Tour v528
JEF
JEFFERIES FINL GROUP
$46.52 -1.29%
$46.60 (+0.17%)🌙
as of 09/29 06:38 PM
◀ 9/29 18:38 ▶

Option Volume

Detail
ℹ
Current (09/29) 1,179
Calls: 329 (28%)
Puts: 850 (72%)
Prior (09/28) 9,254
Calls: 3,921 (42%)
Puts: 5,333 (58%)
Current vs Prior -87.26%
Calls: -91.61% (Calls)
Puts: -84.06% (Puts)
Prior 7-Day Total 18,074
Calls: 5,171 (29%)
Puts: 12,903 (71%)
Prior 7-Day Average 2,582
Calls: 738 (29%)
Puts: 1,843 (71%)
Current vs Prior 7-Day Avg -54.34%
Calls: -55.46%
Puts: -53.89%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/29) $148.1K
Calls: $63.1K (43%)
Puts: $85.0K (57%)
Prior (09/28) $804.7K
Calls: $368.2K (46%)
Puts: $436.5K (54%)
Current vs Prior -81.59%
Calls: -82.86%
Puts: -80.52%
Prior 7-Day Total $2.82M
Calls: $570.5K (20%)
Puts: $2.25M (80%)
Prior 7-Day Average $403.1K
Calls: $81.5K (20%)
Puts: $321.6K (80%)
Current vs Prior 7-Day Avg -63.25%
Calls: -22.56%
Puts: -73.56%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 2.58
Prior (09/28) 1.36
Current vs Prior +89.95%
Prior 7-Day Average 3.25
Current vs Prior 7-Day Avg -20.42%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/29) 10,489
Calls: 3,915 (37%)
Puts: 6,574 (63%)
Prior (09/28) 5,859
Calls: 1,982 (34%)
Puts: 3,877 (66%)
Current vs Prior +79.02%
Prior 7-Day Total 85,514
Calls: 20,799 (24%)
Puts: 64,715 (76%)
Prior 7-Day Average 12,216
Calls: 2,971 (24%)
Puts: 9,245 (76%)
Current vs Prior 7-Day Avg -14.14%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 7.42% | 11.95%
Prior 9.65% | 13.64%
Current vs Prior -23.18% | -12.40%
Prior 7-Day Avg 8.67% | 13.31%
Current vs 7-Day Avg -14.45% | -10.20%
Prior 7-Day Eod 9.65% | 13.64%
Current vs 7-Day Eod -23.18% | -12.40%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.78% | 17.89%
Calls: 16.43% | 18.75%
Puts: 21.13% | 17.03%
Prior 18.78% | 17.89%
Calls: 16.43% | 18.75%
Puts: 21.13% | 17.03%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 12.16% | 25.63%
Calls: 13.57% | 32.12%
Puts: 10.75% | 19.15%
Current vs 7-Day Avg +54.39% | -30.21%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 87% vs prior. Extreme bearish P/C ratio of 2.58 - heavy put buying. P/C ratio rising 90% - 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 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 -- 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. 5 found (avg delta 0.75, highest 0.91)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 164.005.70$4.8535.1%20.83--
$45.00Oct 162.253.00$2.6328.5%230.6740
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Oct 164.806.50$5.6530.1%20.91--
$50.00Oct 163.504.10$3.8015.8%190.7737
$47.50Oct 161.852.35$2.1023.8%340.561.1K

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 835, top 227)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 160.951.75$1.3559.3%1040.44202
$52.50Oct 160.000.40$0.20200.0%450.10481
$50.00Oct 160.450.70$0.5743.9%380.241.3K
$45.00Oct 162.253.00$2.6328.5%230.6740
$55.00Oct 160.050.30$0.18138.9%130.08950
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 160.350.65$0.5060.0%2270.181.6K
$45.00Oct 160.801.25$1.0244.1%2180.34988
$40.00Oct 160.050.25$0.15133.3%1060.07965
$47.50Oct 161.852.35$2.1023.8%340.561.1K
$50.00Oct 163.504.10$3.8015.8%190.7737

