Tour v309
JEF
JEFFERIES FINL GROUP
$52.09 -0.71%
$52.25 (+0.31%)🌙
as of 07/10 06:41 PM
7/10 18:41

Option Volume

Detail
Current (07/10) 218
Calls: 29 (13%)
Puts: 189 (87%)
Prior (07/09) 183
Calls: 130 (71%)
Puts: 53 (29%)
Current vs Prior +19.13%
Calls: -77.69% (Calls)
Puts: +256.60% (Puts)
Prior 7-Day Total 7,256
Calls: 3,271 (45%)
Puts: 3,985 (55%)
Prior 7-Day Average 1,036
Calls: 467 (45%)
Puts: 569 (55%)
Current vs Prior 7-Day Avg -78.97%
Calls: -93.79%
Puts: -66.80%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10) $78.4K
Calls: $5.6K (7%)
Puts: $72.7K (93%)
Prior (07/09) $58.6K
Calls: $44.2K (75%)
Puts: $14.4K (25%)
Current vs Prior +33.65%
Calls: -87.28%
Puts: +405.08%
Prior 7-Day Total $2.08M
Calls: $1.27M (61%)
Puts: $814.1K (39%)
Prior 7-Day Average $297.6K
Calls: $181.3K (61%)
Puts: $116.3K (39%)
Current vs Prior 7-Day Avg -73.67%
Calls: -96.90%
Puts: -37.47%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/10) 6.52
Prior (07/09) 0.41
Current vs Prior +1498.57%
Prior 7-Day Average 1.77
Current vs Prior 7-Day Avg +269.09%
Sentiment BEARISH

Open Interest

Detail
Current (07/10) 2,589
Calls: 760 (29%)
Puts: 1,829 (71%)
Prior (07/09) 3,706
Calls: 1,515 (41%)
Puts: 2,191 (59%)
Current vs Prior -30.14%
Prior 7-Day Total 54,579
Calls: 27,170 (50%)
Puts: 27,409 (50%)
Prior 7-Day Average 7,797
Calls: 3,881 (50%)
Puts: 3,915 (50%)
Current vs Prior 7-Day Avg -66.79%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 7.93% | 13.69%7.93% | 13.69%
Prior 8.14% | 13.82%8.14% | 13.82%
Current vs Prior -2.59% | -0.96%-2.59% | -0.96%
Prior 7-Day Avg 8.33% | 13.83%8.22% | 13.82%
Current vs 7-Day Avg -4.80% | -1.01%-3.50% | -0.93%
Prior 7-Day Eod 8.14% | 13.82%-- | --
Current vs 7-Day Eod -2.59% | -0.96%-- | --
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 bearish conviction with 93% of dollar volume in puts ($72.7K) vs calls ($5.6K). Extreme bearish P/C ratio of 6.52 - heavy put buying. P/C ratio rising 1499% - increased hedging/bearish positioning. Put-heavy open interest (1,829 puts vs 760 calls) suggests hedging or 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 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. 4 found (avg delta 0.61, highest 0.75)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 215.706.70$6.2016.1%20.75--
$55.00Aug 214.304.90$4.6013.0%1480.64164
$52.50Jul 171.001.45$1.2336.6%10.55--
$52.50Aug 212.953.30$3.1311.2%40.5163

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 203, top 148)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 211.401.85$1.6327.6%120.3685
$52.50Aug 212.402.80$2.6015.4%100.49226
$55.00Jul 170.100.40$0.25120.0%20.17282
$57.50Aug 210.701.20$0.9552.6%20.2436
$60.00Aug 210.300.75$0.5384.9%10.15--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 214.304.90$4.6013.0%1480.64164
$45.00Jul 170.050.25$0.15133.3%130.06430
$47.50Jul 170.100.20$0.1566.7%40.091.0K
$52.50Aug 212.953.30$3.1311.2%40.5163
$50.00Aug 211.652.10$1.8823.9%20.37135

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 37.8%, max 64.6%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 17Aug 2172.5%44.1%64.6%14430
$50.00Jul 17Aug 2142.9%38.7%10.9%3135

