Tour v325
JEF
JEFFERIES FINL GROUP
$52.59 +0.96%
7/13 18:40

Option Volume

Detail
Current (07/13) 753
Calls: 239 (32%)
Puts: 514 (68%)
Prior (07/10) 218
Calls: 29 (13%)
Puts: 189 (87%)
Current vs Prior +245.41%
Calls: +724.14% (Calls)
Puts: +171.96% (Puts)
Prior 7-Day Total 5,921
Calls: 2,772 (47%)
Puts: 3,149 (53%)
Prior 7-Day Average 845
Calls: 396 (47%)
Puts: 449 (53%)
Current vs Prior 7-Day Avg -10.98%
Calls: -39.65%
Puts: +14.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13) $139.4K
Calls: $26.9K (19%)
Puts: $112.6K (81%)
Prior (07/10) $78.4K
Calls: $5.6K (7%)
Puts: $72.7K (93%)
Current vs Prior +77.96%
Calls: +377.44%
Puts: +54.80%
Prior 7-Day Total $1.67M
Calls: $1.16M (69%)
Puts: $514.2K (31%)
Prior 7-Day Average $238.9K
Calls: $165.4K (69%)
Puts: $73.5K (31%)
Current vs Prior 7-Day Avg -41.62%
Calls: -83.76%
Puts: +53.26%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/13) 2.15
Prior (07/10) 6.52
Current vs Prior -67.00%
Prior 7-Day Average 2.20
Current vs Prior 7-Day Avg -2.37%
Sentiment BEARISH

Open Interest

Detail
Current (07/13) 6,903
Calls: 4,977 (72%)
Puts: 1,926 (28%)
Prior (07/10) 2,589
Calls: 760 (29%)
Puts: 1,829 (71%)
Current vs Prior +166.63%
Prior 7-Day Total 47,043
Calls: 21,088 (45%)
Puts: 25,955 (55%)
Prior 7-Day Average 6,720
Calls: 3,012 (45%)
Puts: 3,707 (55%)
Current vs Prior 7-Day Avg +2.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 7.95% | 13.84%7.95% | 13.84%
Prior 7.93% | 13.69%7.93% | 13.69%
Current vs Prior +0.25% | +1.13%+0.25% | +1.13%
Prior 7-Day Avg 8.48% | 14.00%8.16% | 13.79%
Current vs 7-Day Avg -6.22% | -1.14%-2.58% | +0.38%
Prior 7-Day Eod 7.93% | 13.69%7.93% | 13.69%
Current vs 7-Day Eod +0.25% | +1.13%+0.25% | +1.13%
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 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 81% of dollar volume in puts ($112.6K) vs calls ($26.9K). Elevated premium activity with dollar volume up 78% vs prior. Unusually high activity with volume up 245% vs prior - elevated interest. Extreme bearish P/C ratio of 2.15 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 3 of results (avg 8.7%, best 8.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 212.853.10$2.988.4%110.52--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 212.853.10$2.988.4%540.4860
$55.00Aug 214.104.50$4.309.3%30.62213

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. 6 found (avg delta 0.68, highest 0.85)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 172.153.10$2.6336.1%60.821.7K
$52.50Jul 170.951.25$1.1027.3%20.52--
$52.50Aug 212.853.10$2.988.4%110.52--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 2110.2011.50$10.8512.0%20.85--
$55.00Jul 172.453.70$3.0840.6%300.77--
$55.00Aug 214.104.50$4.309.3%30.62213

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 548, top 200)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 170.200.60$0.40100.0%500.23282
$57.50Aug 210.801.25$1.0244.1%340.2638
$60.00Jul 170.000.10$0.05200.0%250.04670
$55.00Aug 211.401.95$1.6732.9%150.3886
$52.50Aug 212.853.10$2.988.4%110.52--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Jul 170.951.10$1.0214.7%2000.48--
$52.50Aug 212.853.10$2.988.4%540.4860
$50.00Jul 170.200.40$0.3066.7%510.18--
$55.00Jul 172.453.70$3.0840.6%300.77--
$45.00Aug 210.500.80$0.6546.2%230.14112

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 34.5%, max 71.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 17Aug 2156.9%40.4%40.8%65368
$52.50Jul 17Aug 2148.5%42.1%15.1%13--
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 17Aug 2180.7%47.2%71.2%35542
$55.00Jul 17Aug 2156.9%40.4%40.8%33213
$50.00Jul 17Aug 2154.5%44.0%23.8%61137
$52.50Jul 17Aug 2148.5%42.1%15.1%25460

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 19.00, avg 5.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$60.00Jul 17$0.35$4.65$0.3513.29$55.35
$57.50$62.50Aug 21$0.45$4.55$0.4510.11$57.95
$55.00$57.50Aug 21$0.65$1.85$0.652.85$55.65
$52.50$55.00Jul 17$0.70$1.80$0.702.57$53.20
$52.50$55.00Aug 21$1.31$1.19$1.310.91$53.81
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$45.00Jul 17$0.25$4.75$0.2519.00$49.75
$47.50$45.00Aug 21$0.43$2.07$0.434.81$47.07
$52.50$50.00Jul 17$0.72$1.78$0.722.47$51.78
$50.00$47.50Aug 21$0.84$1.66$0.841.98$49.16
$52.50$50.00Aug 21$1.06$1.44$1.061.36$51.44

