NEW Tour v251
JEF
JEFFERIES FINL GROUP
$51.30 +2.64%
$51.71 (+0.80%)🌙
as of 07/01 06:38 PM
7/1 18:38

Option Volume

Detail
Current (07/01) 1,016
Calls: 654 (64%)
Puts: 362 (36%)
Prior (06/30) 1,553
Calls: 528 (34%)
Puts: 1,025 (66%)
Current vs Prior -34.58%
Calls: +23.86% (Calls)
Puts: -64.68% (Puts)
Prior 7-Day Total 21,795
Calls: 8,873 (41%)
Puts: 12,922 (59%)
Prior 7-Day Average 3,113
Calls: 1,267 (41%)
Puts: 1,846 (59%)
Current vs Prior 7-Day Avg -67.37%
Calls: -48.41%
Puts: -80.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $216.1K
Calls: $114.6K (53%)
Puts: $101.4K (47%)
Prior (06/30) $489.7K
Calls: $117.0K (24%)
Puts: $372.7K (76%)
Current vs Prior -55.87%
Calls: -2.05%
Puts: -72.78%
Prior 7-Day Total $3.99M
Calls: $1.72M (43%)
Puts: $2.26M (57%)
Prior 7-Day Average $569.3K
Calls: $245.8K (43%)
Puts: $323.6K (57%)
Current vs Prior 7-Day Avg -62.05%
Calls: -53.35%
Puts: -68.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.55
Prior (06/30) 1.94
Current vs Prior -71.49%
Prior 7-Day Average 1.51
Current vs Prior 7-Day Avg -63.35%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 10,310
Calls: 5,437 (53%)
Puts: 4,873 (47%)
Prior (06/30) 10,125
Calls: 6,842 (68%)
Puts: 3,283 (32%)
Current vs Prior +1.83%
Prior 7-Day Total 155,137
Calls: 80,483 (52%)
Puts: 74,654 (48%)
Prior 7-Day Average 22,162
Calls: 11,497 (52%)
Puts: 10,664 (48%)
Current vs Prior 7-Day Avg -53.48%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 9.22% | 14.62%
Prior 6.90% | 12.46%
Current vs Prior +33.57% | +17.29%
Prior 7-Day Avg 9.87% | 14.81%
Current vs 7-Day Avg -6.54% | -1.30%
Prior 7-Day Eod 6.90% | 12.46%
Current vs 7-Day Eod +33.57% | +17.29%
Sentiment BEARISH

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 19.72% | 23.03%
Calls: 19.67% | 28.73%
Puts: 19.77% | 17.34%
Current vs 7-Day Avg -55.52% | +24.82%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 56% vs prior. Bullish P/C ratio of 0.55. P/C ratio dropping 71% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 6.6%, best 6.6%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Jul 172.202.35$2.286.6%530.60449

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. 6 found (avg delta 0.77, highest 0.90)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 175.307.30$6.3031.7%10.90--
$47.50Jul 173.904.80$4.3520.7%360.81--
$50.00Jul 172.302.60$2.4512.2%70.641.7K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 175.707.60$6.6528.6%50.87--
$55.00Jul 173.604.70$4.1526.5%450.79--
$52.50Jul 172.202.35$2.286.6%530.60449

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 346, top 106)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 170.400.55$0.4831.3%410.21--
$47.50Jul 173.904.80$4.3520.7%360.81--
$52.50Jul 171.001.30$1.1526.1%210.40703
$65.00Jul 170.000.25$0.13192.3%160.05739
$50.00Jul 172.302.60$2.4512.2%70.641.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 171.051.20$1.1313.3%1060.36668
$52.50Jul 172.202.35$2.286.6%530.60449
$55.00Jul 173.604.70$4.1526.5%450.79--
$37.50Jul 170.050.15$0.10100.0%50.03557
$57.50Jul 175.707.60$6.6528.6%50.87--

