Tour v297
JEF
JEFFERIES FINL GROUP
$52.81 -3.70%
7/7 18:40

Option Volume

Detail
Current (07/07) 1,357
Calls: 1,315 (97%)
Puts: 42 (3%)
Prior (07/06) 367
Calls: 132 (36%)
Puts: 235 (64%)
Current vs Prior +269.75%
Calls: +896.21% (Calls)
Puts: -82.13% (Puts)
Prior 7-Day Total 17,116
Calls: 6,309 (37%)
Puts: 10,807 (63%)
Prior 7-Day Average 2,445
Calls: 901 (37%)
Puts: 1,543 (63%)
Current vs Prior 7-Day Avg -44.50%
Calls: +45.90%
Puts: -97.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $765.7K
Calls: $754.9K (99%)
Puts: $10.8K (1%)
Prior (07/06) $92.6K
Calls: $56.8K (61%)
Puts: $35.8K (39%)
Current vs Prior +727.06%
Calls: +1228.57%
Puts: -69.76%
Prior 7-Day Total $3.22M
Calls: $1.22M (38%)
Puts: $2.00M (62%)
Prior 7-Day Average $460.0K
Calls: $174.4K (38%)
Puts: $285.6K (62%)
Current vs Prior 7-Day Avg +66.47%
Calls: +332.86%
Puts: -96.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.03
Prior (07/06) 1.78
Current vs Prior -98.21%
Prior 7-Day Average 1.75
Current vs Prior 7-Day Avg -98.18%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 5,222
Calls: 3,115 (60%)
Puts: 2,107 (40%)
Prior (07/06) 8,703
Calls: 3,432 (39%)
Puts: 5,271 (61%)
Current vs Prior -40.00%
Prior 7-Day Total 88,655
Calls: 48,911 (55%)
Puts: 39,744 (45%)
Prior 7-Day Average 12,665
Calls: 6,987 (55%)
Puts: 5,677 (45%)
Current vs Prior 7-Day Avg -58.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 8.01% | 13.50%8.01% | 13.50%
Prior 8.50% | 13.95%8.50% | 13.95%
Current vs Prior -5.74% | -3.21%-5.74% | -3.22%
Prior 7-Day Avg 8.96% | 14.35%8.50% | 13.95%
Current vs 7-Day Avg -10.57% | -5.92%-5.74% | -3.22%
Prior 7-Day Eod 8.50% | 13.95%-- | --
Current vs 7-Day Eod -5.74% | -3.21%-- | --
Sentiment BULLISHBULLISH

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 15.68% | 26.71%
Calls: 17.09% | 35.21%
Puts: 14.26% | 18.20%
Current vs 7-Day Avg -44.07% | +7.65%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 99% of dollar volume in calls ($754.9K) vs puts ($10.8K). Massive premium surge with dollar volume up 727% vs prior. Dollar volume significantly above 7-day average (66% higher). Unusually high activity with volume up 270% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 7 found (avg delta 0.74, highest 0.94)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Jul 175.107.20$6.1534.1%4990.86--
$47.50Aug 215.906.70$6.3012.7%20.7860
$50.00Aug 214.505.20$4.8514.4%100.67--
$52.50Aug 212.853.30$3.0814.6%30.53--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 175.807.90$6.8530.7%60.94--
$55.00Jul 172.153.10$2.6336.1%90.711.1K
$57.50Aug 215.206.10$5.6515.9%40.70--

