Tour v528
JEF
JEFFERIES FINL GROUP
$47.13 -1.17%
$46.77 (-0.76%)🌙
as of 09/29 02:40 AM
◀ 9/28 02:40 ▶

Option Volume

Detail
ℹ
Current (09/29) 9,254
Calls: 3,921 (42%)
Puts: 5,333 (58%)
Prior (09/25) 520
Calls: 307 (59%)
Puts: 213 (41%)
Current vs Prior +1679.62%
Calls: +1177.20% (Calls)
Puts: +2403.76% (Puts)
Prior 7-Day Total 12,015
Calls: 1,385 (12%)
Puts: 10,630 (88%)
Prior 7-Day Average 1,716
Calls: 197 (12%)
Puts: 1,518 (88%)
Current vs Prior 7-Day Avg +439.14%
Calls: +1881.73%
Puts: +251.19%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/29) $804.7K
Calls: $368.2K (46%)
Puts: $436.5K (54%)
Prior (09/25) $83.4K
Calls: $49.0K (59%)
Puts: $34.4K (41%)
Current vs Prior +865.30%
Calls: +651.72%
Puts: +1169.51%
Prior 7-Day Total $2.31M
Calls: $236.0K (10%)
Puts: $2.07M (90%)
Prior 7-Day Average $329.8K
Calls: $33.7K (10%)
Puts: $296.1K (90%)
Current vs Prior 7-Day Avg +144.01%
Calls: +992.09%
Puts: +47.44%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 1.36
Prior (09/25) 0.69
Current vs Prior +96.03%
Prior 7-Day Average 3.77
Current vs Prior 7-Day Avg -63.89%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/29) 5,859
Calls: 1,982 (34%)
Puts: 3,877 (66%)
Prior (09/25) 32,677
Calls: 10,211 (31%)
Puts: 22,466 (69%)
Current vs Prior -82.07%
Prior 7-Day Total 84,521
Calls: 21,629 (26%)
Puts: 62,892 (74%)
Prior 7-Day Average 12,074
Calls: 3,089 (26%)
Puts: 8,984 (74%)
Current vs Prior 7-Day Avg -51.48%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 9.65% | 13.64%
Prior 9.14% | 13.74%
Current vs Prior +5.58% | -0.69%
Prior 7-Day Avg 8.32% | 13.29%
Current vs 7-Day Avg +16.02% | +2.69%
Prior 7-Day Eod 9.14% | 13.74%
Current vs 7-Day Eod +5.58% | -0.69%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.78% | 17.89%
Calls: 16.43% | 18.75%
Puts: 21.13% | 17.03%
Prior 22.52% | 17.80%
Calls: 27.27% | 9.52%
Puts: 17.78% | 26.09%
Current vs Prior -16.61% | +0.51%
Prior 7-Day Avg 10.73% | 27.19%
Calls: 12.69% | 35.06%
Puts: 8.77% | 19.31%
Current vs 7-Day Avg +74.95% | -34.19%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 865% vs prior. Dollar volume significantly above 7-day average (144% higher). Unusually high activity with volume up 1680% vs prior - elevated interest. Volume explosion - 439% above 7-day average (9,254 vs avg 1,716).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 2 of results (avg 8.8%, best 8.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 162.052.25$2.159.3%2450.5082
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 162.302.50$2.408.3%4210.501.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.60, cheapest $0.60)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Oct 160.550.65$0.6016.7%6920.2048
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 160.550.65$0.6016.7%1.7K0.18193

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 4 found (avg delta 0.66, highest 0.80)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 163.203.80$3.5017.1%230.6827
$47.50Oct 162.052.25$2.159.3%2450.5082
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Oct 165.006.10$5.5519.8%20.80--
$50.00Oct 163.504.10$3.8015.8%210.6731

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 8.8K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 161.051.25$1.1517.4%1.4K0.33195
$55.00Oct 160.200.35$0.2853.6%8340.11463
$52.50Oct 160.550.65$0.6016.7%6920.2048
$57.50Oct 160.050.20$0.13115.4%4370.0640
$47.50Oct 162.052.25$2.159.3%2450.5082
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 160.550.65$0.6016.7%1.7K0.18193
$40.00Oct 160.150.60$0.38118.4%1.0K0.11155
$45.00Oct 161.151.35$1.2516.0%9330.32324
$35.00Oct 160.000.65$0.33197.0%5310.0711
$37.50Oct 160.000.15$0.08187.5%5310.03120

