Tour v340
JEF
JEFFERIES FINL GROUP
$57.13 +5.87%
$57.00 (-0.23%)🌙
as of 07/15 06:46 PM
7/15 18:46

Option Volume

Detail
Current (07/15) 1,659
Calls: 750 (45%)
Puts: 909 (55%)
Prior (07/14) 531
Calls: 470 (89%)
Puts: 61 (11%)
Current vs Prior +212.43%
Calls: +59.57% (Calls)
Puts: +1390.16% (Puts)
Prior 7-Day Total 5,088
Calls: 2,525 (50%)
Puts: 2,563 (50%)
Prior 7-Day Average 726
Calls: 360 (50%)
Puts: 366 (50%)
Current vs Prior 7-Day Avg +128.24%
Calls: +107.92%
Puts: +148.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $446.8K
Calls: $378.2K (85%)
Puts: $68.6K (15%)
Prior (07/14) $235.0K
Calls: $227.3K (97%)
Puts: $7.7K (3%)
Current vs Prior +90.13%
Calls: +66.37%
Puts: +794.39%
Prior 7-Day Total $1.66M
Calls: $1.20M (73%)
Puts: $454.1K (27%)
Prior 7-Day Average $236.6K
Calls: $171.7K (73%)
Puts: $64.9K (27%)
Current vs Prior 7-Day Avg +88.83%
Calls: +120.24%
Puts: +5.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 1.21
Prior (07/14) 0.13
Current vs Prior +833.84%
Prior 7-Day Average 2.07
Current vs Prior 7-Day Avg -41.49%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 10,489
Calls: 5,987 (57%)
Puts: 4,502 (43%)
Prior (07/14) 6,023
Calls: 4,280 (71%)
Puts: 1,743 (29%)
Current vs Prior +74.15%
Prior 7-Day Total 41,747
Calls: 21,791 (52%)
Puts: 19,956 (48%)
Prior 7-Day Average 5,963
Calls: 3,113 (52%)
Puts: 2,850 (48%)
Current vs Prior 7-Day Avg +75.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.48% | 12.69%6.48% | 12.69%
Prior 6.67% | 13.16%6.67% | 13.16%
Current vs Prior -2.93% | -3.55%-2.92% | -3.55%
Prior 7-Day Avg 7.92% | 13.71%7.92% | 13.71%
Current vs 7-Day Avg -18.19% | -7.42%-18.19% | -7.42%
Prior 7-Day Eod 6.67% | 13.16%6.67% | 13.16%
Current vs 7-Day Eod -2.93% | -3.55%-2.92% | -3.55%
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 85% of dollar volume in calls ($378.2K) vs puts ($68.6K). Elevated premium activity with dollar volume up 90% vs prior. Dollar volume significantly above 7-day average (89% higher). Unusually high activity with volume up 212% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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 1 of results (avg 6.8%, best 6.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 215.706.10$5.906.8%100.75--
PUTS (0)
No puts meet the criteria

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. 9 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Jul 174.305.10$4.7017.0%2820.97664
$47.50Jul 179.1010.10$9.6010.4%220.96--
$55.00Jul 172.002.80$2.4033.3%490.82288
$52.50Aug 215.706.10$5.906.8%100.75--
$55.00Aug 213.804.40$4.1014.6%450.6395
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 172.553.70$3.1336.7%1090.90436
$60.00Aug 214.404.90$4.6510.8%80.648
$57.50Jul 170.901.70$1.3061.5%60.59--
$57.50Aug 212.903.40$3.1515.9%20.5040

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 1.4K, top 614)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Jul 174.305.10$4.7017.0%2820.97664
$55.00Jul 172.002.80$2.4033.3%490.82288
$55.00Aug 213.804.40$4.1014.6%450.6395
$60.00Aug 211.401.95$1.6732.9%380.36240
$60.00Jul 170.050.15$0.10100.0%350.10650
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 170.150.50$0.33106.1%6140.221.1K
$60.00Jul 172.553.70$3.1336.7%1090.90436
$50.00Jul 170.050.20$0.13115.4%290.06495
$47.50Jul 170.000.30$0.15200.0%220.051.0K
$50.00Aug 210.600.95$0.7745.5%110.17138

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 81.4%, max 227.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$52.50Jul 17Aug 2180.8%42.8%88.7%292664
$55.00Jul 17Aug 2161.7%41.6%48.3%94383
$57.50Jul 17Aug 2158.6%41.9%39.8%36126
$60.00Jul 17Aug 2155.2%40.1%37.5%73890
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Jul 17Aug 21158.8%48.4%227.8%261.0K
$50.00Jul 17Aug 21116.8%45.3%157.9%40633
$52.50Jul 17Aug 2180.8%42.8%88.7%1396
$55.00Jul 17Aug 2161.7%41.6%48.3%6191.1K
$57.50Jul 17Aug 2158.6%41.9%39.8%840

