NEW Tour v264
JEF
JEFFERIES FINL GROUP
$52.62 +2.57%
$52.50 (-0.23%)🌙
as of 07/02 06:37 PM
7/2 18:37

Option Volume

Detail
Current (07/02) 1,101
Calls: 302 (27%)
Puts: 799 (73%)
Prior (07/01) 1,016
Calls: 654 (64%)
Puts: 362 (36%)
Current vs Prior +8.37%
Calls: -53.82% (Calls)
Puts: +120.72% (Puts)
Prior 7-Day Total 20,924
Calls: 8,822 (42%)
Puts: 12,102 (58%)
Prior 7-Day Average 2,989
Calls: 1,260 (42%)
Puts: 1,728 (58%)
Current vs Prior 7-Day Avg -63.17%
Calls: -76.04%
Puts: -53.78%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/02) $174.1K
Calls: $95.2K (55%)
Puts: $78.9K (45%)
Prior (07/01) $216.1K
Calls: $114.6K (53%)
Puts: $101.4K (47%)
Current vs Prior -19.42%
Calls: -16.92%
Puts: -22.24%
Prior 7-Day Total $3.79M
Calls: $1.57M (41%)
Puts: $2.22M (59%)
Prior 7-Day Average $541.5K
Calls: $223.8K (41%)
Puts: $317.7K (59%)
Current vs Prior 7-Day Avg -67.85%
Calls: -57.44%
Puts: -75.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 2.65
Prior (07/01) 0.55
Current vs Prior +377.98%
Prior 7-Day Average 1.35
Current vs Prior 7-Day Avg +96.01%
Sentiment BEARISH

Open Interest

Detail
Current (07/02) 7,912
Calls: 3,117 (39%)
Puts: 4,795 (61%)
Prior (07/01) 10,310
Calls: 5,437 (53%)
Puts: 4,873 (47%)
Current vs Prior -23.26%
Prior 7-Day Total 158,547
Calls: 79,848 (50%)
Puts: 78,699 (50%)
Prior 7-Day Average 22,649
Calls: 11,406 (50%)
Puts: 11,242 (50%)
Current vs Prior 7-Day Avg -65.07%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 9.31% | 14.44%
Prior 9.22% | 14.62%
Current vs Prior +1.00% | -1.21%
Prior 7-Day Avg 9.60% | 14.77%
Current vs 7-Day Avg -2.95% | -2.24%
Prior 7-Day Eod 9.22% | 14.62%
Current vs 7-Day Eod +1.00% | -1.21%
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 19.19% | 25.09%
Calls: 19.04% | 31.63%
Puts: 19.34% | 18.55%
Current vs 7-Day Avg -54.31% | +14.61%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 2.65 - heavy put buying. P/C ratio rising 378% - increased hedging/bearish positioning. Put-heavy open interest (4,795 puts vs 3,117 calls) suggests hedging or bearish positioning. Declining open interest (down 23%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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. 8 found (avg delta 0.81, highest 0.93)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 1712.2014.20$13.2015.2%50.93332
$47.50Jul 174.906.30$5.6025.0%10.86--
$50.00Jul 173.004.20$3.6033.3%210.751.7K
$52.50Jul 171.551.85$1.7017.6%230.52--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 1711.3012.90$12.1013.2%40.93--
$62.50Jul 178.8010.80$9.8020.4%50.93--
$57.50Jul 174.605.70$5.1521.4%70.85225
$55.00Jul 172.803.60$3.2025.0%20.71--

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 829, top 356)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 170.000.20$0.10200.0%340.06--
$52.50Jul 171.551.85$1.7017.6%230.52--
$50.00Jul 173.004.20$3.6033.3%210.751.7K
$57.50Jul 170.050.60$0.33166.7%170.15122
$40.00Jul 1712.2014.20$13.2015.2%50.93332
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 170.550.80$0.6836.8%3560.26708
$47.50Jul 170.150.65$0.40125.0%3420.14681
$52.50Jul 171.501.70$1.6012.5%80.48442
$57.50Jul 174.605.70$5.1521.4%70.85225
$62.50Jul 178.8010.80$9.8020.4%50.93--