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 0.85, avg 5.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$47.50Oct 16$1.35$1.15$1.3568%0.85$46.35
$50.00$52.50Oct 16$0.55$1.95$0.5533%3.55$50.55
$47.50$50.00Oct 16$1.00$1.50$1.0050%1.50$48.50
$55.00$57.50Oct 16$0.15$2.35$0.1511%15.67$55.15
$52.50$55.00Oct 16$0.32$2.18$0.3220%6.81$52.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$47.50Oct 16$1.40$1.10$1.4067%0.79$48.60
$42.50$40.00Oct 16$0.22$2.28$0.2218%10.36$42.28
$45.00$42.50Oct 16$0.65$1.85$0.6532%2.85$44.35
$47.50$45.00Oct 16$1.15$1.35$1.1550%1.17$46.35
$40.00$37.50Oct 16$0.30$2.20$0.3011%7.33$39.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.14, avg 0.25)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$55.00Oct 16$0.32$0.32$2.1880%0.15$52.82
$55.00$57.50Oct 16$0.15$0.15$2.3589%0.06$55.15
$47.50$50.00Oct 16$1.00$1.00$1.5050%0.67$48.50
$50.00$52.50Oct 16$0.55$0.55$1.9567%0.28$50.55
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.00$37.50Oct 16$0.30$0.30$2.2089%0.14$39.70
$45.00$42.50Oct 16$0.65$0.65$1.8568%0.35$44.35
$42.50$40.00Oct 16$0.22$0.22$2.2882%0.10$42.28

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 9.65% of stock, avg 10.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Oct 16$2.15$2.40$4.55$42.95$52.059.65%
$45.00Oct 16$3.50$1.25$4.75$40.25$49.7510.08%
$50.00Oct 16$1.15$3.80$4.95$45.05$54.9510.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.98% of stock, avg 3.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$35.00Oct 16$0.13$0.33$0.46$34.54$57.96
$57.50$40.00Oct 16$0.13$0.38$0.51$39.49$58.01
$55.00$35.00Oct 16$0.28$0.33$0.61$34.39$55.61
$55.00$40.00Oct 16$0.28$0.38$0.66$39.34$55.66
$57.50$42.50Oct 16$0.13$0.60$0.73$41.77$58.23
$55.00$42.50Oct 16$0.28$0.60$0.88$41.62$55.88
$52.50$35.00Oct 16$0.60$0.33$0.93$34.07$53.43
$52.50$40.00Oct 16$0.60$0.38$0.98$39.02$53.48
$52.50$42.50Oct 16$0.60$0.60$1.20$41.30$53.70
$57.50$45.00Oct 16$0.13$1.25$1.38$43.62$58.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.22, avg credit $0.73)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4055/58Oct 16$0.45$2.0578%0.22$39.55$55.45
38/4052/55Oct 16$0.62$1.8869%0.33$39.38$53.12
38/4050/52Oct 16$0.85$1.6556%0.52$39.15$50.85
42/4555/58Oct 16$0.80$1.7057%0.47$44.20$55.80
42/4552/55Oct 16$0.97$1.5348%0.63$44.03$53.47
40/4255/58Oct 16$0.37$2.1371%0.17$42.13$55.37
40/4252/55Oct 16$0.54$1.9662%0.28$41.96$53.04
42/4550/52Oct 16$1.20$1.3034%0.92$43.80$51.20
40/4250/52Oct 16$0.77$1.7349%0.45$41.73$50.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 9.00, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.35$2.1534%6.14
$50.00$52.50$55.00Oct 16$0.23$2.2722%9.87
$52.50$55.00$57.50Oct 16$0.17$2.3315%13.71
$47.50$50.00$52.50Oct 16$0.45$2.0530%4.56
$55.00$57.50$60.00Oct 16$0.15$2.356%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.25$2.2534%9.00
$47.50$50.00$52.50Oct 16$0.35$2.1530%6.14
$42.50$45.00$47.50Oct 16$0.50$2.0032%4.00
$40.00$42.50$45.00Oct 16$0.43$2.0722%4.81
$35.00$37.50$40.00Oct 16$0.55$1.954%3.55

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 $-0.10, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$50.001:2Oct 16-$0.15$2.35
$45.00$47.501:2Oct 16-$0.80$1.70
$50.00$52.501:2Oct 16-$0.05$2.45
$57.50$60.001:2Oct 16-$0.13$2.37
$52.50$55.001:2Oct 16$0.04$2.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Oct 16-$0.10$2.40
$50.00$47.501:2Oct 16-$1.00$1.50
$42.50$40.001:2Oct 16-$0.16$2.34
$52.50$50.001:2Oct 16-$2.05$0.45
$37.50$35.001:2Oct 16-$0.58$1.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 4.35%, avg 2.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Oct 16$2.050.500.8%4.35%5.13%24582
$50.00Oct 16$1.050.336.1%2.23%8.32%1.4K195
$52.50Oct 16$0.550.2011.4%1.17%12.56%69248
$55.00Oct 16$0.200.1116.7%0.42%17.12%834463

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 3,921
Total Puts 5,333
Put/Call Ratio 1.36
Net Difference -1,412

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,385
Total Puts 10,630
Average Put/Call Ratio 3.77
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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