Tour v528
JEF
JEFFERIES FINL GROUP
$46.24 -1.58%
$46.01 (-0.50%)🌙
as of 09/24 06:43 PM
◀ 9/24 18:43 ▶

Option Volume

Detail
ℹ
Current (09/24) 1,060
Calls: 116 (11%)
Puts: 944 (89%)
Prior (09/21) 1,086
Calls: 378 (35%)
Puts: 708 (65%)
Current vs Prior -2.39%
Calls: -69.31% (Calls)
Puts: +33.33% (Puts)
Prior 7-Day Total 10,951
Calls: 1,122 (10%)
Puts: 9,829 (90%)
Prior 7-Day Average 1,564
Calls: 160 (10%)
Puts: 1,404 (90%)
Current vs Prior 7-Day Avg -32.24%
Calls: -27.63%
Puts: -32.77%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/24) $160.0K
Calls: $35.3K (22%)
Puts: $124.7K (78%)
Prior (09/21) $422.9K
Calls: $36.0K (9%)
Puts: $386.9K (91%)
Current vs Prior -62.17%
Calls: -1.90%
Puts: -67.77%
Prior 7-Day Total $2.16M
Calls: $223.6K (10%)
Puts: $1.93M (90%)
Prior 7-Day Average $308.4K
Calls: $31.9K (10%)
Puts: $276.4K (90%)
Current vs Prior 7-Day Avg -48.12%
Calls: +10.52%
Puts: -54.89%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 8.14
Prior (09/21) 1.87
Current vs Prior +334.48%
Prior 7-Day Average 3.72
Current vs Prior 7-Day Avg +118.84%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/24) 2,094
Calls: 1,130 (54%)
Puts: 964 (46%)
Prior (09/21) 2,323
Calls: 1,891 (81%)
Puts: 432 (19%)
Current vs Prior -9.86%
Prior 7-Day Total 68,948
Calls: 14,772 (21%)
Puts: 54,176 (79%)
Prior 7-Day Average 9,849
Calls: 2,110 (21%)
Puts: 7,739 (79%)
Current vs Prior 7-Day Avg -78.74%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 9.15% | 13.80%
Prior 10.09% | 13.96%
Current vs Prior -9.37% | -1.17%
Prior 7-Day Avg 7.78% | 13.13%
Current vs 7-Day Avg +17.53% | +5.07%
Prior 7-Day Eod 10.09% | 13.96%
Current vs 7-Day Eod -9.37% | -1.17%
Sentiment BULLISH

Relative Spread

Detail
ℹ
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 78% of dollar volume in puts ($124.7K) vs calls ($35.3K). Light premium activity with dollar volume down 62% vs prior. Extreme bearish P/C ratio of 8.14 - heavy put buying. P/C ratio rising 334% - increased hedging/bearish positioning.

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 BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 0.79, highest 0.92)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 162.303.20$2.7532.7%140.619
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 168.509.80$9.1514.2%10.92--
$60.00Oct 1612.8015.00$13.9015.8%130.9121
$50.00Oct 164.204.90$4.5515.4%20.7331

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 199, top 128)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 162.303.20$2.7532.7%140.619
$55.00Oct 160.050.35$0.20150.0%130.08465
$47.50Oct 161.151.85$1.5046.7%10.42--
$50.00Oct 160.401.30$0.85105.9%10.27118
$52.50Oct 160.100.60$0.35142.9%10.1447
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 160.100.45$0.28125.0%1280.1026
$60.00Oct 1612.8015.00$13.9015.8%130.9121
$42.50Oct 160.401.20$0.80100.0%120.23190
$45.00Oct 161.201.75$1.4837.2%110.39316
$37.50Oct 160.050.25$0.15133.3%20.05--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 2.85, avg 6.11)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$50.00Oct 16$0.65$1.85$0.6542%2.85$48.15
$52.50$55.00Oct 16$0.15$2.35$0.1514%15.67$52.65
$45.00$47.50Oct 16$1.25$1.25$1.2561%1.00$46.25
$50.00$52.50Oct 16$0.50$2.00$0.5027%4.00$50.50
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$37.50Oct 16$0.13$2.37$0.1310%18.23$39.87
$45.00$42.50Oct 16$0.68$1.82$0.6839%2.68$44.32
$50.00$45.00Oct 16$3.07$1.93$3.0773%0.63$46.93
$42.50$40.00Oct 16$0.52$1.98$0.5223%3.81$41.98

