Tour v303
JEF
JEFFERIES FINL GROUP
$51.10 -3.24%
$51.05 (-0.09%)🌙
as of 07/08 06:41 PM
7/8 18:41

Option Volume

Detail
Current (07/08) 1,679
Calls: 210 (13%)
Puts: 1,469 (87%)
Prior (07/07) 1,357
Calls: 1,315 (97%)
Puts: 42 (3%)
Current vs Prior +23.73%
Calls: -84.03% (Calls)
Puts: +3397.62% (Puts)
Prior 7-Day Total 13,355
Calls: 5,444 (41%)
Puts: 7,911 (59%)
Prior 7-Day Average 1,907
Calls: 777 (41%)
Puts: 1,130 (59%)
Current vs Prior 7-Day Avg -12.00%
Calls: -73.00%
Puts: +29.98%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/08) $286.5K
Calls: $86.3K (30%)
Puts: $200.2K (70%)
Prior (07/07) $765.7K
Calls: $754.9K (99%)
Puts: $10.8K (1%)
Current vs Prior -62.58%
Calls: -88.56%
Puts: +1751.09%
Prior 7-Day Total $3.16M
Calls: $1.67M (53%)
Puts: $1.49M (47%)
Prior 7-Day Average $451.9K
Calls: $238.8K (53%)
Puts: $213.1K (47%)
Current vs Prior 7-Day Avg -36.60%
Calls: -63.85%
Puts: -6.07%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/08) 7.00
Prior (07/07) 0.03
Current vs Prior +21801.76%
Prior 7-Day Average 1.56
Current vs Prior 7-Day Avg +347.32%
Sentiment BEARISH

Open Interest

Detail
Current (07/08) 8,601
Calls: 3,712 (43%)
Puts: 4,889 (57%)
Prior (07/07) 5,222
Calls: 3,115 (60%)
Puts: 2,107 (40%)
Current vs Prior +64.71%
Prior 7-Day Total 76,143
Calls: 42,222 (55%)
Puts: 33,921 (45%)
Prior 7-Day Average 10,877
Calls: 6,031 (55%)
Puts: 4,845 (45%)
Current vs Prior 7-Day Avg -20.93%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 8.22% | 13.99%8.22% | 13.99%
Prior 8.01% | 13.50%8.01% | 13.50%
Current vs Prior +2.61% | +3.64%+2.61% | +3.64%
Prior 7-Day Avg 8.55% | 13.98%8.25% | 13.73%
Current vs 7-Day Avg -3.92% | +0.10%-0.42% | +1.94%
Prior 7-Day Eod 8.01% | 13.50%-- | --
Current vs 7-Day Eod +2.61% | +3.64%-- | --
Sentiment BEARISHBEARISH

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 12.50% | 27.62%
Calls: 13.56% | 37.24%
Puts: 11.44% | 17.99%
Current vs 7-Day Avg -29.85% | +4.11%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($200.2K). Light premium activity with dollar volume down 63% vs prior. Extreme bearish P/C ratio of 7.00 - heavy put buying. P/C ratio rising 21802% - increased hedging/bearish 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 BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 3 of results (avg 7.3%, best 5.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 213.403.60$3.505.7%100.58--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 215.105.50$5.307.5%10.68--
$50.00Aug 212.252.45$2.358.5%180.42126

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. 10 found (avg delta 0.79, highest 0.95)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 1710.3011.90$11.1014.4%200.93327
$50.00Jul 171.802.20$2.0020.0%20.621.7K
$50.00Aug 213.403.60$3.505.7%100.58--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 1712.8014.80$13.8014.5%80.9514
$62.50Jul 1710.3012.30$11.3017.7%20.94--
$62.50Aug 2110.6012.60$11.6017.2%70.8911
$57.50Jul 176.207.30$6.7516.3%20.85--
$55.00Jul 173.704.70$4.2023.8%50.841.1K

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 199, top 31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 1710.3011.90$11.1014.4%200.93327
$52.50Jul 170.700.95$0.8330.1%160.35--
$65.00Jul 170.000.30$0.15200.0%150.05--
$55.00Jul 170.200.40$0.3066.7%140.16282
$52.50Aug 212.102.35$2.2311.2%130.44223
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Jul 170.250.45$0.3557.1%310.171.0K
$50.00Aug 212.252.45$2.358.5%180.42126
$52.50Jul 172.002.40$2.2018.2%160.65441
$65.00Jul 1712.8014.80$13.8014.5%80.9514
$62.50Aug 2110.6012.60$11.6017.2%70.8911

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 33.4%, max 78.1%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Jul 17Aug 2191.4%51.3%78.1%16--
$55.00Jul 17Aug 2146.8%41.1%13.9%21363
$50.00Jul 17Aug 2144.8%40.0%12.1%121.7K
$52.50Jul 17Aug 2145.3%41.1%10.0%29223
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$62.50Jul 17Aug 2179.7%45.3%75.9%911
$45.00Jul 17Aug 2166.2%43.8%51.2%4431
$55.00Jul 17Aug 2146.8%41.1%13.9%61.1K
$50.00Jul 17Aug 2144.8%40.0%12.1%24657

