Tour v531
JEF
JEFFERIES FINL GROUP
$45.25 -1.05%
◀ 10/1 18:30

Option Volume

Detail
ℹ
Current (10/01) 1,273
Calls: 230 (18%)
Puts: 1,043 (82%)
Prior (09/30) 1,444
Calls: 104 (7%)
Puts: 1,340 (93%)
Current vs Prior -11.84%
Calls: +121.15% (Calls)
Puts: -22.16% (Puts)
Prior 7-Day Total 15,383
Calls: 5,330 (35%)
Puts: 10,053 (65%)
Prior 7-Day Average 2,197
Calls: 761 (35%)
Puts: 1,436 (65%)
Current vs Prior 7-Day Avg -42.07%
Calls: -69.79%
Puts: -27.37%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/01) $426.6K
Calls: $49.8K (12%)
Puts: $376.8K (88%)
Prior (09/30) $291.4K
Calls: $55.8K (19%)
Puts: $235.6K (81%)
Current vs Prior +46.37%
Calls: -10.82%
Puts: +59.91%
Prior 7-Day Total $2.57M
Calls: $625.1K (24%)
Puts: $1.94M (76%)
Prior 7-Day Average $366.9K
Calls: $89.3K (24%)
Puts: $277.6K (76%)
Current vs Prior 7-Day Avg +16.26%
Calls: -44.27%
Puts: +35.73%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 4.53
Prior (09/30) 12.88
Current vs Prior -64.80%
Prior 7-Day Average 2.90
Current vs Prior 7-Day Avg +56.29%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/01) 12,749
Calls: 3,630 (28%)
Puts: 9,119 (72%)
Prior (09/30) 7,018
Calls: 1,659 (24%)
Puts: 5,359 (76%)
Current vs Prior +81.66%
Prior 7-Day Total 71,140
Calls: 21,267 (30%)
Puts: 49,873 (70%)
Prior 7-Day Average 10,162
Calls: 3,038 (30%)
Puts: 7,124 (70%)
Current vs Prior 7-Day Avg +25.45%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 6.70% | 12.44%
Prior 6.74% | 11.98%
Current vs Prior -0.58% | +3.83%
Prior 7-Day Avg 8.92% | 13.21%
Current vs 7-Day Avg -24.96% | -5.80%
Prior 7-Day Eod 6.74% | 11.98%
Current vs 7-Day Eod -0.58% | +3.83%
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 15.02% | 22.53%
Calls: 15.33% | 26.25%
Puts: 14.71% | 18.82%
Current vs 7-Day Avg +25.00% | -20.60%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 88% of dollar volume in puts ($376.8K) vs calls ($49.8K). Extreme bearish P/C ratio of 4.53 - heavy put buying. P/C ratio dropping 65% - sentiment shifting bullish. Put-heavy open interest (9,119 puts vs 3,630 calls) suggests hedging or 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 1 of results (avg 9.9%, best 9.9%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 164.805.30$5.059.9%150.8731

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. 3 found (avg delta 0.71, highest 0.87)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 161.551.80$1.6814.9%50.5438
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 164.805.30$5.059.9%150.8731
$47.50Oct 162.603.20$2.9020.7%670.711.4K

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 351, top 115)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 160.100.35$0.22113.6%1150.121.2K
$47.50Oct 160.550.75$0.6530.8%90.29169
$45.00Oct 161.551.80$1.6814.9%50.5438
$52.50Oct 160.000.15$0.08187.5%30.05475
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 161.051.65$1.3544.4%1110.46920
$47.50Oct 162.603.20$2.9020.7%670.711.4K
$42.50Oct 160.300.65$0.4872.9%150.211.4K
$50.00Oct 164.805.30$5.059.9%150.8731
$40.00Oct 160.050.25$0.15133.3%90.08967

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 16.86, avg 5.36)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$52.50Oct 16$0.14$2.36$0.1412%16.86$50.14
$45.00$47.50Oct 16$1.03$1.47$1.0354%1.43$46.03
$47.50$50.00Oct 16$0.43$2.07$0.4329%4.81$47.93
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$45.00Oct 16$1.55$0.95$1.5571%0.61$45.95
$42.50$40.00Oct 16$0.33$2.17$0.3321%6.58$42.17
$45.00$42.50Oct 16$0.87$1.63$0.8746%1.87$44.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.53, avg 0.24)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.50$50.00Oct 16$0.43$0.43$2.0771%0.21$47.93
$50.00$52.50Oct 16$0.14$0.14$2.3688%0.06$50.14
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.87$0.87$1.6354%0.53$44.13
$42.50$40.00Oct 16$0.33$0.33$2.1779%0.15$42.17

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 6.70% of stock, avg 7.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$1.68$1.35$3.03$41.97$48.036.70%
$47.50Oct 16$0.65$2.90$3.55$43.95$51.057.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.82% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$40.00Oct 16$0.22$0.15$0.37$39.63$50.37
$50.00$42.50Oct 16$0.22$0.48$0.70$41.80$50.70
$47.50$40.00Oct 16$0.65$0.15$0.80$39.20$48.30
$47.50$42.50Oct 16$0.65$0.48$1.13$41.37$48.63
$50.00$45.00Oct 16$0.22$1.35$1.57$43.43$51.57
$47.50$45.00Oct 16$0.65$1.35$2.00$43.00$49.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.23, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4250/52Oct 16$0.47$2.0366%0.23$42.03$50.47
40/4248/50Oct 16$0.76$1.7450%0.44$41.74$48.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 2.68, cheapest $0.23)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.60$1.9042%3.17
$47.50$50.00$52.50Oct 16$0.29$2.2124%7.62
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Oct 16$0.68$1.8250%2.68
$45.00$47.50$50.00Oct 16$0.60$1.9041%3.17
$40.00$42.50$45.00Oct 16$0.54$1.9638%3.63
$37.50$40.00$42.50Oct 16$0.23$2.2718%9.87

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.75, 1 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Oct 16$0.38$2.12
$47.50$50.001:2Oct 16$0.21$2.29
$50.00$52.501:2Oct 16$0.06$2.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Oct 16-$0.75$1.75
$47.50$45.001:2Oct 16$0.20$2.30
$45.00$42.501:2Oct 16$0.39$2.11
$42.50$40.001:2Oct 16$0.18$2.32
$40.00$37.501:2Oct 16$0.05$2.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.22%, avg 0.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Oct 16$0.550.295.0%1.22%6.19%9169
$50.00Oct 16$0.100.1210.5%0.22%10.72%1151.2K

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 230
Total Puts 1,043
Put/Call Ratio 4.53
Net Difference -813

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,330
Total Puts 10,053
Average Put/Call Ratio 2.90
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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