Tour v531
JEF
JEFFERIES FINL GROUP
$45.97 +1.59%
$45.77 (-0.43%)🌙
as of 10/02 06:28 PM
◀ 10/2 18:28 ▶

Option Volume

Detail
ℹ
Current (10/02) 258
Calls: 169 (66%)
Puts: 89 (34%)
Prior (10/01) 1,273
Calls: 230 (18%)
Puts: 1,043 (82%)
Current vs Prior -79.73%
Calls: -26.52% (Calls)
Puts: -91.47% (Puts)
Prior 7-Day Total 15,816
Calls: 5,385 (34%)
Puts: 10,431 (66%)
Prior 7-Day Average 2,259
Calls: 769 (34%)
Puts: 1,490 (66%)
Current vs Prior 7-Day Avg -88.58%
Calls: -78.03%
Puts: -94.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $89.2K
Calls: $75.1K (84%)
Puts: $14.1K (16%)
Prior (10/01) $426.6K
Calls: $49.8K (12%)
Puts: $376.8K (88%)
Current vs Prior -79.08%
Calls: +50.96%
Puts: -96.26%
Prior 7-Day Total $2.34M
Calls: $657.2K (28%)
Puts: $1.68M (72%)
Prior 7-Day Average $333.9K
Calls: $93.9K (28%)
Puts: $240.0K (72%)
Current vs Prior 7-Day Avg -73.27%
Calls: -19.97%
Puts: -94.12%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.53
Prior (10/01) 4.53
Current vs Prior -88.39%
Prior 7-Day Average 3.01
Current vs Prior 7-Day Avg -82.48%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/02) 6,439
Calls: 2,286 (36%)
Puts: 4,153 (64%)
Prior (10/01) 12,749
Calls: 3,630 (28%)
Puts: 9,119 (72%)
Current vs Prior -49.49%
Prior 7-Day Total 73,209
Calls: 24,418 (33%)
Puts: 48,791 (67%)
Prior 7-Day Average 10,458
Calls: 3,488 (33%)
Puts: 6,970 (67%)
Current vs Prior 7-Day Avg -38.43%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 6.37% | 11.90%6.37% | 11.90%
Prior 6.70% | 12.44%6.70% | 12.44%
Current vs Prior -4.81% | -4.36%-4.81% | -4.36%
Prior 7-Day Avg 8.41% | 13.07%8.41% | 13.07%
Current vs 7-Day Avg -24.24% | -8.98%-24.24% | -8.98%
Prior 7-Day Eod 6.70% | 12.44%6.70% | 12.44%
Current vs 7-Day Eod -4.81% | -4.36%-4.81% | -4.36%
Sentiment BULLISHBULLISH

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 16.45% | 20.98%
Calls: 16.22% | 23.31%
Puts: 16.69% | 18.65%
Current vs 7-Day Avg +14.13% | -14.73%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($75.1K) vs puts ($14.1K). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 80% vs prior. Bullish P/C ratio of 0.53.

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 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. 1 found (avg $0.83, cheapest $0.83)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 160.750.90$0.8318.1%110.35--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 4 found (avg delta 0.76, highest 0.90)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 161.652.35$2.0035.0%30.6337
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 168.209.60$8.9015.7%20.90--
$50.00Oct 163.604.60$4.1024.4%20.8531
$47.50Oct 162.102.40$2.2513.3%10.651.3K

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 76, top 21)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 160.150.40$0.2889.3%120.151.2K
$47.50Oct 160.750.90$0.8318.1%110.35--
$45.00Oct 161.652.35$2.0035.0%30.6337
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 160.250.40$0.3345.5%210.161.4K
$45.00Oct 160.701.15$0.9348.4%200.37857
$40.00Oct 160.050.25$0.15133.3%40.07--
$50.00Oct 163.604.60$4.1024.4%20.8531
$55.00Oct 168.209.60$8.9015.7%20.90--

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. 5 found (best R:R 1.14, avg 4.33)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$47.50Oct 16$1.17$1.33$1.1763%1.14$46.17
$47.50$50.00Oct 16$0.55$1.95$0.5536%3.55$48.05
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.50$40.00Oct 16$0.18$2.32$0.1816%12.89$42.32
$47.50$45.00Oct 16$1.32$1.18$1.3265%0.89$46.18
$45.00$42.50Oct 16$0.60$1.90$0.6037%3.17$44.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.32, avg 0.23)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.50$50.00Oct 16$0.55$0.55$1.9564%0.28$48.05
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.60$0.60$1.9063%0.32$44.40
$42.50$40.00Oct 16$0.18$0.18$2.3284%0.08$42.32

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 6.37% of stock, avg 7.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$2.00$0.93$2.93$42.07$47.936.37%
$47.50Oct 16$0.83$2.25$3.08$44.42$50.586.70%
$50.00Oct 16$0.28$4.10$4.38$45.62$54.389.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.94% of stock, avg 2.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$40.00Oct 16$0.28$0.15$0.43$39.57$50.43
$50.00$42.50Oct 16$0.28$0.33$0.61$41.89$50.61
$47.50$40.00Oct 16$0.83$0.15$0.98$39.02$48.48
$47.50$42.50Oct 16$0.83$0.33$1.16$41.34$48.66
$50.00$45.00Oct 16$0.28$0.93$1.21$43.79$51.21
$47.50$45.00Oct 16$0.83$0.93$1.76$43.24$49.26

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 3.72, cheapest $0.42)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.62$1.8848%3.03
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.53$1.9748%3.72
$42.50$45.00$47.50Oct 16$0.72$1.7849%2.47
$40.00$42.50$45.00Oct 16$0.42$2.0830%4.95

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.40, 1 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Oct 16$0.34$2.16
$47.50$50.001:2Oct 16$0.27$2.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Oct 16-$0.40$2.10
$55.00$50.001:2Oct 16$0.70$4.30
$47.50$45.001:2Oct 16$0.39$2.11
$45.00$42.501:2Oct 16$0.27$2.23
$42.50$40.001:2Oct 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 1.63%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Oct 16$0.750.353.3%1.63%4.96%11--
$50.00Oct 16$0.150.158.8%0.33%9.09%121.2K

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 169
Total Puts 89
Put/Call Ratio 0.53
Net Difference 80

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,385
Total Puts 10,431
Average Put/Call Ratio 3.01
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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