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. 7 found (best R:R 0.95, avg 5.12)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$47.50Oct 16$1.28$1.22$1.2867%0.95$46.28
$47.50$50.00Oct 16$0.78$1.72$0.7844%2.21$48.28
$50.00$52.50Oct 16$0.37$2.13$0.3724%5.76$50.37
$55.00$57.50Oct 16$0.15$2.35$0.158%15.67$55.15
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.52$1.98$0.5234%3.81$44.48
$47.50$45.00Oct 16$1.08$1.42$1.0856%1.31$46.42
$42.50$40.00Oct 16$0.35$2.15$0.3518%6.14$42.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.16, avg 0.22)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$57.50Oct 16$0.15$0.15$2.3592%0.06$55.15
$50.00$52.50Oct 16$0.37$0.37$2.1376%0.17$50.37
$47.50$50.00Oct 16$0.78$0.78$1.7256%0.45$48.28
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Oct 16$0.35$0.35$2.1582%0.16$42.15
$45.00$42.50Oct 16$0.52$0.52$1.9866%0.26$44.48

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. 4 found (cheapest 7.42% of stock, avg 9.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Oct 16$1.35$2.10$3.45$44.05$50.957.42%
$45.00Oct 16$2.63$1.02$3.65$41.35$48.657.85%
$50.00Oct 16$0.57$3.80$4.37$45.63$54.379.39%
$42.50Oct 16$4.85$0.50$5.35$37.15$47.8511.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.71% of stock, avg 2.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Oct 16$0.18$0.15$0.33$39.67$55.33
$52.50$40.00Oct 16$0.20$0.15$0.35$39.65$52.85
$52.50$42.50Oct 16$0.20$0.50$0.70$41.80$53.20
$55.00$42.50Oct 16$0.18$0.50$0.68$41.82$55.68
$50.00$40.00Oct 16$0.57$0.15$0.72$39.28$50.72
$50.00$42.50Oct 16$0.57$0.50$1.07$41.43$51.07
$52.50$45.00Oct 16$0.20$1.02$1.22$43.78$53.72
$55.00$45.00Oct 16$0.18$1.02$1.20$43.80$56.20
$50.00$45.00Oct 16$0.57$1.02$1.59$43.41$51.59
$47.50$40.00Oct 16$1.35$0.15$1.50$38.50$49.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.25, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4255/58Oct 16$0.50$2.0074%0.25$42.00$55.50
40/4250/52Oct 16$0.72$1.7858%0.40$41.78$50.72
42/4555/58Oct 16$0.67$1.8359%0.37$44.33$55.67
42/4550/52Oct 16$0.89$1.6142%0.55$44.11$50.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 15.67, cheapest $0.15)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.50$2.0043%4.00
$47.50$50.00$52.50Oct 16$0.41$2.0934%5.10
$50.00$52.50$55.00Oct 16$0.35$2.1516%6.14
$42.50$45.00$47.50Oct 16$0.94$1.5638%1.66
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$47.50$50.00$52.50Oct 16$0.15$2.3535%15.67
$40.00$42.50$45.00Oct 16$0.17$2.3327%13.71
$45.00$47.50$50.00Oct 16$0.62$1.8844%3.03
$42.50$45.00$47.50Oct 16$0.56$1.9438%3.46
$37.50$40.00$42.50Oct 16$0.30$2.2014%7.33

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 $-0.41, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.50$45.001:2Oct 16-$0.41$2.09
$45.00$47.501:2Oct 16-$0.07$2.43
$52.50$55.001:2Oct 16-$0.16$2.34
$47.50$50.001:2Oct 16$0.21$2.29
$50.00$52.501:2Oct 16$0.17$2.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Oct 16-$0.40$2.10
$52.50$50.001:2Oct 16-$1.95$0.55
$40.00$37.501:2Oct 16-$0.05$2.45
$47.50$45.001:2Oct 16$0.06$2.44
$45.00$42.501:2Oct 16$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.04%, avg 1.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Oct 16$0.950.442.1%2.04%4.15%104202
$50.00Oct 16$0.450.247.5%0.97%8.45%381.3K

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 329
Total Puts 850
Put/Call Ratio 2.58
Net Difference -521

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,171
Total Puts 12,903
Average Put/Call Ratio 3.25
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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