Tour v528
JEF
JEFFERIES FINL GROUP
$47.68 +3.11%
$47.75 (+0.15%)🌙
as of 09/25 06:00 PM
◀ 9/25 18:00 ▶

Option Volume

Detail
ℹ
Current (09/25) 520
Calls: 307 (59%)
Puts: 213 (41%)
Prior (09/24) 1,060
Calls: 116 (11%)
Puts: 944 (89%)
Current vs Prior -50.94%
Calls: +164.66% (Calls)
Puts: -77.44% (Puts)
Prior 7-Day Total 11,859
Calls: 1,126 (9%)
Puts: 10,733 (91%)
Prior 7-Day Average 1,694
Calls: 160 (9%)
Puts: 1,533 (91%)
Current vs Prior 7-Day Avg -69.31%
Calls: +90.85%
Puts: -86.11%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25) $83.4K
Calls: $49.0K (59%)
Puts: $34.4K (41%)
Prior (09/24) $160.0K
Calls: $35.3K (22%)
Puts: $124.7K (78%)
Current vs Prior -47.89%
Calls: +38.74%
Puts: -72.42%
Prior 7-Day Total $2.26M
Calls: $207.6K (9%)
Puts: $2.05M (91%)
Prior 7-Day Average $323.0K
Calls: $29.7K (9%)
Puts: $293.3K (91%)
Current vs Prior 7-Day Avg -74.19%
Calls: +65.17%
Puts: -88.28%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25) 0.69
Prior (09/24) 8.14
Current vs Prior -91.47%
Prior 7-Day Average 4.38
Current vs Prior 7-Day Avg -84.17%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25) 32,677
Calls: 10,211 (31%)
Puts: 22,466 (69%)
Prior (09/24) 2,094
Calls: 1,130 (54%)
Puts: 964 (46%)
Current vs Prior +1460.51%
Prior 7-Day Total 64,594
Calls: 13,007 (20%)
Puts: 51,587 (80%)
Prior 7-Day Average 9,227
Calls: 1,858 (20%)
Puts: 7,369 (80%)
Current vs Prior 7-Day Avg +254.12%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 9.14% | 13.74%
Prior 9.15% | 13.80%
Current vs Prior -0.04% | -0.44%
Prior 7-Day Avg 8.07% | 13.15%
Current vs 7-Day Avg +13.33% | +4.46%
Prior 7-Day Eod 9.15% | 13.80%
Current vs 7-Day Eod -0.04% | -0.44%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 22.52% | 17.80%
Calls: 27.27% | 9.52%
Puts: 17.78% | 26.09%
Prior 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Current vs Prior +156.78% | -38.09%
Prior 7-Day Avg 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Current vs 7-Day Avg +156.78% | -38.09%
Liquidity Expensive
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🤖 AI Insights

Below-average activity with volume down 51% vs prior. Bullish P/C ratio of 0.69. P/C ratio dropping 91% - sentiment shifting bullish. Put-heavy open interest (22,466 puts vs 10,211 calls) suggests hedging or bearish positioning.

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 BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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. 7 found (avg delta 0.77, highest 0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 163.204.40$3.8031.6%40.7023
$47.50Oct 161.802.65$2.2338.1%330.5256
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 1611.2013.50$12.3518.6%--0.9411
$57.50Oct 169.5010.60$10.0510.9%80.9211
$55.00Oct 167.308.40$7.8514.0%--0.8883
$52.50Oct 165.106.20$5.6519.5%--0.77152
$50.00Oct 163.204.20$3.7027.0%40.6431

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 369, top 122)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 160.801.85$1.3378.9%1220.36118
$47.50Oct 161.802.65$2.2338.1%330.5256
$45.00Oct 163.204.40$3.8031.6%40.7023
$52.50Oct 160.451.00$0.7375.3%30.2348
$55.00Oct 160.100.55$0.33136.4%30.12464
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.50Oct 160.050.25$0.15133.3%540.0584
$40.00Oct 160.200.30$0.2540.0%500.08149
$42.50Oct 160.150.90$0.53141.5%460.16191
$47.50Oct 161.652.60$2.1344.6%310.481.0K
$57.50Oct 169.5010.60$10.0510.9%80.9211

