Tour v529
JEF
JEFFERIES FINL GROUP
$45.73 -1.70%
$45.29 (-0.96%)🌙
as of 10/01 12:12 AM
◀ 9/30 00:12 ▶

Option Volume

Detail
ℹ
Current (10/01) 1,444
Calls: 104 (7%)
Puts: 1,340 (93%)
Prior (09/29) 1,179
Calls: 329 (28%)
Puts: 850 (72%)
Current vs Prior +22.48%
Calls: -68.39% (Calls)
Puts: +57.65% (Puts)
Prior 7-Day Total 15,448
Calls: 5,366 (35%)
Puts: 10,082 (65%)
Prior 7-Day Average 2,206
Calls: 766 (35%)
Puts: 1,440 (65%)
Current vs Prior 7-Day Avg -34.57%
Calls: -86.43%
Puts: -6.96%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/01) $291.4K
Calls: $55.8K (19%)
Puts: $235.6K (81%)
Prior (09/29) $148.1K
Calls: $63.1K (43%)
Puts: $85.0K (57%)
Current vs Prior +96.72%
Calls: -11.58%
Puts: +177.09%
Prior 7-Day Total $2.53M
Calls: $608.5K (24%)
Puts: $1.92M (76%)
Prior 7-Day Average $361.2K
Calls: $86.9K (24%)
Puts: $274.3K (76%)
Current vs Prior 7-Day Avg -19.32%
Calls: -35.81%
Puts: -14.09%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 12.88
Prior (09/29) 2.58
Current vs Prior +398.71%
Prior 7-Day Average 2.90
Current vs Prior 7-Day Avg +344.07%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/01) 7,018
Calls: 1,659 (24%)
Puts: 5,359 (76%)
Prior (09/29) 10,489
Calls: 3,915 (37%)
Puts: 6,574 (63%)
Current vs Prior -33.09%
Prior 7-Day Total 79,008
Calls: 22,510 (28%)
Puts: 56,498 (72%)
Prior 7-Day Average 11,286
Calls: 3,215 (28%)
Puts: 8,071 (72%)
Current vs Prior 7-Day Avg -37.82%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 6.74% | 11.98%
Prior 7.42% | 11.95%
Current vs Prior -9.18% | +0.26%
Prior 7-Day Avg 8.62% | 13.07%
Current vs 7-Day Avg -21.89% | -8.31%
Prior 7-Day Eod 7.42% | 11.95%
Current vs 7-Day Eod -9.18% | +0.26%
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 13.59% | 24.08%
Calls: 14.45% | 29.19%
Puts: 12.73% | 18.98%
Current vs 7-Day Avg +38.15% | -25.71%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 81% of dollar volume in puts ($235.6K) vs calls ($55.8K). Elevated premium activity with dollar volume up 97% vs prior. Extreme bearish P/C ratio of 12.88 - heavy put buying. P/C ratio rising 399% - 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. 4 found (avg delta 0.76, highest 0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 165.506.80$6.1521.1%20.94--
$45.00Oct 161.752.20$1.9822.7%30.6036
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 164.104.80$4.4515.7%10.83--
$47.50Oct 162.252.70$2.4818.1%140.661.4K

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 153, top 50)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 160.000.10$0.05200.0%120.03--
$50.00Oct 160.250.50$0.3865.8%90.181.2K
$47.50Oct 160.601.00$0.8050.0%70.34169
$45.00Oct 161.752.20$1.9822.7%30.6036
$40.00Oct 165.506.80$6.1521.1%20.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 160.000.25$0.13192.3%500.07970
$45.00Oct 160.951.25$1.1027.3%300.40924
$42.50Oct 160.300.55$0.4358.1%190.19--
$47.50Oct 162.252.70$2.4818.1%140.661.4K
$37.50Oct 160.000.10$0.05200.0%40.03581

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. 6 found (best R:R 4.95, avg 5.18)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$50.00Oct 16$0.42$2.08$0.4234%4.95$47.92
$45.00$47.50Oct 16$1.18$1.32$1.1860%1.12$46.18
$50.00$55.00Oct 16$0.33$4.67$0.3318%14.15$50.33
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$45.00Oct 16$1.38$1.12$1.3866%0.81$46.12
$45.00$42.50Oct 16$0.67$1.83$0.6740%2.73$44.33
$42.50$40.00Oct 16$0.30$2.20$0.3019%7.33$42.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.07, avg 0.20)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$55.00Oct 16$0.33$0.33$4.6782%0.07$50.33
$47.50$50.00Oct 16$0.42$0.42$2.0866%0.20$47.92
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Oct 16$0.30$0.30$2.2081%0.14$42.20
$45.00$42.50Oct 16$0.67$0.67$1.8360%0.37$44.33

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 6.74% of stock, avg 8.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$1.98$1.10$3.08$41.92$48.086.74%
$47.50Oct 16$0.80$2.48$3.28$44.22$50.787.17%
$50.00Oct 16$0.38$4.45$4.83$45.17$54.8310.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 1.12% of stock, avg 2.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$40.00Oct 16$0.38$0.13$0.51$39.49$50.51
$50.00$42.50Oct 16$0.38$0.43$0.81$41.69$50.81
$47.50$40.00Oct 16$0.80$0.13$0.93$39.07$48.43
$47.50$42.50Oct 16$0.80$0.43$1.23$41.27$48.73
$50.00$45.00Oct 16$0.38$1.10$1.48$43.52$51.48
$47.50$45.00Oct 16$0.80$1.10$1.90$43.10$49.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.40, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4248/50Oct 16$0.72$1.7847%0.40$41.78$48.22
40/4250/55Oct 16$0.63$4.3764%0.14$41.87$50.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 5.76, cheapest $0.13)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.76$1.7443%2.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Oct 16$0.37$2.1333%5.76
$45.00$47.50$50.00Oct 16$0.59$1.9143%3.24
$42.50$45.00$47.50Oct 16$0.71$1.7948%2.52
$37.50$40.00$42.50Oct 16$0.22$2.2816%10.36
$35.00$37.50$40.00Oct 16$0.13$2.373%18.23

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 $-0.51, 2 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Oct 16$2.19$2.81
$45.00$47.501:2Oct 16$0.38$2.12
$47.50$50.001:2Oct 16$0.04$2.46
$50.00$55.001:2Oct 16$0.28$4.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Oct 16-$0.51$1.99
$37.50$35.001:2Oct 16-$0.15$2.35
$47.50$45.001:2Oct 16$0.28$2.22
$45.00$42.501:2Oct 16$0.24$2.26
$40.00$37.501:2Oct 16$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.31%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Oct 16$0.600.343.9%1.31%5.18%7169
$50.00Oct 16$0.250.189.3%0.55%9.88%91.2K

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 104
Total Puts 1,340
Put/Call Ratio 12.88
Net Difference -1,236

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,366
Total Puts 10,082
Average Put/Call Ratio 2.90
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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