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.26, avg 0.22)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$52.50Oct 16$0.50$0.50$2.0073%0.25$50.50
$52.50$55.00Oct 16$0.15$0.15$2.3586%0.06$52.65
$47.50$50.00Oct 16$0.65$0.65$1.8558%0.35$48.15
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Oct 16$0.52$0.52$1.9877%0.26$41.98
$45.00$42.50Oct 16$0.68$0.68$1.8261%0.37$44.32
$40.00$37.50Oct 16$0.13$0.13$2.3790%0.05$39.87

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 9.15% of stock, avg 10.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$2.75$1.48$4.23$40.77$49.239.15%
$50.00Oct 16$0.85$4.55$5.40$44.60$55.4011.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.76% of stock, avg 3.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$37.50Oct 16$0.20$0.15$0.35$37.15$55.35
$55.00$40.00Oct 16$0.20$0.28$0.48$39.52$55.48
$52.50$37.50Oct 16$0.35$0.15$0.50$37.00$53.00
$52.50$40.00Oct 16$0.35$0.28$0.63$39.37$53.13
$55.00$42.50Oct 16$0.20$0.80$1.00$41.50$56.00
$52.50$42.50Oct 16$0.35$0.80$1.15$41.35$53.65
$50.00$37.50Oct 16$0.85$0.15$1.00$36.50$51.00
$50.00$40.00Oct 16$0.85$0.28$1.13$38.87$51.13
$50.00$42.50Oct 16$0.85$0.80$1.65$40.85$51.65
$55.00$45.00Oct 16$0.20$1.48$1.68$43.32$56.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.69, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4250/52Oct 16$1.02$1.4850%0.69$41.48$51.02
40/4252/55Oct 16$0.67$1.8363%0.37$41.83$53.17
38/4050/52Oct 16$0.63$1.8763%0.34$39.37$50.63
38/4052/55Oct 16$0.28$2.2276%0.13$39.72$52.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 32.33, cheapest $0.15)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$47.50$50.00$52.50Oct 16$0.15$2.3528%15.67
$45.00$47.50$50.00Oct 16$0.60$1.9034%3.17
$50.00$52.50$55.00Oct 16$0.35$2.1519%6.14
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$55.00$60.00Oct 16$0.15$4.8518%32.33
$40.00$42.50$45.00Oct 16$0.16$2.3428%14.63
$45.00$50.00$55.00Oct 16$1.53$3.4753%2.27
$37.50$40.00$42.50Oct 16$0.39$2.1118%5.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.25, 6 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Oct 16-$0.25$2.25
$47.50$50.001:2Oct 16-$0.20$2.30
$52.50$55.001:2Oct 16-$0.05$2.45
$50.00$52.501:2Oct 16$0.15$2.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$42.501:2Oct 16-$0.12$2.38
$60.00$55.001:2Oct 16-$4.40$0.60
$40.00$37.501:2Oct 16-$0.02$2.48
$55.00$50.001:2Oct 16$0.05$4.95
$50.00$45.001:2Oct 16$1.59$3.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.49%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Oct 16$1.150.422.7%2.49%5.21%1--
$50.00Oct 16$0.400.278.1%0.87%9.00%1118
$52.50Oct 16$0.100.1413.5%0.22%13.75%147

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 116
Total Puts 944
Put/Call Ratio 8.14
Net Difference -828

Prior's Put/Call Breakdown

Total Calls 378
Total Puts 708
Put/Call Ratio 1.87
Net Difference -330

Prior 7-Day Put/Call Summary

Total Calls 1,122
Total Puts 9,829
Average Put/Call Ratio 3.72
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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