Tour v344
JEF
JEFFERIES FINL GROUP
$55.80 -2.33%
7/16 18:39

Option Volume

Detail
Current (07/16) 707
Calls: 213 (30%)
Puts: 494 (70%)
Prior (07/15) 1,659
Calls: 750 (45%)
Puts: 909 (55%)
Current vs Prior -57.38%
Calls: -71.60% (Calls)
Puts: -45.65% (Puts)
Prior 7-Day Total 6,380
Calls: 3,143 (49%)
Puts: 3,237 (51%)
Prior 7-Day Average 911
Calls: 449 (49%)
Puts: 462 (51%)
Current vs Prior 7-Day Avg -22.43%
Calls: -52.56%
Puts: +6.83%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $218.7K
Calls: $117.8K (54%)
Puts: $100.9K (46%)
Prior (07/15) $446.8K
Calls: $378.2K (85%)
Puts: $68.6K (15%)
Current vs Prior -51.05%
Calls: -68.85%
Puts: +47.10%
Prior 7-Day Total $2.01M
Calls: $1.52M (76%)
Puts: $486.9K (24%)
Prior 7-Day Average $287.2K
Calls: $217.6K (76%)
Puts: $69.6K (24%)
Current vs Prior 7-Day Avg -23.86%
Calls: -45.87%
Puts: +45.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 2.32
Prior (07/15) 1.21
Current vs Prior +91.36%
Prior 7-Day Average 1.99
Current vs Prior 7-Day Avg +16.53%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 8,071
Calls: 6,056 (75%)
Puts: 2,015 (25%)
Prior (07/15) 10,489
Calls: 5,987 (57%)
Puts: 4,502 (43%)
Current vs Prior -23.05%
Prior 7-Day Total 43,533
Calls: 24,346 (56%)
Puts: 19,187 (44%)
Prior 7-Day Average 6,219
Calls: 3,478 (56%)
Puts: 2,741 (44%)
Current vs Prior 7-Day Avg +29.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.39% | 12.78%5.39% | 12.78%
Prior 6.48% | 12.69%6.48% | 12.69%
Current vs Prior -16.71% | +0.69%-16.71% | +0.69%
Prior 7-Day Avg 7.63% | 13.53%7.63% | 13.53%
Current vs 7-Day Avg -29.28% | -5.54%-29.28% | -5.54%
Prior 7-Day Eod 6.48% | 12.69%6.48% | 12.69%
Current vs 7-Day Eod -16.71% | +0.69%-16.71% | +0.69%
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
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 51% vs prior. Below-average activity with volume down 57% vs prior. Extreme bearish P/C ratio of 2.32 - heavy put buying. P/C ratio rising 91% - increased hedging/bearish positioning.

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 BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 7.4%, best 7.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 216.507.00$6.757.4%120.80--
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 0.86, highest 0.95)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 175.106.70$5.9027.1%410.921.6K
$52.50Jul 172.703.90$3.3036.4%10.92--
$50.00Aug 216.507.00$6.757.4%120.80--
$55.00Jul 170.751.60$1.1872.0%210.67269
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 178.4010.10$9.2518.4%10.958
$62.50Jul 175.307.60$6.4535.7%20.89--
$60.00Jul 173.105.00$4.0546.9%2000.88365
$65.00Aug 219.1010.50$9.8014.3%10.872
$62.50Aug 216.908.30$7.6018.4%20.81--

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 589, top 252)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 175.106.70$5.9027.1%410.921.6K
$55.00Jul 170.751.60$1.1872.0%210.67269
$67.50Jul 170.000.60$0.30200.0%120.091.4K
$50.00Aug 216.507.00$6.757.4%120.80--
$60.00Aug 211.001.40$1.2033.3%110.29266
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 170.050.75$0.40175.0%2520.33702
$60.00Jul 173.105.00$4.0546.9%2000.88365
$45.00Aug 210.250.45$0.3557.1%140.08119
$55.00Aug 212.402.70$2.5511.8%110.45214
$47.50Aug 210.500.75$0.6339.7%30.1437