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. 10 found (best R:R 1.78, avg 6.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$50.00Oct 16$0.90$1.60$0.9052%1.78$48.40
$55.00$57.50Oct 16$0.13$2.37$0.1312%18.23$55.13
$50.00$52.50Oct 16$0.60$1.90$0.6036%3.17$50.60
$45.00$47.50Oct 16$1.57$0.93$1.5770%0.59$46.57
$52.50$55.00Oct 16$0.40$2.10$0.4023%5.25$52.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$37.50Oct 16$0.10$2.40$0.108%24.00$39.90
$47.50$45.00Oct 16$0.95$1.55$0.9548%1.63$46.55
$42.50$40.00Oct 16$0.28$2.22$0.2816%7.93$42.22
$50.00$47.50Oct 16$1.57$0.93$1.5764%0.59$48.43
$45.00$42.50Oct 16$0.65$1.85$0.6530%2.85$44.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.35, avg 0.24)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$55.00Oct 16$0.40$0.40$2.1077%0.19$52.90
$50.00$52.50Oct 16$0.60$0.60$1.9064%0.32$50.60
$55.00$57.50Oct 16$0.13$0.13$2.3788%0.05$55.13
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.65$0.65$1.8570%0.35$44.35
$42.50$40.00Oct 16$0.28$0.28$2.2284%0.13$42.22
$47.50$45.00Oct 16$0.95$0.95$1.5552%0.61$46.55
$40.00$37.50Oct 16$0.10$0.10$2.4092%0.04$39.90

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. 3 found (cheapest 9.14% of stock, avg 10.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Oct 16$2.23$2.13$4.36$43.14$51.869.14%
$45.00Oct 16$3.80$1.18$4.98$40.02$49.9810.44%
$50.00Oct 16$1.33$3.70$5.03$44.97$55.0310.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.84% of stock, avg 2.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$35.00Oct 16$0.15$0.25$0.40$34.60$60.40
$60.00$40.00Oct 16$0.15$0.25$0.40$39.60$60.40
$57.50$40.00Oct 16$0.20$0.25$0.45$39.55$57.95
$57.50$35.00Oct 16$0.20$0.25$0.45$34.55$57.95
$55.00$40.00Oct 16$0.33$0.25$0.58$39.42$55.58
$55.00$35.00Oct 16$0.33$0.25$0.58$34.42$55.58
$60.00$42.50Oct 16$0.15$0.53$0.68$41.82$60.68
$57.50$42.50Oct 16$0.20$0.53$0.73$41.77$58.23
$55.00$42.50Oct 16$0.33$0.53$0.86$41.64$55.86
$52.50$40.00Oct 16$0.73$0.25$0.98$39.02$53.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.25, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4052/55Oct 16$0.50$2.0069%0.25$39.50$53.00
42/4552/55Oct 16$1.05$1.4547%0.72$43.95$53.55
38/4055/58Oct 16$0.23$2.2780%0.10$39.77$55.23
42/4555/58Oct 16$0.78$1.7258%0.45$44.22$55.78
40/4252/55Oct 16$0.68$1.8261%0.37$41.82$53.18
40/4255/58Oct 16$0.41$2.0972%0.20$42.09$55.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 7.33, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Oct 16$0.20$2.3024%11.50
$47.50$50.00$52.50Oct 16$0.30$2.2030%7.33
$55.00$57.50$60.00Oct 16$0.08$2.427%30.25
$52.50$55.00$57.50Oct 16$0.27$2.2315%8.26
$45.00$47.50$50.00Oct 16$0.67$1.8334%2.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Oct 16$0.30$2.2031%7.33
$50.00$52.50$55.00Oct 16$0.25$2.2524%9.00
$47.50$50.00$52.50Oct 16$0.38$2.1229%5.58
$55.00$57.50$60.00Oct 16$0.10$2.407%24.00
$37.50$40.00$42.50Oct 16$0.18$2.3212%12.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.66, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Oct 16-$0.66$1.84
$47.50$50.001:2Oct 16-$0.43$2.07
$50.00$52.501:2Oct 16-$0.13$2.37
$55.00$57.501:2Oct 16-$0.07$2.43
$57.50$60.001:2Oct 16-$0.10$2.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Oct 16-$0.56$1.94
$47.50$45.001:2Oct 16-$0.23$2.27
$52.50$50.001:2Oct 16-$1.75$0.75
$40.00$37.501:2Oct 16-$0.05$2.45
$37.50$35.001:2Oct 16-$0.35$2.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.68%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Oct 16$0.800.364.9%1.68%6.54%122118
$52.50Oct 16$0.450.2310.1%0.94%11.05%348
$55.00Oct 16$0.100.1215.3%0.21%15.56%3464

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 307
Total Puts 213
Put/Call Ratio 0.69
Net Difference 94

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,126
Total Puts 10,733
Average Put/Call Ratio 4.38
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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