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 11.50, avg 3.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.50$65.00Aug 21$0.49$2.01$0.494.10$62.99
$57.50$60.00Jul 17$0.60$1.90$0.603.17$58.10
$60.00$62.50Aug 21$0.65$1.85$0.652.85$60.65
$57.50$60.00Aug 21$1.08$1.42$1.081.31$58.58
$55.00$57.50Aug 21$1.35$1.15$1.350.85$56.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$52.50Jul 17$0.20$2.30$0.2011.50$54.80
$50.00$47.50Aug 21$0.29$2.21$0.297.62$49.71
$52.50$50.00Aug 21$0.50$2.00$0.504.00$52.00
$55.00$52.50Aug 21$0.83$1.67$0.832.01$54.17
$57.50$55.00Jul 17$0.97$1.53$0.971.58$56.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 49.00, avg 4.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.50$52.50Jul 17$4.90$4.90$0.1049.00$52.40
$52.50$55.00Jul 17$2.30$2.30$0.2011.50$54.80
$52.50$55.00Aug 21$1.80$1.80$0.702.57$54.30
$55.00$57.50Jul 17$1.70$1.70$0.802.12$56.70
$55.00$57.50Aug 21$1.35$1.35$1.151.17$56.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$57.50Jul 17$1.83$1.83$0.672.73$58.17
$60.00$57.50Aug 21$1.50$1.50$1.001.50$58.50
$57.50$55.00Aug 21$1.05$1.05$1.450.72$56.45
$57.50$55.00Jul 17$0.97$0.97$1.530.63$56.53
$55.00$52.50Aug 21$0.83$0.83$1.670.50$54.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.38, cheapest $0.33)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.50Jul 17Aug 21$1.2080.8%42.8%
$60.00Jul 17Aug 21$1.5755.2%40.1%
$55.00Jul 17Aug 21$1.7061.7%41.6%
$57.50Jul 17Aug 21$2.0558.6%41.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.50Jul 17Aug 21$0.33158.8%48.4%
$50.00Jul 17Aug 21$0.64116.8%45.3%
$52.50Jul 17Aug 21$1.1480.8%42.8%
$60.00Jul 17Aug 21$1.5255.2%40.1%
$55.00Jul 17Aug 21$1.7761.7%41.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 3.50% of stock, avg 9.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Jul 17$0.70$1.30$2.00$55.50$59.503.50%
$55.00Jul 17$2.40$0.33$2.73$52.27$57.734.78%
$60.00Jul 17$0.10$3.13$3.23$56.77$63.235.65%
$52.50Jul 17$4.70$0.13$4.83$47.67$57.338.45%
$57.50Aug 21$2.75$3.15$5.90$51.60$63.4010.33%
$55.00Aug 21$4.10$2.10$6.20$48.80$61.2010.85%
$60.00Aug 21$1.67$4.65$6.32$53.68$66.3211.06%
$52.50Aug 21$5.90$1.27$7.17$45.33$59.6712.55%
$47.50Jul 17$9.60$0.15$9.75$37.75$57.2517.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 0.40% of stock, avg 3.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$52.50Jul 17$0.10$0.13$0.23$52.27$60.23
$60.00$50.00Jul 17$0.10$0.13$0.23$49.77$60.23
$60.00$47.50Jul 17$0.10$0.15$0.25$47.25$60.25
$60.00$55.00Jul 17$0.10$0.33$0.43$54.57$60.43
$57.50$52.50Jul 17$0.70$0.13$0.83$51.67$58.33
$57.50$50.00Jul 17$0.70$0.13$0.83$49.17$58.33
$57.50$47.50Jul 17$0.70$0.15$0.85$46.65$58.35
$65.00$47.50Aug 21$0.53$0.48$1.01$46.49$66.01
$57.50$55.00Jul 17$0.70$0.33$1.03$53.97$58.53
$65.00$50.00Aug 21$0.53$0.77$1.30$48.70$66.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 5.10, avg credit $1.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/5052/55Aug 21$2.09$0.415.10$47.91$54.59
58/6062/65Aug 21$1.99$0.513.90$58.01$64.49
52/5558/60Aug 21$1.91$0.593.24$53.09$59.41
50/5255/58Aug 21$1.85$0.652.85$50.65$56.85
55/5860/62Aug 21$1.70$0.802.12$55.80$61.70
48/5055/58Aug 21$1.64$0.861.91$48.36$56.64
50/5258/60Aug 21$1.58$0.921.72$50.92$59.08
55/5862/65Aug 21$1.54$0.961.60$55.96$64.04
52/5560/62Aug 21$1.48$1.021.45$53.52$61.48
48/5058/60Aug 21$1.37$1.131.21$48.63$58.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 14.62, cheapest $0.16)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.50$65.00Aug 21$0.16$2.3414.62
$55.00$57.50$60.00Aug 21$0.27$2.238.26
$57.50$60.00$62.50Aug 21$0.43$2.074.81
$52.50$55.00$57.50Aug 21$0.45$2.054.56
$52.50$55.00$57.50Jul 17$0.60$1.903.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.50$55.00Jul 17$0.20$2.3011.50
$47.50$50.00$52.50Aug 21$0.21$2.2910.90
$52.50$55.00$57.50Aug 21$0.22$2.2810.36
$50.00$52.50$55.00Aug 21$0.33$2.176.58
$55.00$57.50$60.00Aug 21$0.45$2.054.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.04, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.50$65.001:2Aug 21-$0.04$2.46
$52.50$55.001:2Jul 17-$0.10$2.40
$60.00$62.501:2Aug 21-$0.37$2.13
$57.50$60.001:2Aug 21-$0.59$1.91
$55.00$57.501:2Aug 21-$1.40$1.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Jul 17-$0.13$2.37
$50.00$47.501:2Jul 17-$0.17$2.33
$50.00$47.501:2Aug 21-$0.19$2.31
$52.50$50.001:2Aug 21-$0.27$2.23
$55.00$52.501:2Aug 21-$0.44$2.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 4.46%, avg 2.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Aug 21$2.550.490.7%4.46%5.11%2--
$60.00Aug 21$1.400.365.0%2.45%7.47%38240
$62.50Aug 21$0.800.259.4%1.40%10.80%14--
$57.50Jul 17$0.500.410.7%0.88%1.52%34126
$65.00Aug 21$0.450.1513.8%0.79%14.56%5--

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 750
Total Puts 909
Put/Call Ratio 1.21
Net Difference -159

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,525
Total Puts 2,563
Average Put/Call Ratio 2.07
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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