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 244.7%, max 343.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 17Aug 21155.2%45.6%240.6%531.6K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$62.50Jul 17Aug 21177.5%40.0%343.9%4--
$65.00Jul 17Aug 21179.9%41.6%332.8%210
$55.00Jul 17Aug 2165.0%40.3%61.3%263916

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 6 found (best R:R 40.67, avg 9.77)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$57.50Jul 17$0.98$1.52$0.981.55$55.98
$50.00$60.00Aug 21$5.55$4.45$5.550.80$55.55
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$40.00Aug 21$0.12$4.88$0.1240.67$44.88
$47.50$45.00Aug 21$0.28$2.22$0.287.93$47.22
$50.00$47.50Aug 21$0.39$2.11$0.395.41$49.61
$55.00$50.00Aug 21$1.53$3.47$1.532.27$53.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 7.33, avg 2.03)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.50$55.00Jul 17$2.12$2.12$0.385.58$54.62
$50.00$60.00Aug 21$5.55$5.55$4.451.25$55.55
$55.00$57.50Jul 17$0.98$0.98$1.520.64$55.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$62.50Aug 21$2.20$2.20$0.307.33$62.80
$60.00$55.00Jul 17$3.65$3.65$1.352.70$56.35
$62.50$55.00Aug 21$5.05$5.05$2.452.06$57.45
$55.00$50.00Aug 21$1.53$1.53$3.470.44$53.47
$50.00$47.50Aug 21$0.39$0.39$2.110.18$49.61

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.18, cheapest $0.55)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 17Aug 21$0.85155.2%45.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$65.00Jul 17Aug 21$0.55179.9%41.6%
$62.50Jul 17Aug 21$1.15177.5%40.0%
$55.00Jul 17Aug 21$2.1565.0%40.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 2.83% of stock, avg 8.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Jul 17$1.18$0.40$1.58$53.42$56.582.83%
$50.00Aug 21$6.75$1.02$7.77$42.23$57.7713.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 1.08% of stock, avg 3.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$55.00Jul 17$0.20$0.40$0.60$54.40$58.10
$67.50$55.00Jul 17$0.30$0.40$0.70$54.30$68.20
$60.00$45.00Aug 21$1.20$0.35$1.55$43.45$61.55
$60.00$47.50Aug 21$1.20$0.63$1.83$45.67$61.83
$60.00$50.00Aug 21$1.20$1.02$2.22$47.78$62.22
$60.00$55.00Aug 21$1.20$2.55$3.75$51.25$63.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.40, avg credit $5.75)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4850/60Aug 21$5.83$4.171.40$41.67$55.83
40/4550/60Aug 21$5.67$4.331.31$39.33$55.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 21.73, cheapest $0.11)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.50$55.00Jul 17$0.48$2.024.21
$52.50$55.00$57.50Jul 17$1.14$1.361.19
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$45.00$47.50$50.00Aug 21$0.11$2.3921.73
$60.00$62.50$65.00Jul 17$0.40$2.105.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.40, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.50$67.501:2Jul 17-$0.40$9.60
$50.00$52.501:2Jul 17-$0.70$1.80
$50.00$60.001:2Aug 21$4.35$5.65
$55.00$57.501:2Jul 17$0.78$1.72
$52.50$55.001:2Jul 17$0.94$1.56
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$40.001:2Aug 21-$0.11$4.89
$47.50$45.001:2Aug 21-$0.07$2.43
$50.00$47.501:2Aug 21-$0.24$2.26
$62.50$60.001:2Jul 17-$1.65$0.85
$62.50$55.001:2Aug 21$2.50$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 1.79%, avg 1.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Aug 21$1.000.297.5%1.79%9.32%11266

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 213
Total Puts 494
Put/Call Ratio 2.32
Net Difference -281

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,143
Total Puts 3,237
Average Put/Call Ratio 1.99
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All