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 13.71, avg 5.91)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.50$60.00Jul 17$0.23$2.27$0.239.87$57.73
$55.00$57.50Jul 17$0.35$2.15$0.356.14$55.35
$52.50$55.00Jul 17$1.02$1.48$1.021.45$53.52
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.50$45.00Jul 17$0.17$2.33$0.1713.71$47.33
$50.00$47.50Jul 17$0.28$2.22$0.287.93$49.72
$52.50$50.00Jul 17$0.92$1.58$0.921.72$51.58
$55.00$52.50Jul 17$1.60$0.90$1.600.56$53.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 13.29, avg 3.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.50$50.00Jul 17$2.00$2.00$0.504.00$49.50
$50.00$52.50Jul 17$1.90$1.90$0.603.17$51.90
$52.50$55.00Jul 17$1.02$1.02$1.480.69$53.52
$55.00$57.50Jul 17$0.35$0.35$2.150.16$55.35
$57.50$60.00Jul 17$0.23$0.23$2.270.10$57.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.50$57.50Jul 17$4.65$4.65$0.3513.29$57.85
$65.00$62.50Jul 17$2.30$2.30$0.2011.50$62.70
$57.50$55.00Jul 17$1.95$1.95$0.553.55$55.55
$55.00$52.50Jul 17$1.60$1.60$0.901.78$53.40
$52.50$50.00Jul 17$0.92$0.92$1.580.58$51.58

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 6.27% of stock, avg 10.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$52.50Jul 17$1.70$1.60$3.30$49.20$55.806.27%
$55.00Jul 17$0.68$3.20$3.88$51.12$58.887.37%
$50.00Jul 17$3.60$0.68$4.28$45.72$54.288.13%
$57.50Jul 17$0.33$5.15$5.48$52.02$62.9810.41%
$47.50Jul 17$5.60$0.40$6.00$41.50$53.5011.40%
$62.50Jul 17$0.18$9.80$9.98$52.52$72.4818.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.63% of stock, avg 1.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$45.00Jul 17$0.10$0.23$0.33$44.67$60.33
$62.50$45.00Jul 17$0.18$0.23$0.41$44.59$62.91
$60.00$47.50Jul 17$0.10$0.40$0.50$47.00$60.50
$57.50$45.00Jul 17$0.33$0.23$0.56$44.44$58.06
$62.50$47.50Jul 17$0.18$0.40$0.58$46.92$63.08
$57.50$47.50Jul 17$0.33$0.40$0.73$46.77$58.23
$60.00$50.00Jul 17$0.10$0.68$0.78$49.22$60.78
$62.50$50.00Jul 17$0.18$0.68$0.86$49.14$63.36
$55.00$45.00Jul 17$0.68$0.23$0.91$44.09$55.91
$57.50$50.00Jul 17$0.33$0.68$1.01$48.99$58.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 4.81, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4850/52Jul 17$2.07$0.434.81$45.43$52.07
52/5558/60Jul 17$1.83$0.672.73$53.17$59.33
48/5052/55Jul 17$1.30$1.201.08$48.70$53.80
50/5255/58Jul 17$1.27$1.231.03$51.23$56.27
45/4852/55Jul 17$1.19$1.310.91$46.31$53.69
50/5258/60Jul 17$1.15$1.350.85$51.35$58.65
48/5055/58Jul 17$0.63$1.870.34$49.37$55.63
45/4855/58Jul 17$0.52$1.980.26$46.98$55.52
48/5058/60Jul 17$0.51$1.990.26$49.49$58.01
45/4858/60Jul 17$0.40$2.100.19$47.10$57.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 24.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$47.50$50.00$52.50Jul 17$0.10$2.4024.00
$55.00$57.50$60.00Jul 17$0.12$2.3819.83
$57.50$60.00$62.50Jul 17$0.31$2.197.06
$52.50$55.00$57.50Jul 17$0.67$1.832.73
$50.00$52.50$55.00Jul 17$0.88$1.621.84
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$45.00$47.50$50.00Jul 17$0.11$2.3921.73
$52.50$55.00$57.50Jul 17$0.35$2.156.14
$47.50$50.00$52.50Jul 17$0.64$1.862.91
$50.00$52.50$55.00Jul 17$0.68$1.822.68

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 $-0.50, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Jul 17-$0.26$2.24
$47.50$50.001:2Jul 17-$1.60$0.90
$40.00$47.501:2Jul 17$2.00$5.50
$55.00$57.501:2Jul 17$0.02$2.48
$57.50$60.001:2Jul 17$0.13$2.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.50$57.501:2Jul 17-$0.50$4.50
$55.00$52.501:2Jul 17$0.00$2.50
$47.50$45.001:2Jul 17-$0.06$2.44
$50.00$47.501:2Jul 17-$0.12$2.38
$57.50$55.001:2Jul 17-$1.25$1.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 0.95%, avg 0.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Jul 17$0.500.284.5%0.95%5.47%1--

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 302
Total Puts 799
Put/Call Ratio 2.65
Net Difference -497

Prior's Put/Call Breakdown

Total Calls 654
Total Puts 362
Put/Call Ratio 0.55
Net Difference 292

Prior 7-Day Put/Call Summary

Total Calls 8,822
Total Puts 12,102
Average Put/Call Ratio 1.35
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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