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 65.67, avg 9.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$65.00Jul 17$0.15$9.85$0.1565.67$55.15
$55.00$65.00Aug 21$1.00$9.00$1.009.00$56.00
$52.50$55.00Jul 17$0.53$1.97$0.533.72$53.03
$52.50$55.00Aug 21$0.83$1.67$0.832.01$53.33
$50.00$52.50Jul 17$1.17$1.33$1.171.14$51.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$40.00Aug 21$0.45$4.55$0.4510.11$44.55
$50.00$47.50Jul 17$0.63$1.87$0.632.97$49.37
$50.00$45.00Aug 21$1.50$3.50$1.502.33$48.50
$52.50$50.00Jul 17$1.22$1.28$1.221.05$51.28
$55.00$50.00Aug 21$2.95$2.05$2.950.69$52.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 10.11, avg 2.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$50.00Jul 17$9.10$9.10$0.9010.11$49.10
$50.00$52.50Aug 21$1.27$1.27$1.231.03$51.27
$50.00$52.50Jul 17$1.17$1.17$1.330.88$51.17
$52.50$55.00Aug 21$0.83$0.83$1.670.50$53.33
$52.50$55.00Jul 17$0.53$0.53$1.970.27$53.03
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.50$57.50Jul 17$4.55$4.55$0.4510.11$57.95
$62.50$55.00Aug 21$6.30$6.30$1.205.25$56.20
$55.00$52.50Jul 17$2.00$2.00$0.504.00$53.00
$55.00$50.00Aug 21$2.95$2.95$2.051.44$52.05
$52.50$50.00Jul 17$1.22$1.22$1.280.95$51.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.95, cheapest $0.25)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$65.00Jul 17Aug 21$0.2591.4%51.3%
$55.00Jul 17Aug 21$1.1046.8%41.1%
$52.50Jul 17Aug 21$1.4045.3%41.1%
$50.00Jul 17Aug 21$1.5044.8%40.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.50Jul 17Aug 21$0.3079.7%45.3%
$45.00Jul 17Aug 21$0.5766.2%43.8%
$55.00Jul 17Aug 21$1.1046.8%41.1%
$50.00Jul 17Aug 21$1.3744.8%40.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 5.83% of stock, avg 12.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Jul 17$2.00$0.98$2.98$47.02$52.985.83%
$52.50Jul 17$0.83$2.20$3.03$49.47$55.535.93%
$55.00Jul 17$0.30$4.20$4.50$50.50$59.508.81%
$50.00Aug 21$3.50$2.35$5.85$44.15$55.8511.45%
$55.00Aug 21$1.40$5.30$6.70$48.30$61.7013.11%
$65.00Jul 17$0.15$13.80$13.95$51.05$78.9527.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 0.84% of stock, avg 3.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$45.00Jul 17$0.15$0.28$0.43$44.57$65.43
$65.00$47.50Jul 17$0.15$0.35$0.50$47.00$65.50
$55.00$45.00Jul 17$0.30$0.28$0.58$44.42$55.58
$55.00$47.50Jul 17$0.30$0.35$0.65$46.85$55.65
$65.00$40.00Aug 21$0.40$0.40$0.80$39.20$65.80
$52.50$45.00Jul 17$0.83$0.28$1.11$43.89$53.61
$65.00$50.00Jul 17$0.15$0.98$1.13$48.87$66.13
$52.50$47.50Jul 17$0.83$0.35$1.18$46.32$53.68
$65.00$45.00Aug 21$0.40$0.85$1.25$43.75$66.25
$55.00$50.00Jul 17$0.30$0.98$1.28$48.72$56.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 0.87, avg credit $1.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/5052/55Jul 17$1.16$1.340.87$48.84$53.66
45/5052/55Aug 21$2.33$2.670.87$47.67$54.83
40/4550/52Aug 21$1.72$3.280.52$43.28$51.72
40/4552/55Aug 21$1.28$3.720.34$43.72$53.78
45/5055/65Aug 21$2.50$7.500.33$47.50$57.50
40/4555/65Aug 21$1.45$8.550.17$43.55$56.45
50/5255/65Jul 17$1.37$8.630.16$51.13$56.37
48/5055/65Jul 17$0.78$9.220.08$49.22$55.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 4.68, cheapest $0.44)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.50$55.00Aug 21$0.44$2.064.68
$50.00$52.50$55.00Jul 17$0.64$1.862.91
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$1.05$3.953.76
$52.50$55.00$57.50Jul 17$0.55$1.953.55
$45.00$47.50$50.00Jul 17$0.56$1.943.46
$47.50$50.00$52.50Jul 17$0.59$1.913.24
$45.00$50.00$55.00Aug 21$1.45$3.552.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $--, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$65.001:2Jul 17$0.00$10.00
$52.50$55.001:2Aug 21-$0.57$1.93
$50.00$52.501:2Aug 21-$0.96$1.54
$55.00$65.001:2Aug 21$0.60$9.40
$40.00$50.001:2Jul 17$7.10$2.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.50$57.501:2Jul 17-$2.20$2.80
$55.00$52.501:2Jul 17-$0.20$2.30
$47.50$45.001:2Jul 17-$0.21$2.29
$57.50$55.001:2Jul 17-$1.65$0.85
$62.50$55.001:2Aug 21$1.00$6.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 4.11%, avg 2.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$52.50Aug 21$2.100.442.7%4.11%6.85%13223
$55.00Aug 21$1.200.327.6%2.35%9.98%781
$52.50Jul 17$0.700.352.7%1.37%4.11%16--
$55.00Jul 17$0.200.167.6%0.39%8.02%14282

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 210
Total Puts 1,469
Put/Call Ratio 7.00
Net Difference -1,259

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,444
Total Puts 7,911
Average Put/Call Ratio 1.56
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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