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 572, top 499)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Jul 175.107.20$6.1534.1%4990.86--
$60.00Jul 170.000.25$0.13192.3%110.07667
$50.00Aug 214.505.20$4.8514.4%100.67--
$55.00Jul 170.550.75$0.6530.8%70.30282
$52.50Aug 212.853.30$3.0814.6%30.53--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 172.153.10$2.6336.1%90.711.1K
$60.00Jul 175.807.90$6.8530.7%60.94--
$45.00Aug 210.450.70$0.5743.9%60.13--
$50.00Aug 211.352.30$1.8351.9%50.33--
$57.50Aug 215.206.10$5.6515.9%40.70--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 34.0%, max 47.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Jul 17Aug 2162.8%42.7%47.1%50160
$60.00Jul 17Aug 2149.8%41.2%21.0%13894
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 19.00, avg 4.51)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$60.00Jul 17$0.52$4.48$0.528.62$55.52
$55.00$60.00Aug 21$1.40$3.60$1.402.57$56.40
$52.50$55.00Aug 21$0.88$1.62$0.881.84$53.38
$47.50$50.00Aug 21$1.45$1.05$1.450.72$48.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.50$42.50Jul 17$0.25$4.75$0.2519.00$47.25
$50.00$45.00Aug 21$1.26$3.74$1.262.97$48.74
$55.00$47.50Jul 17$2.23$5.27$2.232.36$52.77
$52.50$50.00Aug 21$0.90$1.60$0.901.78$51.60
$57.50$52.50Aug 21$2.92$2.08$2.920.71$54.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 5.41, avg 1.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.50$55.00Jul 17$5.50$5.50$2.002.75$53.00
$50.00$52.50Aug 21$1.77$1.77$0.732.42$51.77
$47.50$50.00Aug 21$1.45$1.45$1.051.38$48.95
$52.50$55.00Aug 21$0.88$0.88$1.620.54$53.38
$55.00$60.00Aug 21$1.40$1.40$3.600.39$56.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$55.00Jul 17$4.22$4.22$0.785.41$55.78
$57.50$52.50Aug 21$2.92$2.92$2.081.40$54.58
$52.50$50.00Aug 21$0.90$0.90$1.600.56$51.60
$55.00$47.50Jul 17$2.23$2.23$5.270.42$52.77
$50.00$45.00Aug 21$1.26$1.26$3.740.34$48.74

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.79, cheapest $0.15)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.50Jul 17Aug 21$0.1562.8%42.7%
$60.00Jul 17Aug 21$0.6749.8%41.2%
$55.00Jul 17Aug 21$1.5541.4%43.3%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 6.21% of stock, avg 11.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Jul 17$0.65$2.63$3.28$51.72$58.286.21%
$52.50Aug 21$3.08$2.73$5.81$46.69$58.3111.00%
$47.50Jul 17$6.15$0.40$6.55$40.95$54.0512.40%
$50.00Aug 21$4.85$1.83$6.68$43.32$56.6812.65%
$60.00Jul 17$0.13$6.85$6.98$53.02$66.9813.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 1.00% of stock, avg 4.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$47.50Jul 17$0.13$0.40$0.53$46.97$60.53
$55.00$47.50Jul 17$0.65$0.40$1.05$46.45$56.05
$60.00$45.00Aug 21$0.80$0.57$1.37$43.63$61.37
$60.00$50.00Aug 21$0.80$1.83$2.63$47.37$62.63
$55.00$45.00Aug 21$2.20$0.57$2.77$42.23$57.77
$60.00$52.50Aug 21$0.80$2.73$3.53$48.97$63.53
$55.00$50.00Aug 21$2.20$1.83$4.03$45.97$59.03
$55.00$52.50Aug 21$2.20$2.73$4.93$47.57$59.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.14, avg credit $1.97)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/5055/60Aug 21$2.66$2.341.14$47.34$57.66
50/5255/60Aug 21$2.30$2.700.85$50.20$57.30
45/5052/55Aug 21$2.14$2.860.75$47.86$54.64
42/4855/60Jul 17$0.77$4.230.18$46.73$55.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 26.78, cheapest $0.18)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.50$55.00Aug 21$0.89$1.611.81
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$37.50$42.50$47.50Jul 17$0.18$4.8226.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.01, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$52.501:2Aug 21-$1.31$1.19
$52.50$55.001:2Aug 21-$1.32$1.18
$55.00$60.001:2Jul 17$0.39$4.61
$55.00$60.001:2Aug 21$0.60$4.40
$47.50$55.001:2Jul 17$4.85$2.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.50$37.501:2Jul 17-$0.01$4.99
$52.50$50.001:2Aug 21-$0.93$1.57
$55.00$47.501:2Jul 17$1.83$5.67
$47.50$42.501:2Jul 17$0.10$4.90
$57.50$52.501:2Aug 21$0.19$4.81

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 1.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Aug 21$1.850.414.2%3.50%7.65%2--
$55.00Jul 17$0.550.304.2%1.04%5.19%7282
$60.00Aug 21$0.500.2013.6%0.95%14.56%2227

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 1,315
Total Puts 42
Put/Call Ratio 0.03
Net Difference 1,273

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,309
Total Puts 10,807
Average Put/Call Ratio 1.75
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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