Tour v308
JEF
JEFFERIES FINL GROUP
$52.46 +2.66%
$52.70 (+0.46%)🌙
as of 07/09 06:40 PM
7/9 18:40

Option Volume

Detail
Current (07/09) 183
Calls: 130 (71%)
Puts: 53 (29%)
Prior (07/08) 1,679
Calls: 210 (13%)
Puts: 1,469 (87%)
Current vs Prior -89.10%
Calls: -38.10% (Calls)
Puts: -96.39% (Puts)
Prior 7-Day Total 9,239
Calls: 4,134 (45%)
Puts: 5,105 (55%)
Prior 7-Day Average 1,319
Calls: 590 (45%)
Puts: 729 (55%)
Current vs Prior 7-Day Avg -86.13%
Calls: -77.99%
Puts: -92.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $58.6K
Calls: $44.2K (75%)
Puts: $14.4K (25%)
Prior (07/08) $286.5K
Calls: $86.3K (30%)
Puts: $200.2K (70%)
Current vs Prior -79.54%
Calls: -48.77%
Puts: -92.81%
Prior 7-Day Total $2.43M
Calls: $1.47M (60%)
Puts: $964.0K (40%)
Prior 7-Day Average $347.8K
Calls: $210.1K (60%)
Puts: $137.7K (40%)
Current vs Prior 7-Day Avg -83.15%
Calls: -78.95%
Puts: -89.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.41
Prior (07/08) 7.00
Current vs Prior -94.17%
Prior 7-Day Average 1.88
Current vs Prior 7-Day Avg -78.27%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 3,706
Calls: 1,515 (41%)
Puts: 2,191 (59%)
Prior (07/08) 8,601
Calls: 3,712 (43%)
Puts: 4,889 (57%)
Current vs Prior -56.91%
Prior 7-Day Total 66,984
Calls: 35,521 (53%)
Puts: 31,463 (47%)
Prior 7-Day Average 9,569
Calls: 5,074 (53%)
Puts: 4,494 (47%)
Current vs Prior 7-Day Avg -61.27%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 8.14% | 13.82%8.14% | 13.82%
Prior 8.22% | 13.99%8.22% | 13.99%
Current vs Prior -0.97% | -1.23%-0.97% | -1.23%
Prior 7-Day Avg 8.37% | 13.89%8.24% | 13.81%
Current vs 7-Day Avg -2.71% | -0.49%-1.24% | +0.04%
Prior 7-Day Eod 8.22% | 13.99%-- | --
Current vs 7-Day Eod -0.97% | -1.23%-- | --
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 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($44.2K) vs puts ($14.4K). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 89% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (130 calls vs 53 puts).

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 BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 3 found (avg delta 0.58, highest 0.73)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 212.703.10$2.9013.8%70.51224
$52.50Jul 171.151.45$1.3023.1%150.51--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 215.806.50$6.1511.4%50.73--

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 107, top 21)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 210.500.85$0.6851.5%190.18225
$52.50Jul 171.151.45$1.3023.1%150.51--
$55.00Aug 211.652.10$1.8823.9%100.39--
$65.00Aug 210.150.50$0.33106.1%100.09--
$52.50Aug 212.703.10$2.9013.8%70.51224
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 212.603.20$2.9020.7%210.4855
$52.50Jul 171.201.35$1.2711.8%80.49442
$57.50Aug 215.806.50$6.1511.4%50.73--
$50.00Aug 211.552.00$1.7825.3%30.34--
$45.00Jul 170.100.25$0.1883.3%10.07--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 18.1%, max 48.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 17Aug 2160.9%40.9%48.9%23899
$52.50Jul 17Aug 2141.1%38.9%5.5%22224
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 17Aug 2144.6%39.6%12.7%4535
$52.50Jul 17Aug 2141.1%38.9%5.5%29497