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 7.93, avg 2.74)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.50$60.00Aug 21$0.42$2.08$0.424.95$57.92
$55.00$57.50Aug 21$0.68$1.82$0.682.68$55.68
$52.50$55.00Aug 21$0.97$1.53$0.971.58$53.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$47.50Jul 17$0.28$2.22$0.287.93$49.72
$50.00$45.00Aug 21$1.20$3.80$1.203.17$48.80
$52.50$50.00Jul 17$0.80$1.70$0.802.12$51.70
$52.50$50.00Aug 21$1.25$1.25$1.251.00$51.25
$55.00$52.50Aug 21$1.47$1.03$1.470.70$53.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 1.78, avg 0.70)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.50$55.00Aug 21$0.97$0.97$1.530.63$53.47
$55.00$57.50Aug 21$0.68$0.68$1.820.37$55.68
$57.50$60.00Aug 21$0.42$0.42$2.080.20$57.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.50$55.00Aug 21$1.60$1.60$0.901.78$55.90
$55.00$52.50Aug 21$1.47$1.47$1.031.43$53.53
$52.50$50.00Aug 21$1.25$1.25$1.251.00$51.25
$52.50$50.00Jul 17$0.80$0.80$1.700.47$51.70
$50.00$45.00Aug 21$1.20$1.20$3.800.32$48.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.31, cheapest $0.53)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 17Aug 21$1.3839.5%41.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$0.5372.5%44.1%
$50.00Jul 17Aug 21$1.4542.9%38.7%
$52.50Jul 17Aug 21$1.9037.3%41.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 11.00% of stock, avg 12.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$52.50Aug 21$2.60$3.13$5.73$46.77$58.2311.00%
$55.00Aug 21$1.63$4.60$6.23$48.77$61.2311.96%
$57.50Aug 21$0.95$6.20$7.15$50.35$64.6513.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 0.77% of stock, avg 4.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$47.50Jul 17$0.25$0.15$0.40$47.10$55.40
$55.00$45.00Jul 17$0.25$0.15$0.40$44.60$55.40
$55.00$50.00Jul 17$0.25$0.43$0.68$49.32$55.68
$60.00$45.00Aug 21$0.53$0.68$1.21$43.79$61.21
$57.50$45.00Aug 21$0.95$0.68$1.63$43.37$59.13
$55.00$45.00Aug 21$1.63$0.68$2.31$42.69$57.31
$60.00$50.00Aug 21$0.53$1.88$2.41$47.59$62.41
$57.50$50.00Aug 21$0.95$1.88$2.83$47.17$60.33
$52.50$45.00Aug 21$2.60$0.68$3.28$41.72$55.78
$55.00$50.00Aug 21$1.63$1.88$3.51$46.49$58.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 3.39, avg credit $1.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/58Aug 21$1.93$0.573.39$50.57$56.93
52/5558/60Aug 21$1.89$0.613.10$53.11$59.39
50/5258/60Aug 21$1.67$0.832.01$50.83$59.17
45/5052/55Aug 21$2.17$2.830.77$47.83$54.67
45/5055/58Aug 21$1.88$3.120.60$48.12$56.88
45/5058/60Aug 21$1.62$3.380.48$48.38$59.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 18.23, cheapest $0.13)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$55.00$57.50$60.00Aug 21$0.26$2.248.62
$52.50$55.00$57.50Aug 21$0.29$2.217.62
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$52.50$55.00$57.50Aug 21$0.13$2.3718.23
$50.00$52.50$55.00Aug 21$0.22$2.2810.36
$45.00$47.50$50.00Jul 17$0.28$2.227.93
$47.50$50.00$52.50Jul 17$0.52$1.983.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.11, 6 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$57.50$60.001:2Aug 21-$0.11$2.39
$55.00$57.501:2Aug 21-$0.27$2.23
$52.50$55.001:2Aug 21-$0.66$1.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Jul 17-$0.15$2.35
$52.50$50.001:2Aug 21-$0.63$1.87
$55.00$52.501:2Aug 21-$1.66$0.84
$50.00$45.001:2Aug 21$0.52$4.48
$50.00$47.501:2Jul 17$0.13$2.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 4.61%, avg 1.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$52.50Aug 21$2.400.490.8%4.61%5.39%10226
$55.00Aug 21$1.400.365.6%2.69%8.27%1285
$57.50Aug 21$0.700.2410.4%1.34%11.73%236
$60.00Aug 21$0.300.1515.2%0.58%15.76%1--
$55.00Jul 17$0.100.175.6%0.19%5.78%2282

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 29
Total Puts 189
Put/Call Ratio 6.52
Net Difference -160

Prior's Put/Call Breakdown

Total Calls 130
Total Puts 53
Put/Call Ratio 0.41
Net Difference 77

Prior 7-Day Put/Call Summary

Total Calls 3,271
Total Puts 3,985
Average Put/Call Ratio 1.77
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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