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 6.89, avg 1.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$52.50Jul 17$1.53$1.53$0.971.58$51.53
$52.50$55.00Aug 21$1.31$1.31$1.191.10$53.81
$52.50$55.00Jul 17$0.70$0.70$1.800.39$53.20
$55.00$57.50Aug 21$0.65$0.65$1.850.35$55.65
$57.50$62.50Aug 21$0.45$0.45$4.550.10$57.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.50$55.00Aug 21$6.55$6.55$0.956.89$55.95
$55.00$52.50Jul 17$2.06$2.06$0.444.68$52.94
$55.00$52.50Aug 21$1.32$1.32$1.181.12$53.68
$52.50$50.00Aug 21$1.06$1.06$1.440.74$51.44
$50.00$47.50Aug 21$0.84$0.84$1.660.51$49.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.43, cheapest $0.60)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 17Aug 21$1.2756.9%40.4%
$52.50Jul 17Aug 21$1.8848.5%42.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$0.6080.7%47.2%
$55.00Jul 17Aug 21$1.2256.9%40.4%
$50.00Jul 17Aug 21$1.6254.5%44.0%
$52.50Jul 17Aug 21$1.9648.5%42.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 4.03% of stock, avg 10.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$52.50Jul 17$1.10$1.02$2.12$50.38$54.624.03%
$50.00Jul 17$2.63$0.30$2.93$47.07$52.935.57%
$55.00Jul 17$0.40$3.08$3.48$51.52$58.486.62%
$52.50Aug 21$2.98$2.98$5.96$46.54$58.4611.33%
$55.00Aug 21$1.67$4.30$5.97$49.03$60.9711.35%
$62.50Aug 21$0.57$10.85$11.42$51.08$73.9221.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 1.33% of stock, avg 4.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$50.00Jul 17$0.40$0.30$0.70$49.30$55.70
$55.00$42.50Jul 17$0.40$0.33$0.73$41.77$55.73
$62.50$45.00Aug 21$0.57$0.65$1.22$43.78$63.72
$55.00$52.50Jul 17$0.40$1.02$1.42$51.08$56.42
$62.50$47.50Aug 21$0.57$1.08$1.65$45.85$64.15
$57.50$45.00Aug 21$1.02$0.65$1.67$43.33$59.17
$57.50$47.50Aug 21$1.02$1.08$2.10$45.40$59.60
$55.00$45.00Aug 21$1.67$0.65$2.32$42.68$57.32
$62.50$50.00Aug 21$0.57$1.92$2.49$47.51$64.99
$55.00$47.50Aug 21$1.67$1.08$2.75$44.75$57.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 6.14, avg credit $1.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/5052/55Aug 21$2.15$0.356.14$47.85$54.65
45/4852/55Aug 21$1.74$0.762.29$45.76$54.24
50/5255/58Aug 21$1.71$0.792.16$50.79$56.71
48/5055/58Aug 21$1.49$1.011.48$48.51$56.49
45/4855/58Aug 21$1.08$1.420.76$46.42$56.08
52/5558/62Aug 21$1.77$3.230.55$53.23$59.27
50/5258/62Aug 21$1.51$3.490.43$50.99$59.01
48/5058/62Aug 21$1.29$3.710.35$48.71$58.79
50/5255/60Jul 17$1.07$3.930.27$51.43$56.07
45/5052/55Jul 17$0.95$4.050.23$49.05$53.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 10.36, cheapest $0.22)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$52.50$55.00$57.50Aug 21$0.66$1.842.79
$50.00$52.50$55.00Jul 17$0.83$1.672.01
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$47.50$50.00$52.50Aug 21$0.22$2.2810.36
$50.00$52.50$55.00Aug 21$0.26$2.248.62
$45.00$47.50$50.00Aug 21$0.41$2.095.10
$50.00$52.50$55.00Jul 17$1.34$1.160.87

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.12, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.50$62.501:2Aug 21-$0.12$4.88
$52.50$55.001:2Aug 21-$0.36$2.14
$55.00$57.501:2Aug 21-$0.37$2.13
$55.00$60.001:2Jul 17$0.30$4.70
$52.50$55.001:2Jul 17$0.30$2.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Aug 21-$0.22$2.28
$50.00$47.501:2Aug 21-$0.24$2.26
$45.00$42.501:2Jul 17-$0.61$1.89
$52.50$50.001:2Aug 21-$0.86$1.64
$55.00$52.501:2Aug 21-$1.66$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.66%, avg 1.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Aug 21$1.400.384.6%2.66%7.24%1586
$57.50Aug 21$0.800.269.3%1.52%10.86%3438
$55.00Jul 17$0.200.234.6%0.38%4.96%50282
$62.50Aug 21$0.200.1418.8%0.38%19.22%51

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 239
Total Puts 514
Put/Call Ratio 2.15
Net Difference -275

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,772
Total Puts 3,149
Average Put/Call Ratio 2.20
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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