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 17.52, avg 5.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$65.00Aug 21$0.35$4.65$0.3513.29$60.35
$52.50$60.00Jul 17$1.15$6.35$1.155.52$53.65
$57.50$60.00Aug 21$0.45$2.05$0.454.56$57.95
$55.00$57.50Aug 21$0.75$1.75$0.752.33$55.75
$52.50$55.00Aug 21$1.02$1.48$1.021.45$53.52
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$45.00Jul 17$0.27$4.73$0.2717.52$49.73
$52.50$50.00Jul 17$0.82$1.68$0.822.05$51.68
$52.50$50.00Aug 21$1.12$1.38$1.121.23$51.38
$57.50$52.50Aug 21$3.25$1.75$3.250.54$54.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 1.86, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.50$55.00Aug 21$1.02$1.02$1.480.69$53.52
$55.00$57.50Aug 21$0.75$0.75$1.750.43$55.75
$57.50$60.00Aug 21$0.45$0.45$2.050.22$57.95
$52.50$60.00Jul 17$1.15$1.15$6.350.18$53.65
$60.00$65.00Aug 21$0.35$0.35$4.650.08$60.35
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.50$52.50Aug 21$3.25$3.25$1.751.86$54.25
$52.50$50.00Aug 21$1.12$1.12$1.380.81$51.38
$52.50$50.00Jul 17$0.82$0.82$1.680.49$51.68
$50.00$45.00Jul 17$0.27$0.27$4.730.06$49.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.27, cheapest $0.53)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 17Aug 21$0.5360.9%40.9%
$52.50Jul 17Aug 21$1.6041.1%38.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 17Aug 21$1.3344.6%39.6%
$52.50Jul 17Aug 21$1.6341.1%38.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 4.90% of stock, avg 9.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$52.50Jul 17$1.30$1.27$2.57$49.93$55.074.90%
$52.50Aug 21$2.90$2.90$5.80$46.70$58.3011.06%
$57.50Aug 21$1.13$6.15$7.28$50.22$64.7813.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 14 found (cheapest 0.63% of stock, avg 4.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$45.00Jul 17$0.15$0.18$0.33$44.67$60.33
$67.50$45.00Jul 17$0.33$0.18$0.51$44.49$68.01
$60.00$50.00Jul 17$0.15$0.45$0.60$49.40$60.60
$67.50$50.00Jul 17$0.33$0.45$0.78$49.22$68.28
$60.00$52.50Jul 17$0.15$1.27$1.42$51.08$61.42
$67.50$52.50Jul 17$0.33$1.27$1.60$50.90$69.10
$65.00$50.00Aug 21$0.33$1.78$2.11$47.89$67.11
$60.00$50.00Aug 21$0.68$1.78$2.46$47.54$62.46
$57.50$50.00Aug 21$1.13$1.78$2.91$47.09$60.41
$65.00$52.50Aug 21$0.33$2.90$3.23$49.27$68.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 2.97, avg credit $1.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/58Aug 21$1.87$0.632.97$50.63$56.87
52/5860/65Aug 21$3.60$1.402.57$53.90$63.60
50/5258/60Aug 21$1.57$0.931.69$50.93$59.07
50/5260/65Aug 21$1.47$3.530.42$51.03$61.47
45/5052/60Jul 17$1.42$6.080.23$48.58$53.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 8.26, cheapest $0.27)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$52.50$55.00$57.50Aug 21$0.27$2.238.26
$55.00$57.50$60.00Aug 21$0.30$2.207.33
$52.50$60.00$67.50Jul 17$1.33$6.174.64
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.51, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$67.501:2Jul 17-$0.51$6.99
$57.50$60.001:2Aug 21-$0.23$2.27
$55.00$57.501:2Aug 21-$0.38$2.12
$52.50$55.001:2Aug 21-$0.86$1.64
$52.50$60.001:2Jul 17$1.00$6.50
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Aug 21-$0.66$1.84
$50.00$45.001:2Jul 17$0.09$4.91
$57.50$52.501:2Aug 21$0.35$4.65
$52.50$50.001:2Jul 17$0.37$2.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 5.15%, avg 2.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$52.50Aug 21$2.700.510.1%5.15%5.22%7224
$55.00Aug 21$1.650.394.8%3.15%7.99%10--
$52.50Jul 17$1.150.510.1%2.19%2.27%15--
$57.50Aug 21$0.900.279.6%1.72%11.32%235
$60.00Aug 21$0.500.1814.4%0.95%15.33%19225
$65.00Aug 21$0.150.0923.9%0.29%24.19%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 130
Total Puts 53
Put/Call Ratio 0.41
Net Difference 77

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,134
Total Puts 5,105
Average Put/Call Ratio 1.88
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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