.200.40$0.3066.7%70.12419
$47.50Jul 170.550.90$0.7347.9%30.26--
$60.00Jul 179.2010.70$9.9515.1%30.95440

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 24.00, avg 7.24)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$60.00Jul 17$0.20$4.80$0.2024.00$55.20
$52.50$55.00Jul 17$0.48$2.02$0.484.21$52.98
$50.00$52.50Jul 17$1.02$1.48$1.021.45$51.02
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$42.50Jul 17$0.17$2.33$0.1713.71$44.83
$47.50$45.00Jul 17$0.43$2.07$0.434.81$47.07
$50.00$47.50Jul 17$0.87$1.63$0.871.87$49.13
$52.50$50.00Jul 17$1.53$0.97$1.530.63$50.97

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 2.85, avg 0.96)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.50$50.00Jul 17$1.85$1.85$0.652.85$49.35
$50.00$52.50Jul 17$1.02$1.02$1.480.69$51.02
$52.50$55.00Jul 17$0.48$0.48$2.020.24$52.98
$55.00$60.00Jul 17$0.20$0.20$4.800.04$55.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$52.50Jul 17$1.77$1.77$0.732.42$53.23
$52.50$50.00Jul 17$1.53$1.53$0.971.58$50.97
$50.00$47.50Jul 17$0.87$0.87$1.630.53$49.13
$47.50$45.00Jul 17$0.43$0.43$2.070.21$47.07
$45.00$42.50Jul 17$0.17$0.17$2.330.07$44.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 6.90% of stock, avg 10.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Jul 17$1.85$1.60$3.45$46.55$53.456.90%
$52.50Jul 17$0.83$3.13$3.96$48.54$56.467.92%
$47.50Jul 17$3.70$0.73$4.43$43.07$51.938.86%
$55.00Jul 17$0.35$4.90$5.25$49.75$60.2510.50%
$60.00Jul 17$0.15$9.95$10.10$49.90$70.1020.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.56% of stock, avg 2.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$42.50Jul 17$0.15$0.13$0.28$42.22$60.28
$60.00$45.00Jul 17$0.15$0.30$0.45$44.55$60.45
$55.00$42.50Jul 17$0.35$0.13$0.48$42.02$55.48
$55.00$45.00Jul 17$0.35$0.30$0.65$44.35$55.65
$60.00$47.50Jul 17$0.15$0.73$0.88$46.62$60.88
$52.50$42.50Jul 17$0.83$0.13$0.96$41.54$53.46
$55.00$47.50Jul 17$0.35$0.73$1.08$46.42$56.08
$52.50$45.00Jul 17$0.83$0.30$1.13$43.87$53.63
$52.50$47.50Jul 17$0.83$0.73$1.56$45.94$54.06
$60.00$50.00Jul 17$0.15$1.60$1.75$48.25$61.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 4.21, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
42/4548/50Jul 17$2.02$0.484.21$42.98$49.52
45/4850/52Jul 17$1.45$1.051.38$46.05$51.45
48/5052/55Jul 17$1.35$1.151.17$48.65$53.85
42/4550/52Jul 17$1.19$1.310.91$43.81$51.19
45/4852/55Jul 17$0.91$1.590.57$46.59$53.41
50/5255/60Jul 17$1.73$3.270.53$50.77$56.73
42/4552/55Jul 17$0.65$1.850.35$44.35$53.15
48/5055/60Jul 17$1.07$3.930.27$48.93$56.07
45/4855/60Jul 17$0.63$4.370.14$46.87$55.63
42/4555/60Jul 17$0.37$4.630.08$44.63$55.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 12.16, cheapest $0.19)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.50$55.00Jul 17$0.54$1.963.63
$47.50$50.00$52.50Jul 17$0.83$1.672.01
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$40.00$42.50$45.00Jul 17$0.19$2.3112.16
$50.00$52.50$55.00Jul 17$0.24$2.269.42
$42.50$45.00$47.50Jul 17$0.26$2.248.62
$45.00$47.50$50.00Jul 17$0.44$2.064.68
$47.50$50.00$52.50Jul 17$0.66$1.842.79

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $--, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$47.50$50.001:2Jul 17$0.00$2.50
$55.00$60.001:2Jul 17$0.05$4.95
$52.50$55.001:2Jul 17$0.13$2.37
$50.00$52.501:2Jul 17$0.19$2.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Jul 17-$0.07$2.43
$42.50$40.001:2Jul 17-$0.17$2.33
$55.00$52.501:2Jul 17-$1.36$1.14
$60.00$55.001:2Jul 17$0.15$4.85
$45.00$42.501:2Jul 17$0.04$2.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 3.50%, avg 1.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Jul 17$1.750.530.0%3.50%3.54%291.7K
$52.50Jul 17$0.700.315.0%1.40%6.44%151661
$55.00Jul 17$0.250.1610.0%0.50%10.54%3--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 528
Total Puts 1,025
Put/Call Ratio 1.94
Net Difference -497

Prior's Put/Call Breakdown

Total Calls 993
Total Puts 1,173
Put/Call Ratio 1.18
Net Difference -180

Prior 7-Day Put/Call Summary

Total Calls 8,938
Total Puts 11,980
Average Put/Call Ratio 1.25
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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