Tour v294
JEF
JEFFERIES FINL GROUP
$54.84 +4.22%
7/6 18:38

Option Volume

Detail
Current (07/06) 367
Calls: 132 (36%)
Puts: 235 (64%)
Prior (07/02) 1,101
Calls: 302 (27%)
Puts: 799 (73%)
Current vs Prior -66.67%
Calls: -56.29% (Calls)
Puts: -70.59% (Puts)
Prior 7-Day Total 20,160
Calls: 8,119 (40%)
Puts: 12,041 (60%)
Prior 7-Day Average 2,880
Calls: 1,159 (40%)
Puts: 1,720 (60%)
Current vs Prior 7-Day Avg -87.26%
Calls: -88.62%
Puts: -86.34%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/06) $92.6K
Calls: $56.8K (61%)
Puts: $35.8K (39%)
Prior (07/02) $174.1K
Calls: $95.2K (55%)
Puts: $78.9K (45%)
Current vs Prior -46.83%
Calls: -40.34%
Puts: -54.67%
Prior 7-Day Total $3.73M
Calls: $1.52M (41%)
Puts: $2.21M (59%)
Prior 7-Day Average $532.5K
Calls: $216.7K (41%)
Puts: $315.8K (59%)
Current vs Prior 7-Day Avg -82.62%
Calls: -73.78%
Puts: -88.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 1.78
Prior (07/02) 2.65
Current vs Prior -32.71%
Prior 7-Day Average 1.61
Current vs Prior 7-Day Avg +10.89%
Sentiment BEARISH

Open Interest

Detail
Current (07/06) 8,703
Calls: 3,432 (39%)
Puts: 5,271 (61%)
Prior (07/02) 7,912
Calls: 3,117 (39%)
Puts: 4,795 (61%)
Current vs Prior +10.00%
Prior 7-Day Total 123,823
Calls: 64,495 (52%)
Puts: 59,328 (48%)
Prior 7-Day Average 17,689
Calls: 9,213 (52%)
Puts: 8,475 (48%)
Current vs Prior 7-Day Avg -50.80%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 8.50% | 13.95%8.50% | 13.95%
Prior 9.31% | 14.44%-- | --
Current vs Prior -8.75% | -3.42%-- | --
Prior 7-Day Avg 9.42% | 14.73%-- | --
Current vs 7-Day Avg -9.79% | -5.27%-- | --
Prior 7-Day Eod 9.31% | 14.44%-- | --
Current vs 7-Day Eod -8.75% | -3.42%-- | --
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 18.59% | 27.14%
Calls: 19.31% | 35.56%
Puts: 17.86% | 18.71%
Current vs 7-Day Avg -52.82% | +5.94%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($56.8K). Below-average activity with volume down 67% vs prior. Extreme bearish P/C ratio of 1.78 - heavy put buying. P/C ratio dropping 33% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 8.2%, best 8.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 1714.0015.20$14.608.2%101.00--
PUTS (0)
No puts meet the criteria

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. 3 found (avg delta 0.79, highest 1.00)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 1714.0015.20$14.608.2%101.00--
$50.00Jul 174.306.10$5.2034.6%60.861.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 171.451.70$1.5815.8%150.501.1K

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 183, top 79)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 170.250.70$0.4893.7%170.24121
$55.00Jul 171.351.60$1.4816.9%160.50285
$40.00Jul 1714.0015.20$14.608.2%101.00--
$60.00Jul 170.100.35$0.22113.6%100.12--
$50.00Jul 174.306.10$5.2034.6%60.861.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 170.000.10$0.05200.0%790.022.3K
$55.00Jul 171.451.70$1.5815.8%150.501.1K
$45.00Jul 170.050.25$0.15133.3%100.05--
$50.00Jul 170.300.40$0.3528.6%100.14521
$52.50Jul 170.550.85$0.7042.9%100.27442

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. 5 found (best R:R 24.00, avg 8.42)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.50$60.00Jul 17$0.26$2.24$0.268.62$57.76
$55.00$57.50Jul 17$1.00$1.50$1.001.50$56.00
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$45.00Jul 17$0.20$4.80$0.2024.00$49.80
$52.50$50.00Jul 17$0.35$2.15$0.356.14$52.15
$55.00$52.50Jul 17$0.88$1.62$0.881.84$54.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 15.67, avg 2.87)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$50.00Jul 17$9.40$9.40$0.6015.67$49.40
$50.00$55.00Jul 17$3.72$3.72$1.282.91$53.72
$55.00$57.50Jul 17$1.00$1.00$1.500.67$56.00
$57.50$60.00Jul 17$0.26$0.26$2.240.12$57.76
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$52.50Jul 17$0.88$0.88$1.620.54$54.12
$52.50$50.00Jul 17$0.35$0.35$2.150.16$52.15
$50.00$45.00Jul 17$0.20$0.20$4.800.04$49.80

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. 3 found (cheapest 5.58% of stock, avg 14.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Jul 17$1.48$1.58$3.06$51.94$58.065.58%
$50.00Jul 17$5.20$0.35$5.55$44.45$55.5510.12%
$40.00Jul 17$14.60$0.05$14.65$25.35$54.6526.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 1.04% of stock, avg 2.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$50.00Jul 17$0.22$0.35$0.57$49.43$60.57
$57.50$50.00Jul 17$0.48$0.35$0.83$49.17$58.33
$60.00$52.50Jul 17$0.22$0.70$0.92$51.58$60.92
$57.50$52.50Jul 17$0.48$0.70$1.18$51.32$58.68
$55.00$50.00Jul 17$1.48$0.35$1.83$48.17$56.83
$55.00$52.50Jul 17$1.48$0.70$2.18$50.32$57.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.17, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/58Jul 17$1.35$1.151.17$51.15$56.35
52/5558/60Jul 17$1.14$1.360.84$53.86$58.64
45/5055/58Jul 17$1.20$3.800.32$48.80$56.20
50/5258/60Jul 17$0.61$1.890.32$51.89$58.11
45/5058/60Jul 17$0.46$4.540.10$49.54$57.96

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 49.00, cheapest $0.10)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$55.00$57.50$60.00Jul 17$0.74$1.762.38
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Jul 17$0.10$4.9049.00
$50.00$52.50$55.00Jul 17$0.53$1.973.72

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

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$40.00$50.001:2Jul 17$4.20$5.80
$50.00$55.001:2Jul 17$2.24$2.76
$57.50$60.001:2Jul 17$0.04$2.46
$55.00$57.501:2Jul 17$0.52$1.98
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Jul 17$0.00$2.50
$45.00$40.001:2Jul 17$0.05$4.95
$50.00$45.001:2Jul 17$0.05$4.95
$55.00$52.501:2Jul 17$0.18$2.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.46%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Jul 17$1.350.500.3%2.46%2.75%16285
$57.50Jul 17$0.250.244.8%0.46%5.31%17121
$60.00Jul 17$0.100.129.4%0.18%9.59%10--

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 132
Total Puts 235
Put/Call Ratio 1.78
Net Difference -103

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,119
Total Puts 12,041
Average Put/Call Ratio 1.61
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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