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. 8 found (best R:R 49.00, avg 11.79)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.50$60.00Jul 17$0.15$2.35$0.1515.67$57.65
$55.00$57.50Jul 17$0.18$2.32$0.1812.89$55.18
$52.50$55.00Jul 17$0.67$1.83$0.672.73$53.17
$50.00$52.50Jul 17$1.30$1.20$1.300.92$51.30
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$37.50Jul 17$0.15$7.35$0.1549.00$44.85
$47.50$45.00Jul 17$0.25$2.25$0.259.00$47.25
$50.00$47.50Jul 17$0.63$1.87$0.632.97$49.37
$52.50$50.00Jul 17$1.15$1.35$1.151.17$51.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 3.55, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$47.50Jul 17$1.95$1.95$0.553.55$46.95
$47.50$50.00Jul 17$1.90$1.90$0.603.17$49.40
$50.00$52.50Jul 17$1.30$1.30$1.201.08$51.30
$52.50$55.00Jul 17$0.67$0.67$1.830.37$53.17
$55.00$57.50Jul 17$0.18$0.18$2.320.08$55.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$52.50Jul 17$1.87$1.87$0.632.97$53.13
$52.50$50.00Jul 17$1.15$1.15$1.350.85$51.35
$50.00$47.50Jul 17$0.63$0.63$1.870.34$49.37
$47.50$45.00Jul 17$0.25$0.25$2.250.11$47.25
$45.00$37.50Jul 17$0.15$0.15$7.350.02$44.85

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. 6 found (cheapest 6.69% of stock, avg 9.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$52.50Jul 17$1.15$2.28$3.43$49.07$55.936.69%
$50.00Jul 17$2.45$1.13$3.58$46.42$53.586.98%
$55.00Jul 17$0.48$4.15$4.63$50.37$59.639.03%
$47.50Jul 17$4.35$0.50$4.85$42.65$52.359.45%
$45.00Jul 17$6.30$0.25$6.55$38.45$51.5512.77%
$57.50Jul 17$0.30$6.65$6.95$50.55$64.4513.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.78% of stock, avg 2.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$45.00Jul 17$0.15$0.25$0.40$44.60$60.40
$57.50$45.00Jul 17$0.30$0.25$0.55$44.45$58.05
$60.00$47.50Jul 17$0.15$0.50$0.65$46.85$60.65
$55.00$45.00Jul 17$0.48$0.25$0.73$44.27$55.73
$57.50$47.50Jul 17$0.30$0.50$0.80$46.70$58.30
$55.00$47.50Jul 17$0.48$0.50$0.98$46.52$55.98
$60.00$50.00Jul 17$0.15$1.13$1.28$48.72$61.28
$52.50$45.00Jul 17$1.15$0.25$1.40$43.60$53.90
$57.50$50.00Jul 17$0.30$1.13$1.43$48.57$58.93
$55.00$50.00Jul 17$0.48$1.13$1.61$48.39$56.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 4.21, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5558/60Jul 17$2.02$0.484.21$52.98$59.52
45/4850/52Jul 17$1.55$0.951.63$45.95$51.55
50/5255/58Jul 17$1.33$1.171.14$51.17$56.33
48/5052/55Jul 17$1.30$1.201.08$48.70$53.80
50/5258/60Jul 17$1.30$1.201.08$51.20$58.80
45/4852/55Jul 17$0.92$1.580.58$46.58$53.42
48/5055/58Jul 17$0.81$1.690.48$49.19$55.81
48/5058/60Jul 17$0.78$1.720.45$49.22$58.28
38/4548/50Jul 17$2.05$5.450.38$42.95$49.55
38/4550/52Jul 17$1.45$6.050.24$43.55$51.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 49.00, cheapest $0.05)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$45.00$47.50$50.00Jul 17$0.05$2.4549.00
$52.50$55.00$57.50Jul 17$0.49$2.014.10
$47.50$50.00$52.50Jul 17$0.60$1.903.17
$50.00$52.50$55.00Jul 17$0.63$1.872.97
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$45.00$47.50$50.00Jul 17$0.38$2.125.58
$47.50$50.00$52.50Jul 17$0.52$1.983.81
$52.50$55.00$57.50Jul 17$0.63$1.872.97
$50.00$52.50$55.00Jul 17$0.72$1.782.47

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.11, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$65.001:2Jul 17-$0.11$4.89
$57.50$60.001:2Jul 17$0.00$2.50
$55.00$57.501:2Jul 17-$0.12$2.38
$47.50$50.001:2Jul 17-$0.55$1.95
$45.00$47.501:2Jul 17-$2.40$0.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Jul 17$0.00$2.50
$55.00$52.501:2Jul 17-$0.41$2.09
$57.50$55.001:2Jul 17-$1.65$0.85
$45.00$37.501:2Jul 17$0.05$7.45
$52.50$50.001:2Jul 17$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.95%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$52.50Jul 17$1.000.402.3%1.95%4.29%21703
$55.00Jul 17$0.400.217.2%0.78%7.99%41--
$57.50Jul 17$0.100.1312.1%0.19%12.28%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 654
Total Puts 362
Put/Call Ratio 0.55
Net Difference 292

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,873
Total Puts 12,922
Average Put/Call Ratio 1.51
Ratio Trend Falling

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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