Tour v531
JEF
JEFFERIES FINL GROUP
$45.84 -0.28%
◀ 10/5 18:30 ▶

Option Volume

Detail
ℹ
Current (10/05) 844
Calls: 105 (12%)
Puts: 739 (88%)
Prior (10/02) 258
Calls: 169 (66%)
Puts: 89 (34%)
Current vs Prior +227.13%
Calls: -37.87% (Calls)
Puts: +730.34% (Puts)
Prior 7-Day Total 14,988
Calls: 5,176 (35%)
Puts: 9,812 (65%)
Prior 7-Day Average 2,141
Calls: 739 (35%)
Puts: 1,401 (65%)
Current vs Prior 7-Day Avg -60.58%
Calls: -85.80%
Puts: -47.28%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/05) $199.4K
Calls: $9.7K (5%)
Puts: $189.6K (95%)
Prior (10/02) $89.2K
Calls: $75.1K (84%)
Puts: $14.1K (16%)
Current vs Prior +123.43%
Calls: -87.04%
Puts: +1244.22%
Prior 7-Day Total $2.00M
Calls: $696.3K (35%)
Puts: $1.31M (65%)
Prior 7-Day Average $286.2K
Calls: $99.5K (35%)
Puts: $186.7K (65%)
Current vs Prior 7-Day Avg -30.34%
Calls: -90.21%
Puts: +1.56%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 7.04
Prior (10/02) 0.53
Current vs Prior +1236.45%
Prior 7-Day Average 2.81
Current vs Prior 7-Day Avg +150.10%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/05) 4,960
Calls: 776 (16%)
Puts: 4,184 (84%)
Prior (10/02) 6,439
Calls: 2,286 (36%)
Puts: 4,153 (64%)
Current vs Prior -22.97%
Prior 7-Day Total 77,325
Calls: 24,813 (32%)
Puts: 52,512 (68%)
Prior 7-Day Average 11,046
Calls: 3,544 (32%)
Puts: 7,501 (68%)
Current vs Prior 7-Day Avg -55.10%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 6.00% | 11.19%6.00% | 11.19%
Prior 6.37% | 11.90%6.37% | 11.90%
Current vs Prior -5.88% | -5.95%-5.88% | -5.95%
Prior 7-Day Avg 7.88% | 12.78%7.88% | 12.78%
Current vs 7-Day Avg -23.88% | -12.43%-23.88% | -12.43%
Prior 7-Day Eod 6.37% | 11.90%6.37% | 11.90%
Current vs 7-Day Eod -5.88% | -5.95%-5.88% | -5.95%
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 17.88% | 19.43%
Calls: 17.10% | 20.37%
Puts: 18.67% | 18.49%
Current vs 7-Day Avg +5.01% | -7.92%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 95% of dollar volume in puts ($189.6K) vs calls ($9.7K). Massive premium surge with dollar volume up 123% vs prior. Unusually high activity with volume up 227% vs prior - elevated interest. Extreme bearish P/C ratio of 7.04 - heavy put buying.

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 -- 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. 3 found (avg delta 0.74, highest 0.91)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 161.552.25$1.9036.8%20.6436
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 163.704.60$4.1521.7%230.9131
$47.50Oct 161.852.50$2.1730.0%5930.681.3K

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 701, top 593)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 160.450.90$0.6866.2%460.34171
$50.00Oct 160.050.30$0.18138.9%160.12--
$45.00Oct 161.552.25$1.9036.8%20.6436
$52.50Oct 160.000.30$0.15200.0%10.08--
$55.00Oct 160.000.25$0.13192.3%10.06--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 161.852.50$2.1730.0%5930.681.3K
$50.00Oct 163.704.60$4.1521.7%230.9131
$42.50Oct 160.050.40$0.23152.2%150.131.4K
$45.00Oct 160.601.10$0.8558.8%40.37--

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. 4 found (best R:R 0.89, avg 2.24)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$47.50Oct 16$1.22$1.28$1.2264%1.05$46.22
$47.50$50.00Oct 16$0.50$2.00$0.5034%4.00$48.00
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$45.00Oct 16$1.32$1.18$1.3268%0.89$46.18
$45.00$42.50Oct 16$0.62$1.88$0.6237%3.03$44.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.33, avg 0.29)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.50$50.00Oct 16$0.50$0.50$2.0066%0.25$48.00
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.62$0.62$1.8863%0.33$44.38

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 6.00% of stock, avg 7.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$1.90$0.85$2.75$42.25$47.756.00%
$47.50Oct 16$0.68$2.17$2.85$44.65$50.356.22%
$50.00Oct 16$0.18$4.15$4.33$45.67$54.339.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.79% of stock, avg 1.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$42.50Oct 16$0.13$0.23$0.36$42.14$55.36
$52.50$42.50Oct 16$0.15$0.23$0.38$42.12$52.88
$50.00$42.50Oct 16$0.18$0.23$0.41$42.09$50.41
$47.50$42.50Oct 16$0.68$0.23$0.91$41.59$48.41
$50.00$45.00Oct 16$0.18$0.85$1.03$43.97$51.03
$52.50$45.00Oct 16$0.15$0.85$1.00$44.00$53.50
$55.00$45.00Oct 16$0.13$0.85$0.98$44.02$55.98
$47.50$45.00Oct 16$0.68$0.85$1.53$43.47$49.03

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 2.79, cheapest $0.47)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.72$1.7852%2.47
$47.50$50.00$52.50Oct 16$0.47$2.0325%4.32
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.66$1.8454%2.79
$42.50$45.00$47.50Oct 16$0.70$1.8054%2.57

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 $-0.19, 3 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$50.00$52.501:2Oct 16-$0.12$2.38
$52.50$55.001:2Oct 16-$0.11$2.39
$45.00$47.501:2Oct 16$0.54$1.96
$47.50$50.001:2Oct 16$0.32$2.18
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Oct 16-$0.19$2.31
$47.50$45.001:2Oct 16$0.47$2.03
$45.00$42.501:2Oct 16$0.39$2.11

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 0.98%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Oct 16$0.450.343.6%0.98%4.60%46171

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 105
Total Puts 739
Put/Call Ratio 7.04
Net Difference -634

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,176
Total Puts 9,812
Average Put/Call Ratio 2.81
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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