Tour v334
JEF
JEFFERIES FINL GROUP
$53.96 +2.61%
7/14 19:04

Option Volume

Detail
Current (07/14) 531
Calls: 470 (89%)
Puts: 61 (11%)
Prior (07/13) 753
Calls: 239 (32%)
Puts: 514 (68%)
Current vs Prior -29.48%
Calls: +96.65% (Calls)
Puts: -88.13% (Puts)
Prior 7-Day Total 5,658
Calls: 2,357 (42%)
Puts: 3,301 (58%)
Prior 7-Day Average 808
Calls: 336 (42%)
Puts: 471 (58%)
Current vs Prior 7-Day Avg -34.31%
Calls: +39.58%
Puts: -87.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $235.0K
Calls: $227.3K (97%)
Puts: $7.7K (3%)
Prior (07/13) $139.4K
Calls: $26.9K (19%)
Puts: $112.6K (81%)
Current vs Prior +68.52%
Calls: +746.43%
Puts: -93.19%
Prior 7-Day Total $1.60M
Calls: $1.07M (67%)
Puts: $525.3K (33%)
Prior 7-Day Average $227.9K
Calls: $152.9K (67%)
Puts: $75.0K (33%)
Current vs Prior 7-Day Avg +3.11%
Calls: +48.71%
Puts: -89.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.13
Prior (07/13) 2.15
Current vs Prior -93.97%
Prior 7-Day Average 2.43
Current vs Prior 7-Day Avg -94.66%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 6,023
Calls: 4,280 (71%)
Puts: 1,743 (29%)
Prior (07/13) 6,903
Calls: 4,977 (72%)
Puts: 1,926 (28%)
Current vs Prior -12.75%
Prior 7-Day Total 43,636
Calls: 20,628 (47%)
Puts: 23,008 (53%)
Prior 7-Day Average 6,233
Calls: 2,946 (47%)
Puts: 3,286 (53%)
Current vs Prior 7-Day Avg -3.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.67% | 13.16%6.67% | 13.16%
Prior 7.95% | 13.84%7.95% | 13.84%
Current vs Prior -16.06% | -4.95%-16.06% | -4.95%
Prior 7-Day Avg 8.29% | 13.89%8.12% | 13.80%
Current vs 7-Day Avg -19.56% | -5.28%-17.88% | -4.65%
Prior 7-Day Eod 7.95% | 13.84%7.95% | 13.84%
Current vs 7-Day Eod -16.06% | -4.95%-16.06% | -4.95%
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 97% of dollar volume in calls ($227.3K) vs puts ($7.7K). Elevated premium activity with dollar volume up 69% vs prior. Extreme bullish P/C ratio of 0.13 - heavy call buying (470 calls vs 61 puts). P/C ratio dropping 94% - sentiment shifting bullish.

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 BULLISH
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 -- 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 0.71, highest 0.87)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 173.504.60$4.0527.2%20.871.7K
$52.50Jul 171.602.30$1.9535.9%340.74696
$52.50Aug 213.204.10$3.6524.7%40.59--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 171.202.10$1.6554.5%50.621.1K

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 104, top 34)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Jul 171.602.30$1.9535.9%340.74696
$57.50Aug 211.001.70$1.3551.9%60.3272
$52.50Aug 213.204.10$3.6524.7%40.59--
$55.00Jul 170.101.45$0.78173.1%30.39287
$50.00Jul 173.504.60$4.0527.2%20.871.7K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.000.20$0.10200.0%300.04--
$52.50Aug 212.052.55$2.3021.7%120.4196
$55.00Jul 171.202.10$1.6554.5%50.621.1K
$50.00Aug 211.251.60$1.4324.5%40.28137

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 47.7%, max 63.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$57.50Jul 17Aug 2165.2%40.0%63.0%772
$60.00Jul 17Aug 2165.1%41.7%55.9%2650
$55.00Jul 17Aug 2160.0%42.3%41.8%4287
$52.50Jul 17Aug 2154.5%41.9%30.2%38696
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 11.50, avg 3.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.50$60.00Jul 17$0.20$2.30$0.2011.50$57.70
$57.50$60.00Aug 21$0.47$2.03$0.474.32$57.97
$55.00$57.50Jul 17$0.53$1.97$0.533.72$55.53
$55.00$57.50Aug 21$1.00$1.50$1.001.50$56.00
$52.50$55.00Jul 17$1.17$1.33$1.171.14$53.67
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$45.00Jul 17$1.55$8.45$1.555.45$53.45
$52.50$50.00Aug 21$0.87$1.63$0.871.87$51.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 5.25, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$52.50Jul 17$2.10$2.10$0.405.25$52.10
$52.50$55.00Aug 21$1.30$1.30$1.201.08$53.80
$52.50$55.00Jul 17$1.17$1.17$1.330.88$53.67
$55.00$57.50Aug 21$1.00$1.00$1.500.67$56.00
$55.00$57.50Jul 17$0.53$0.53$1.970.27$55.53
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.50$50.00Aug 21$0.87$0.87$1.630.53$51.63
$55.00$45.00Jul 17$1.55$1.55$8.450.18$53.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.30, cheapest $0.83)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 17Aug 21$0.8365.1%41.7%
$57.50Jul 17Aug 21$1.1065.2%40.0%
$55.00Jul 17Aug 21$1.5760.0%42.3%
$52.50Jul 17Aug 21$1.7054.5%41.9%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 4.50% of stock, avg 7.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Jul 17$0.78$1.65$2.43$52.57$57.434.50%
$52.50Aug 21$3.65$2.30$5.95$46.55$58.4511.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 4.28% of stock, avg 6.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$50.00Aug 21$0.88$1.43$2.31$47.69$62.31
$57.50$50.00Aug 21$1.35$1.43$2.78$47.22$60.28
$60.00$52.50Aug 21$0.88$2.30$3.18$49.32$63.18
$57.50$52.50Aug 21$1.35$2.30$3.65$48.85$61.15
$55.00$50.00Aug 21$2.35$1.43$3.78$46.22$58.78
$55.00$52.50Aug 21$2.35$2.30$4.65$47.85$59.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 2.97, avg credit $1.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/58Aug 21$1.87$0.632.97$50.63$56.87
50/5258/60Aug 21$1.34$1.161.16$51.16$58.84
45/5558/60Jul 17$1.75$8.250.21$53.25$59.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 7.33, cheapest $0.30)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$52.50$55.00$57.50Aug 21$0.30$2.207.33
$55.00$57.50$60.00Jul 17$0.33$2.176.58
$55.00$57.50$60.00Aug 21$0.53$1.973.72
$52.50$55.00$57.50Jul 17$0.64$1.862.91
$50.00$52.50$55.00Jul 17$0.93$1.571.69
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. 9 found (best net $-0.35, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$57.501:2Aug 21-$0.35$2.15
$57.50$60.001:2Aug 21-$0.41$2.09
$52.50$55.001:2Aug 21-$1.05$1.45
$50.00$52.501:2Jul 17$0.15$2.35
$57.50$60.001:2Jul 17$0.15$2.35
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Aug 21-$0.56$1.94
$55.00$45.001:2Jul 17$1.45$8.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 3.71%, avg 1.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Aug 21$2.000.461.9%3.71%5.63%1--
$57.50Aug 21$1.000.326.6%1.85%8.41%672
$60.00Aug 21$0.700.2211.2%1.30%12.49%1--
$55.00Jul 17$0.100.391.9%0.19%2.11%3287

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 470
Total Puts 61
Put/Call Ratio 0.13
Net Difference 409

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,357
Total Puts 3,301
Average Put/Call Ratio 2.43
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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